SBEMX vs. LZEMX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Lazard Emerging Markets Equity Portfolio (LZEMX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. LZEMX is managed by Lazard. It was launched on Jul 14, 1994.
Performance
SBEMX vs. LZEMX - Performance Comparison
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SBEMX vs. LZEMX - 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% |
LZEMX Lazard Emerging Markets Equity Portfolio | 6.61% | 41.35% | 7.60% | 22.44% | -14.86% | 5.37% | -0.07% | 18.06% | -18.11% | 28.02% |
Returns By Period
In the year-to-date period, SBEMX achieves a 4.32% return, which is significantly lower than LZEMX's 6.61% return. Over the past 10 years, SBEMX has outperformed LZEMX with an annualized return of 10.39%, while LZEMX has yielded a comparatively lower 9.39% 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%
LZEMX
- 1D
- 1.54%
- 1M
- -7.29%
- YTD
- 6.61%
- 6M
- 16.90%
- 1Y
- 40.50%
- 3Y*
- 22.54%
- 5Y*
- 11.01%
- 10Y*
- 9.39%
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SBEMX vs. LZEMX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is higher than LZEMX's 1.06% expense ratio.
Return for Risk
SBEMX vs. LZEMX — Risk / Return Rank
SBEMX
LZEMX
SBEMX vs. LZEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Lazard Emerging Markets Equity Portfolio (LZEMX). 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 | LZEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 2.95 | -0.82 |
Sortino ratioReturn per unit of downside risk | 2.68 | 3.72 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.57 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 3.86 | -1.24 |
Martin ratioReturn relative to average drawdown | 10.68 | 14.21 | -3.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBEMX | LZEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.95 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.78 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.58 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | -0.01 |
Correlation
The correlation between SBEMX and LZEMX is 0.90, 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. LZEMX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.64%, more than LZEMX's 1.92% 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% |
LZEMX Lazard Emerging Markets Equity Portfolio | 1.92% | 2.05% | 3.11% | 3.76% | 5.92% | 4.89% | 2.11% | 2.45% | 2.10% | 1.99% | 1.48% | 2.14% |
Drawdowns
SBEMX vs. LZEMX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, smaller than the maximum LZEMX drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for SBEMX and LZEMX.
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Drawdown Indicators
| SBEMX | LZEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -60.08% | +19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -10.42% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -30.55% | -1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -44.08% | +3.03% |
Current DrawdownCurrent decline from peak | -11.05% | -9.04% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -16.71% | +4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.89% | +0.46% |
Volatility
SBEMX vs. LZEMX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 9.06% compared to Lazard Emerging Markets Equity Portfolio (LZEMX) at 6.23%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than LZEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | LZEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 6.23% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 9.72% | +3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 14.30% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 14.11% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 16.34% | -0.08% |