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SBEMX vs. LCSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBEMX vs. LCSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Martin Currie SMA-Shares Series EM Fund (LCSMX). The values are adjusted to include any dividend payments, if applicable.

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SBEMX vs. LCSMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SBEMX
SBEMX Risk / Return Rank: 9090
Overall Rank
SBEMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SBEMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SBEMX Omega Ratio Rank: 9090
Omega Ratio Rank
SBEMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SBEMX Martin Ratio Rank: 8989
Martin Ratio Rank

LCSMX
LCSMX Risk / Return Rank: 9797
Overall Rank
LCSMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LCSMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
LCSMX Omega Ratio Rank: 9595
Omega Ratio Rank
LCSMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
LCSMX Martin Ratio Rank: 9797
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. 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.


SBEMXLCSMXDifference

Sharpe ratio

Return per unit of total volatility

2.12

2.92

-0.80

Sortino ratio

Return per unit of downside risk

2.68

3.47

-0.79

Omega ratio

Gain probability vs. loss probability

1.42

1.54

-0.12

Calmar ratio

Return relative to maximum drawdown

2.63

4.11

-1.49

Martin ratio

Return relative to average drawdown

10.68

16.92

-6.23

SBEMX vs. LCSMX - Sharpe Ratio Comparison

The current SBEMX Sharpe Ratio is 2.12, which is comparable to the LCSMX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of SBEMX and LCSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SBEMXLCSMXDifference

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.


TTM20252024202320222021202020192018201720162015
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


SBEMXLCSMXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.05%

-13.80%

+2.75%

Average Drawdown

Average peak-to-trough decline

-12.58%

-13.97%

+1.39%

Ulcer Index

Depth 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


SBEMXLCSMXDifference

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%