SBEMX vs. GLLSX

Last updated Apr 2, 2026

Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and abrdn Emerging Markets ex-China Fund (GLLSX).

SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. GLLSX is managed by Aberdeen. It was launched on Aug 29, 2000.

Performance

SBEMX vs. GLLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and abrdn Emerging Markets ex-China Fund (GLLSX). The values are adjusted to include any dividend payments, if applicable.

SBEMX vs. GLLSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SBEMX Segall Bryant & Hamill Emerging Markets Fund	4.32%	35.14%	13.83%	20.64%	-16.04%	5.46%	7.17%	18.83%	-17.07%	36.08%
GLLSX abrdn Emerging Markets ex-China Fund	8.83%	34.81%	0.73%	21.35%	-23.04%	36.50%	15.93%	23.64%	-11.50%	23.06%

Returns By Period

In the year-to-date period, SBEMX achieves a 4.32% return, which is significantly lower than GLLSX's 8.83% return. Over the past 10 years, SBEMX has underperformed GLLSX with an annualized return of 10.39%, while GLLSX has yielded a comparatively higher 11.92% annualized return.

SBEMX

• 1D: 3.01%
• 1M: -8.61%
• YTD: 4.32%
• 6M: 9.70%
• 1Y: 35.40%
• 3Y*: 22.25%
• 5Y*: 9.49%
• 10Y*: 10.39%

GLLSX

• 1D: 3.18%
• 1M: -10.26%
• YTD: 8.83%
• 6M: 18.55%
• 1Y: 52.10%
• 3Y*: 18.93%
• 5Y*: 12.59%
• 10Y*: 11.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SBEMX vs. GLLSX - Expense Ratio Comparison

Both SBEMX and GLLSX have an expense ratio of 1.23%.

SBEMX

Segall Bryant & Hamill Emerging Markets Fund

GLLSX

abrdn Emerging Markets ex-China Fund

Return for Risk

SBEMX vs. GLLSX — Risk / Return Rank

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

SBEMX

SBEMX Risk / Return Rank: 90
SBEMX Sharpe Ratio Rank: 93
SBEMX Sortino Ratio Rank: 90
SBEMX Omega Ratio Rank: 90
SBEMX Calmar Ratio Rank: 89
SBEMX Martin Ratio Rank: 89

GLLSX

GLLSX Risk / Return Rank: 96
GLLSX Sharpe Ratio Rank: 97
GLLSX Sortino Ratio Rank: 95
GLLSX Omega Ratio Rank: 94
GLLSX Calmar Ratio Rank: 95
GLLSX Martin Ratio Rank: 96

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. GLLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and abrdn Emerging Markets ex-China Fund (GLLSX). 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	GLLSX	Difference
Sharpe ratio Return per unit of total volatility	2.12	2.70	-0.58
Sortino ratio Return per unit of downside risk	2.68	3.29	-0.61
Omega ratio Gain probability vs. loss probability	1.42	1.50	-0.09
Calmar ratio Return relative to maximum drawdown	2.63	3.64	-1.01
Martin ratio Return relative to average drawdown	10.68	15.21	-4.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBEMX vs. GLLSX - Sharpe Ratio Comparison

The current SBEMX Sharpe Ratio is 2.12, which is comparable to the GLLSX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of SBEMX and GLLSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SBEMX	GLLSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	2.70	-0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.73	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.69	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.57	-0.19

Correlation

The correlation between SBEMX and GLLSX is 0.80, 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. GLLSX - Dividend Comparison

SBEMX's dividend yield for the trailing twelve months is around 2.64%, more than GLLSX's 1.72% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBEMX Segall Bryant & Hamill Emerging Markets Fund	2.64%	2.76%	6.69%	5.59%	4.19%	5.38%	1.77%	2.61%	3.32%	4.89%	2.09%	4.06%
GLLSX abrdn Emerging Markets ex-China Fund	1.72%	1.88%	0.74%	0.77%	29.32%	22.85%	0.00%	3.38%	9.47%	8.40%	1.09%	0.94%

Drawdowns

SBEMX vs. GLLSX - Drawdown Comparison

The maximum SBEMX drawdown since its inception was -41.05%, which is greater than GLLSX's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for SBEMX and GLLSX.

Drawdown Indicators

	SBEMX	GLLSX	Difference
Max Drawdown Largest peak-to-trough decline	-41.05%	-32.59%	-8.46%
Max Drawdown (1Y) Largest decline over 1 year	-13.65%	-14.39%	+0.74%
Max Drawdown (5Y) Largest decline over 5 years	-31.75%	-30.02%	-1.73%
Max Drawdown (10Y) Largest decline over 10 years	-41.05%	-32.59%	-8.46%
Current Drawdown Current decline from peak	-11.05%	-11.66%	+0.61%
Average Drawdown Average peak-to-trough decline	-12.58%	-7.99%	-4.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.35%	3.44%	-0.09%

Volatility

SBEMX vs. GLLSX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) is 9.06%, while abrdn Emerging Markets ex-China Fund (GLLSX) has a volatility of 11.43%. This indicates that SBEMX experiences smaller price fluctuations and is considered to be less risky than GLLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBEMX	GLLSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.06%	11.43%	-2.37%
Volatility (6M) Calculated over the trailing 6-month period	12.84%	15.86%	-3.02%
Volatility (1Y) Calculated over the trailing 1-year period	17.16%	19.71%	-2.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.90%	17.27%	-2.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.26%	17.37%	-1.11%