SBEMX vs. FPADX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Fidelity Emerging Markets Index Fund (FPADX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. FPADX is managed by Fidelity. It was launched on Sep 8, 2011.
Performance
SBEMX vs. FPADX - Performance Comparison
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SBEMX vs. FPADX - 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% |
FPADX Fidelity Emerging Markets Index Fund | 0.22% | 33.90% | 6.80% | 9.51% | -20.06% | -3.07% | 17.84% | 18.28% | -14.65% | 35.16% |
Returns By Period
In the year-to-date period, SBEMX achieves a 1.27% return, which is significantly higher than FPADX's 0.22% return. Over the past 10 years, SBEMX has outperformed FPADX with an annualized return of 10.06%, while FPADX has yielded a comparatively lower 7.51% 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%
FPADX
- 1D
- -0.87%
- 1M
- -12.34%
- YTD
- 0.22%
- 6M
- 4.75%
- 1Y
- 29.14%
- 3Y*
- 14.61%
- 5Y*
- 3.41%
- 10Y*
- 7.51%
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SBEMX vs. FPADX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is higher than FPADX's 0.08% expense ratio.
Return for Risk
SBEMX vs. FPADX — Risk / Return Rank
SBEMX
FPADX
SBEMX vs. FPADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Fidelity Emerging Markets Index Fund (FPADX). 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 | FPADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 1.64 | +0.25 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.18 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.98 | +0.21 |
Martin ratioReturn relative to average drawdown | 9.12 | 8.08 | +1.04 |
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 | FPADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.64 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.21 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.43 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.27 | +0.10 |
Correlation
The correlation between SBEMX and FPADX is 0.95, 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. FPADX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.72%, more than FPADX's 2.35% 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% |
FPADX Fidelity Emerging Markets Index Fund | 2.35% | 2.35% | 2.70% | 2.68% | 2.47% | 2.14% | 1.50% | 2.59% | 2.20% | 0.12% | 1.69% | 2.47% |
Drawdowns
SBEMX vs. FPADX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, roughly equal to the maximum FPADX drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for SBEMX and FPADX.
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Drawdown Indicators
| SBEMX | FPADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -39.16% | -1.89% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -13.28% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -37.04% | +5.29% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -39.16% | -1.89% |
Current DrawdownCurrent decline from peak | -13.65% | -13.28% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -13.39% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.26% | +0.02% |
Volatility
SBEMX vs. FPADX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) is 8.39%, while Fidelity Emerging Markets Index Fund (FPADX) has a volatility of 8.84%. This indicates that SBEMX experiences smaller price fluctuations and is considered to be less risky than FPADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | FPADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 8.84% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 13.29% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 17.59% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 16.64% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 17.60% | -1.37% |