SBEMX vs. DEMIX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Delaware Emerging Markets Fund (DEMIX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. DEMIX is managed by Delaware Funds. It was launched on Jun 9, 1996.
Performance
SBEMX vs. DEMIX - Performance Comparison
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SBEMX vs. DEMIX - 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% |
DEMIX Delaware Emerging Markets Fund | 13.36% | 86.79% | 6.52% | 17.59% | -28.66% | -2.08% | 26.09% | 24.33% | -17.10% | 41.98% |
Returns By Period
In the year-to-date period, SBEMX achieves a 1.27% return, which is significantly lower than DEMIX's 13.36% return. Over the past 10 years, SBEMX has underperformed DEMIX with an annualized return of 10.06%, while DEMIX has yielded a comparatively higher 14.40% annualized return.
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%
DEMIX
- 1D
- 0.99%
- 1M
- -18.24%
- YTD
- 13.36%
- 6M
- 43.46%
- 1Y
- 104.80%
- 3Y*
- 35.24%
- 5Y*
- 12.50%
- 10Y*
- 14.40%
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SBEMX vs. DEMIX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is lower than DEMIX's 1.26% expense ratio.
Return for Risk
SBEMX vs. DEMIX — Risk / Return Rank
SBEMX
DEMIX
SBEMX vs. DEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Delaware Emerging Markets Fund (DEMIX). 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 | DEMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 3.11 | -1.22 |
Sortino ratioReturn per unit of downside risk | 2.41 | 3.29 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.51 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 4.81 | -2.62 |
Martin ratioReturn relative to average drawdown | 9.12 | 18.57 | -9.46 |
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 | DEMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 3.11 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.54 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.66 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.44 | -0.08 |
Correlation
The correlation between SBEMX and DEMIX is 0.87, 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. DEMIX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.72%, less than DEMIX's 16.74% 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% |
DEMIX Delaware Emerging Markets Fund | 16.74% | 18.97% | 1.99% | 2.95% | 1.89% | 3.42% | 0.87% | 0.80% | 0.65% | 1.80% | 0.94% | 0.30% |
Drawdowns
SBEMX vs. DEMIX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, smaller than the maximum DEMIX drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for SBEMX and DEMIX.
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Drawdown Indicators
| SBEMX | DEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -63.15% | +22.10% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -20.32% | +6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -43.95% | +12.20% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -46.29% | +5.24% |
Current DrawdownCurrent decline from peak | -13.65% | -19.53% | +5.88% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -18.54% | +5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 5.26% | -1.98% |
Volatility
SBEMX vs. DEMIX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) is 8.39%, while Delaware Emerging Markets Fund (DEMIX) has a volatility of 19.15%. This indicates that SBEMX experiences smaller price fluctuations and is considered to be less risky than DEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | DEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 19.15% | -10.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 28.50% | -15.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 33.36% | -16.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 23.11% | -8.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 21.94% | -5.71% |