SBEMX vs. SBSIX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Segall Bryant & Hamill International Small Cap Fund (SBSIX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011.
Performance
SBEMX vs. SBSIX - Performance Comparison
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SBEMX vs. SBSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 1.27% | 35.14% | 13.83% | 20.64% | -16.04% | 5.46% | 7.17% | 18.83% | -17.07% | 36.08% |
SBSIX Segall Bryant & Hamill International Small Cap Fund | -3.56% | 47.51% | 7.80% | 17.25% | -13.17% | 13.16% | -5.35% | 16.73% | -23.71% | 28.83% |
Returns By Period
In the year-to-date period, SBEMX achieves a 1.27% return, which is significantly higher than SBSIX's -3.56% return. Over the past 10 years, SBEMX has outperformed SBSIX with an annualized return of 10.06%, while SBSIX has yielded a comparatively lower 7.47% annualized return.
SBEMX
- 1D
- -0.91%
- 1M
- -12.70%
- YTD
- 1.27%
- 6M
- 7.43%
- 1Y
- 32.29%
- 3Y*
- 21.05%
- 5Y*
- 9.13%
- 10Y*
- 10.06%
SBSIX
- 1D
- -0.55%
- 1M
- -12.48%
- YTD
- -3.56%
- 6M
- 2.14%
- 1Y
- 31.31%
- 3Y*
- 19.33%
- 5Y*
- 10.32%
- 10Y*
- 7.47%
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SBEMX vs. SBSIX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is higher than SBSIX's 1.03% expense ratio.
Return for Risk
SBEMX vs. SBSIX — Risk / Return Rank
SBEMX
SBSIX
SBEMX vs. SBSIX - 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 International Small Cap Fund (SBSIX). 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 | SBSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 1.99 | -0.10 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.50 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.30 | -0.11 |
Martin ratioReturn relative to average drawdown | 9.12 | 9.74 | -0.63 |
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 | SBSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.99 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.67 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.45 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.49 | -0.12 |
Correlation
The correlation between SBEMX and SBSIX is 0.71, 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. SBSIX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.72%, less than SBSIX's 5.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 2.72% | 2.76% | 6.69% | 5.59% | 4.19% | 5.38% | 1.77% | 2.61% | 3.32% | 4.89% | 2.09% | 4.06% |
SBSIX Segall Bryant & Hamill International Small Cap Fund | 5.32% | 5.19% | 8.44% | 4.78% | 4.85% | 5.56% | 1.61% | 4.42% | 2.75% | 5.36% | 1.84% | 2.06% |
Drawdowns
SBEMX vs. SBSIX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, smaller than the maximum SBSIX drawdown of -52.51%. Use the drawdown chart below to compare losses from any high point for SBEMX and SBSIX.
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Drawdown Indicators
| SBEMX | SBSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -52.51% | +11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -12.48% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -29.87% | -1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -52.51% | +11.46% |
Current DrawdownCurrent decline from peak | -13.65% | -12.48% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -11.21% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.95% | +0.33% |
Volatility
SBEMX vs. SBSIX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 8.39% compared to Segall Bryant & Hamill International Small Cap Fund (SBSIX) at 5.58%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than SBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | SBSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 5.58% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 9.65% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 14.98% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 15.46% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 16.66% | -0.43% |