SBEMX vs. ESCIX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. ESCIX is managed by Ashmore. It was launched on Oct 3, 2011.
Performance
SBEMX vs. ESCIX - Performance Comparison
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SBEMX vs. ESCIX - 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% |
ESCIX Ashmore Emerging Markets Small Cap Equity Fund | 8.91% | 26.07% | 3.55% | 19.64% | -24.45% | 11.93% | 43.41% | 15.24% | -22.01% | 28.57% |
Returns By Period
In the year-to-date period, SBEMX achieves a 1.27% return, which is significantly lower than ESCIX's 8.91% return. Both investments have delivered pretty close results over the past 10 years, with SBEMX having a 10.06% annualized return and ESCIX not far behind at 9.84%.
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%
ESCIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 8.91%
- 6M
- 13.79%
- 1Y
- 41.15%
- 3Y*
- 16.77%
- 5Y*
- 5.75%
- 10Y*
- 9.84%
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SBEMX vs. ESCIX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is lower than ESCIX's 1.52% expense ratio.
Return for Risk
SBEMX vs. ESCIX — Risk / Return Rank
SBEMX
ESCIX
SBEMX vs. ESCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX). 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 | ESCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 2.59 | -0.70 |
Sortino ratioReturn per unit of downside risk | 2.41 | 3.42 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.53 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.47 | -0.28 |
Martin ratioReturn relative to average drawdown | 9.12 | 14.33 | -5.21 |
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 | ESCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 2.59 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.37 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.56 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.39 | -0.02 |
Correlation
The correlation between SBEMX and ESCIX is 0.77, 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. ESCIX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.72%, more than ESCIX's 0.42% 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% |
ESCIX Ashmore Emerging Markets Small Cap Equity Fund | 0.42% | 0.91% | 0.00% | 0.56% | 0.60% | 0.00% | 0.00% | 0.13% | 0.11% | 1.66% | 1.16% | 0.00% |
Drawdowns
SBEMX vs. ESCIX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, smaller than the maximum ESCIX drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for SBEMX and ESCIX.
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Drawdown Indicators
| SBEMX | ESCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -48.76% | +7.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -12.84% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -36.59% | +4.84% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -48.76% | +7.71% |
Current DrawdownCurrent decline from peak | -13.65% | -0.74% | -12.91% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -13.45% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.49% | +0.79% |
Volatility
SBEMX vs. ESCIX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 8.39% compared to Ashmore Emerging Markets Small Cap Equity Fund (ESCIX) at 0.00%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than ESCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | ESCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 0.00% | +8.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 8.91% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 15.75% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 15.86% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 17.64% | -1.41% |