SBEMX vs. EITEX
SBEMX (Segall Bryant & Hamill Emerging Markets Fund) and EITEX (Parametric Tax-Managed Emerging Markets Fund) are both Emerging Markets Equities funds. Over the past 10 years, SBEMX returned 10.76%/yr vs 6.67%/yr for EITEX. Their correlation of 0.92 means they have usually moved in the same direction. SBEMX charges 1.23%/yr vs 0.96%/yr for EITEX.
Performance
SBEMX vs. EITEX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SBEMX achieves a 16.68% return, which is significantly higher than EITEX's 9.06% return. Over the past 10 years, SBEMX has outperformed EITEX with an annualized return of 10.76%, while EITEX has yielded a comparatively lower 6.67% annualized return.
SBEMX
- 1D
- 4.47%
- 1M
- -3.16%
- 6M
- 7.07%
- YTD
- 16.68%
- 1Y
- 35.63%
- 3Y*
- 22.84%
- 5Y*
- 12.17%
- 10Y*
- 10.76%
- ALL TIME*
- 6.79%
EITEX
- 1D
- 1.90%
- 1M
- 0.59%
- 6M
- 1.44%
- YTD
- 9.06%
- 1Y
- 21.79%
- 3Y*
- 13.29%
- 5Y*
- 7.08%
- 10Y*
- 6.67%
- ALL TIME*
- 8.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SBEMX vs. EITEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 16.68% | 35.14% | 13.83% | 20.64% | -16.04% | 5.46% | 7.17% | 18.83% | -17.07% | 36.08% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 9.06% | 28.58% | 4.67% | 10.69% | -12.11% | 4.47% | 4.51% | 12.51% | -13.20% | 27.10% |
Correlation
The correlation between SBEMX and EITEX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.92 |
The correlation between SBEMX and EITEX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SBEMX vs. EITEX — Risk / Return Rank
SBEMX
EITEX
SBEMX vs. EITEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Parametric Tax-Managed Emerging Markets Fund (EITEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SBEMX | EITEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.30 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.06 | +0.12 |
| Martin ratioReturn relative to average drawdown | 7.26 | 6.75 | +0.51 |
Loading charts...
Drawdowns
SBEMX vs. EITEX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, smaller than the maximum EITEX drawdown of -61.70%. Use the drawdown chart below to compare losses from any high point for SBEMX and EITEX.
Loading charts...
Drawdown Indicators
| SBEMX | EITEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -61.70% | +20.65% |
Max Drawdown (1Y)Largest decline over 1 year | -15.29% | -9.88% | -5.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.29% | -11.86% | -3.43% |
Max Drawdown (5Y)Largest decline over 5 years | -28.51% | -25.58% | -2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -43.10% | +2.05% |
Current DrawdownCurrent decline from peak | -11.50% | -3.67% | -7.83% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -13.87% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 3.01% | +1.57% |
Volatility
SBEMX vs. EITEX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 10.67% compared to Parametric Tax-Managed Emerging Markets Fund (EITEX) at 4.18%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than EITEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SBEMX | EITEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 4.18% | +6.49% |
Volatility (6M)Calculated over the trailing 6-month period | 21.52% | 11.82% | +9.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 13.23% | +9.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 12.53% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 13.74% | +3.36% |
SBEMX vs. EITEX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is higher than EITEX's 0.96% expense ratio.
Dividends
SBEMX vs. EITEX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.36%, less than EITEX's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EITEX Parametric Tax-Managed Emerging Markets Fund | 4.38% | 4.77% | 4.58% | 5.85% | 10.39% | 9.72% | 1.79% | 2.63% | 2.26% | 1.80% | 1.67% | 2.11% |
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 2.36% | 2.76% | 6.69% | 5.59% | 4.19% | 5.38% | 1.77% | 2.61% | 3.32% | 4.89% | 2.09% | 4.06% |
Frequently Asked Questions
With a correlation of 0.90, SBEMX and EITEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SBEMX has higher volatility (10.67%) compared to EITEX (4.18%). In terms of maximum drawdown, SBEMX dropped -41.05% vs EITEX's -61.70%.
EITEX currently has the higher Sharpe Ratio (1.54 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SBEMX and EITEX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer