SBEMX vs. EITEX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Parametric Tax-Managed Emerging Markets Fund (EITEX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. EITEX is managed by BlackRock. It was launched on Jun 29, 1998.
Performance
SBEMX vs. EITEX - Performance Comparison
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SBEMX vs. EITEX - 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% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 1.05% | 28.58% | 4.67% | 10.69% | -12.11% | 4.47% | 4.51% | 12.51% | -13.20% | 27.10% |
Returns By Period
In the year-to-date period, SBEMX achieves a 1.27% return, which is significantly higher than EITEX's 1.05% return. Over the past 10 years, SBEMX has outperformed EITEX with an annualized return of 10.06%, while EITEX has yielded a comparatively lower 6.47% 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%
EITEX
- 1D
- -0.37%
- 1M
- -9.31%
- YTD
- 1.05%
- 6M
- 5.36%
- 1Y
- 26.04%
- 3Y*
- 13.39%
- 5Y*
- 6.30%
- 10Y*
- 6.47%
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SBEMX vs. EITEX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is higher than EITEX's 0.96% expense ratio.
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.
| SBEMX | EITEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 2.09 | -0.19 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.65 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.42 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.45 | -0.26 |
Martin ratioReturn relative to average drawdown | 9.12 | 9.50 | -0.38 |
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 | EITEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 2.09 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.53 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.47 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.15 |
Correlation
The correlation between SBEMX and EITEX 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. EITEX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.72%, less than EITEX's 4.72% 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% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 4.72% | 4.77% | 4.58% | 5.85% | 10.39% | 9.72% | 1.79% | 2.63% | 2.26% | 1.80% | 1.67% | 2.11% |
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.
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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 | -13.65% | -9.88% | -3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -25.99% | -5.76% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -43.10% | +2.05% |
Current DrawdownCurrent decline from peak | -13.65% | -9.88% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -14.00% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.55% | +0.73% |
Volatility
SBEMX vs. EITEX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 8.39% compared to Parametric Tax-Managed Emerging Markets Fund (EITEX) at 5.60%. 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.
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Volatility by Period
| SBEMX | EITEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 5.60% | +2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 8.76% | +3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 12.26% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 12.05% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 13.68% | +2.55% |