SBEMX vs. SBHVX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Segall Bryant & Hamill Small Cap Value Fund (SBHVX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. SBHVX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013.
Performance
SBEMX vs. SBHVX - Performance Comparison
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SBEMX vs. SBHVX - 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% |
SBHVX Segall Bryant & Hamill Small Cap Value Fund | 5.47% | 12.27% | 12.31% | 11.97% | -14.66% | 16.61% | 6.22% | 24.65% | -4.54% | 10.92% |
Returns By Period
In the year-to-date period, SBEMX achieves a 4.32% return, which is significantly lower than SBHVX's 5.47% return. Over the past 10 years, SBEMX has outperformed SBHVX with an annualized return of 10.39%, while SBHVX has yielded a comparatively lower 9.58% 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%
SBHVX
- 1D
- 3.00%
- 1M
- -7.11%
- YTD
- 5.47%
- 6M
- 8.51%
- 1Y
- 28.99%
- 3Y*
- 13.65%
- 5Y*
- 4.96%
- 10Y*
- 9.58%
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SBEMX vs. SBHVX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is higher than SBHVX's 0.97% expense ratio.
Return for Risk
SBEMX vs. SBHVX — Risk / Return Rank
SBEMX
SBHVX
SBEMX vs. SBHVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Segall Bryant & Hamill Small Cap Value Fund (SBHVX). 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 | SBHVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 1.14 | +0.98 |
Sortino ratioReturn per unit of downside risk | 2.68 | 1.73 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.23 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 1.76 | +0.87 |
Martin ratioReturn relative to average drawdown | 10.68 | 6.37 | +4.32 |
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 | SBHVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.14 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.24 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.45 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | -0.01 |
Correlation
The correlation between SBEMX and SBHVX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SBEMX vs. SBHVX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.64%, less than SBHVX's 11.04% 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% |
SBHVX Segall Bryant & Hamill Small Cap Value Fund | 11.04% | 11.65% | 4.61% | 1.37% | 1.25% | 4.66% | 0.95% | 6.05% | 10.28% | 6.78% | 0.22% | 5.76% |
Drawdowns
SBEMX vs. SBHVX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, roughly equal to the maximum SBHVX drawdown of -41.54%. Use the drawdown chart below to compare losses from any high point for SBEMX and SBHVX.
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Drawdown Indicators
| SBEMX | SBHVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -41.54% | +0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -16.57% | +2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -29.43% | -2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -41.54% | +0.49% |
Current DrawdownCurrent decline from peak | -11.05% | -9.20% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -7.34% | -5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 4.58% | -1.23% |
Volatility
SBEMX vs. SBHVX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 9.06% compared to Segall Bryant & Hamill Small Cap Value Fund (SBHVX) at 7.28%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than SBHVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | SBHVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 7.28% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 15.08% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 25.88% | -8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 21.21% | -6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 21.26% | -5.00% |