SBEMX vs. LCSMX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Martin Currie SMA-Shares Series EM Fund (LCSMX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. LCSMX is managed by Legg Mason. It was launched on Jan 9, 2018.
Performance
SBEMX vs. LCSMX - Performance Comparison
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SBEMX vs. LCSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 4.32% | 35.14% | 13.83% | 20.64% | -16.04% | 5.46% | 7.17% | 18.83% | -20.63% |
LCSMX Martin Currie SMA-Shares Series EM Fund | 11.23% | 51.52% | -13.60% | 16.26% | -27.25% | 4.73% | 35.72% | 6.81% | 1.42% |
Returns By Period
In the year-to-date period, SBEMX achieves a 4.32% return, which is significantly lower than LCSMX's 11.23% 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%
LCSMX
- 1D
- 1.89%
- 1M
- -12.34%
- YTD
- 11.23%
- 6M
- 26.19%
- 1Y
- 63.67%
- 3Y*
- 17.07%
- 5Y*
- 4.71%
- 10Y*
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SBEMX vs. LCSMX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is higher than LCSMX's 0.00% expense ratio.
Return for Risk
SBEMX vs. LCSMX — Risk / Return Rank
SBEMX
LCSMX
SBEMX vs. LCSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Martin Currie SMA-Shares Series EM Fund (LCSMX). 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 | LCSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 2.92 | -0.80 |
Sortino ratioReturn per unit of downside risk | 2.68 | 3.47 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.54 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 4.11 | -1.49 |
Martin ratioReturn relative to average drawdown | 10.68 | 16.92 | -6.23 |
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 | LCSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.92 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.26 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.42 | -0.04 |
Correlation
The correlation between SBEMX and LCSMX is 0.75, 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. LCSMX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.64%, more than LCSMX's 0.90% 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% |
LCSMX Martin Currie SMA-Shares Series EM Fund | 0.90% | 1.00% | 1.29% | 1.22% | 1.11% | 3.03% | 0.48% | 0.88% | 1.40% | 0.00% | 0.00% | 0.00% |
Drawdowns
SBEMX vs. LCSMX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, roughly equal to the maximum LCSMX drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for SBEMX and LCSMX.
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Drawdown Indicators
| SBEMX | LCSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -39.72% | -1.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -15.39% | +1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -39.72% | +7.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | — | — |
Current DrawdownCurrent decline from peak | -11.05% | -13.80% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -13.97% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.74% | -0.39% |
Volatility
SBEMX vs. LCSMX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) is 9.06%, while Martin Currie SMA-Shares Series EM Fund (LCSMX) has a volatility of 12.00%. This indicates that SBEMX experiences smaller price fluctuations and is considered to be less risky than LCSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | LCSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 12.00% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 17.91% | -5.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 22.02% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 17.90% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 19.35% | -3.09% |