SBEMX vs. CEMFX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Cullen Emerging Markets High Dividend Fund (CEMFX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. CEMFX is managed by Cullen Funds Trust. It was launched on Aug 30, 2012.
Performance
SBEMX vs. CEMFX - Performance Comparison
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SBEMX vs. CEMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 1.27% | 35.14% | 13.83% | 20.64% | -16.04% | 5.46% | 7.17% | 18.83% | -17.07% | 36.08% |
CEMFX Cullen Emerging Markets High Dividend Fund | 6.79% | 31.39% | 9.51% | 26.45% | -16.15% | 6.74% | 8.70% | 19.75% | -16.90% | 29.82% |
Returns By Period
In the year-to-date period, SBEMX achieves a 1.27% return, which is significantly lower than CEMFX's 6.79% return. Both investments have delivered pretty close results over the past 10 years, with SBEMX having a 10.06% annualized return and CEMFX not far behind at 9.57%.
SBEMX
- 1D
- -0.91%
- 1M
- -12.70%
- YTD
- 1.27%
- 6M
- 7.43%
- 1Y
- 32.29%
- 3Y*
- 21.05%
- 5Y*
- 9.13%
- 10Y*
- 10.06%
CEMFX
- 1D
- -0.85%
- 1M
- -10.38%
- YTD
- 6.79%
- 6M
- 11.44%
- 1Y
- 37.89%
- 3Y*
- 21.50%
- 5Y*
- 10.64%
- 10Y*
- 9.57%
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SBEMX vs. CEMFX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is higher than CEMFX's 1.00% expense ratio.
Return for Risk
SBEMX vs. CEMFX — Risk / Return Rank
SBEMX
CEMFX
SBEMX vs. CEMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Cullen Emerging Markets High Dividend Fund (CEMFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SBEMX | CEMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 2.25 | -0.36 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.86 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.43 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.87 | -0.68 |
Martin ratioReturn relative to average drawdown | 9.12 | 10.73 | -1.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBEMX | CEMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 2.25 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.76 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.64 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.46 | -0.10 |
Correlation
The correlation between SBEMX and CEMFX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SBEMX vs. CEMFX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.72%, more than CEMFX's 2.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 2.72% | 2.76% | 6.69% | 5.59% | 4.19% | 5.38% | 1.77% | 2.61% | 3.32% | 4.89% | 2.09% | 4.06% |
CEMFX Cullen Emerging Markets High Dividend Fund | 2.03% | 1.72% | 3.31% | 4.68% | 1.26% | 2.62% | 2.13% | 4.16% | 2.26% | 3.59% | 3.65% | 4.60% |
Drawdowns
SBEMX vs. CEMFX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, roughly equal to the maximum CEMFX drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for SBEMX and CEMFX.
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Drawdown Indicators
| SBEMX | CEMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -39.30% | -1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -12.41% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -28.13% | -3.62% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -39.30% | -1.75% |
Current DrawdownCurrent decline from peak | -13.65% | -12.41% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -9.69% | -2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.33% | -0.05% |
Volatility
SBEMX vs. CEMFX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 8.39% compared to Cullen Emerging Markets High Dividend Fund (CEMFX) at 6.95%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than CEMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | CEMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 6.95% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 12.42% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 16.42% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 14.09% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 14.92% | +1.31% |