SBEMX vs. SSKEX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and State Street Emerging Markets Equity Index Fund (SSKEX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. SSKEX is managed by State Street. It was launched on Dec 17, 2015.
Performance
SBEMX vs. SSKEX - Performance Comparison
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SBEMX vs. SSKEX - 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% |
SSKEX State Street Emerging Markets Equity Index Fund | 1.08% | 33.79% | 7.00% | 9.50% | -20.23% | -2.80% | 18.20% | 18.16% | -14.78% | 37.18% |
Returns By Period
In the year-to-date period, SBEMX achieves a 1.27% return, which is significantly higher than SSKEX's 1.08% return. Over the past 10 years, SBEMX has outperformed SSKEX with an annualized return of 10.06%, while SSKEX has yielded a comparatively lower 7.79% 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%
SSKEX
- 1D
- -0.06%
- 1M
- -11.97%
- YTD
- 1.08%
- 6M
- 5.80%
- 1Y
- 30.40%
- 3Y*
- 15.02%
- 5Y*
- 3.75%
- 10Y*
- 7.79%
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SBEMX vs. SSKEX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is higher than SSKEX's 0.17% expense ratio.
Return for Risk
SBEMX vs. SSKEX — Risk / Return Rank
SBEMX
SSKEX
SBEMX vs. SSKEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and State Street Emerging Markets Equity Index Fund (SSKEX). 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 | SSKEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 1.84 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.41 | 2.37 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.22 | -0.03 |
Martin ratioReturn relative to average drawdown | 9.12 | 8.63 | +0.49 |
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 | SSKEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.84 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.23 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.46 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.49 | -0.13 |
Correlation
The correlation between SBEMX and SSKEX 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. SSKEX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.72%, less than SSKEX's 2.82% 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% |
SSKEX State Street Emerging Markets Equity Index Fund | 2.82% | 2.85% | 2.90% | 3.26% | 3.90% | 1.95% | 1.84% | 2.84% | 3.01% | 2.55% | 2.29% | 0.00% |
Drawdowns
SBEMX vs. SSKEX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, roughly equal to the maximum SSKEX drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for SBEMX and SSKEX.
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Drawdown Indicators
| SBEMX | SSKEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -39.23% | -1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -12.44% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -37.16% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -39.23% | -1.82% |
Current DrawdownCurrent decline from peak | -13.65% | -12.44% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -13.46% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.21% | +0.07% |
Volatility
SBEMX vs. SSKEX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 8.39% compared to State Street Emerging Markets Equity Index Fund (SSKEX) at 7.57%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than SSKEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | SSKEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 7.57% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 12.01% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 16.37% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 16.10% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 17.09% | -0.86% |