SBEMX vs. EAEMX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Parametric Emerging Markets Fund (EAEMX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006.
Performance
SBEMX vs. EAEMX - Performance Comparison
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SBEMX vs. EAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 4.32% | 35.14% | 13.83% | 20.64% | -16.04% | 5.46% | 7.17% | 18.83% | -17.07% | 36.08% |
EAEMX Parametric Emerging Markets Fund | 2.89% | 27.16% | 5.39% | 9.46% | -11.27% | 4.19% | 2.65% | 12.32% | -14.02% | 27.03% |
Returns By Period
In the year-to-date period, SBEMX achieves a 4.32% return, which is significantly higher than EAEMX's 2.89% return. Over the past 10 years, SBEMX has outperformed EAEMX with an annualized return of 10.39%, while EAEMX has yielded a comparatively lower 6.23% annualized return.
SBEMX
- 1D
- 3.01%
- 1M
- -8.61%
- YTD
- 4.32%
- 6M
- 9.70%
- 1Y
- 35.40%
- 3Y*
- 22.25%
- 5Y*
- 9.49%
- 10Y*
- 10.39%
EAEMX
- 1D
- 1.89%
- 1M
- -6.17%
- YTD
- 2.89%
- 6M
- 6.54%
- 1Y
- 26.50%
- 3Y*
- 13.51%
- 5Y*
- 6.33%
- 10Y*
- 6.23%
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SBEMX vs. EAEMX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is lower than EAEMX's 1.58% expense ratio.
Return for Risk
SBEMX vs. EAEMX — Risk / Return Rank
SBEMX
EAEMX
SBEMX vs. EAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Parametric Emerging Markets Fund (EAEMX). 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 | EAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 2.25 | -0.12 |
Sortino ratioReturn per unit of downside risk | 2.68 | 2.86 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.46 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.68 | -0.06 |
Martin ratioReturn relative to average drawdown | 10.68 | 10.25 | +0.43 |
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 | EAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.25 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.56 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.47 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.28 | +0.10 |
Correlation
The correlation between SBEMX and EAEMX is 0.92, 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. EAEMX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.64%, less than EAEMX's 2.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 2.64% | 2.76% | 6.69% | 5.59% | 4.19% | 5.38% | 1.77% | 2.61% | 3.32% | 4.89% | 2.09% | 4.06% |
EAEMX Parametric Emerging Markets Fund | 2.75% | 2.83% | 3.00% | 2.71% | 4.40% | 1.64% | 1.08% | 2.48% | 2.14% | 2.31% | 1.52% | 1.68% |
Drawdowns
SBEMX vs. EAEMX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, smaller than the maximum EAEMX drawdown of -62.70%. Use the drawdown chart below to compare losses from any high point for SBEMX and EAEMX.
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Drawdown Indicators
| SBEMX | EAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -62.70% | +21.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -9.90% | -3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -25.43% | -6.32% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -44.16% | +3.11% |
Current DrawdownCurrent decline from peak | -11.05% | -8.20% | -2.85% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -13.58% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.59% | +0.76% |
Volatility
SBEMX vs. EAEMX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 9.06% compared to Parametric Emerging Markets Fund (EAEMX) at 5.94%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than EAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | EAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 5.94% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 8.80% | +4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 12.17% | +4.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 11.42% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 13.38% | +2.88% |