PortfoliosLab logoPortfoliosLab logo
SBEMX vs. ESCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBEMX vs. ESCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SBEMX vs. ESCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBEMX
SBEMX Risk / Return Rank: 8787
Overall Rank
SBEMX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SBEMX Sortino Ratio Rank: 8888
Sortino Ratio Rank
SBEMX Omega Ratio Rank: 8787
Omega Ratio Rank
SBEMX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SBEMX Martin Ratio Rank: 8686
Martin Ratio Rank

ESCIX
ESCIX Risk / Return Rank: 9595
Overall Rank
ESCIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ESCIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
ESCIX Omega Ratio Rank: 9595
Omega Ratio Rank
ESCIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
ESCIX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SBEMXESCIXDifference

Sharpe ratio

Return per unit of total volatility

1.89

2.59

-0.70

Sortino ratio

Return per unit of downside risk

2.41

3.42

-1.02

Omega ratio

Gain probability vs. loss probability

1.37

1.53

-0.15

Calmar ratio

Return relative to maximum drawdown

2.19

2.47

-0.28

Martin ratio

Return relative to average drawdown

9.12

14.33

-5.21

SBEMX vs. ESCIX - Sharpe Ratio Comparison

The current SBEMX Sharpe Ratio is 1.89, which is comparable to the ESCIX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of SBEMX and ESCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SBEMXESCIXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


SBEMXESCIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.65%

-0.74%

-12.91%

Average Drawdown

Average peak-to-trough decline

-12.58%

-13.45%

+0.87%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


SBEMXESCIXDifference

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%