SBEMX vs. WAEMX
Compare and contrast key facts about Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Wasatch Emerging Markets Small Cap Fund (WAEMX).
SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011. WAEMX is managed by Wasatch. It was launched on Sep 30, 2007.
Performance
SBEMX vs. WAEMX - Performance Comparison
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SBEMX vs. WAEMX - 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% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 4.12% | 5.85% | -2.21% | 21.20% | -38.76% | 30.16% | 32.79% | 27.45% | -18.97% | 38.20% |
Returns By Period
The year-to-date returns for both stocks are quite close, with SBEMX having a 4.32% return and WAEMX slightly lower at 4.12%. Over the past 10 years, SBEMX has outperformed WAEMX with an annualized return of 10.39%, while WAEMX has yielded a comparatively lower 6.63% 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%
WAEMX
- 1D
- 1.14%
- 1M
- -5.85%
- YTD
- 4.12%
- 6M
- 9.04%
- 1Y
- 21.06%
- 3Y*
- 6.68%
- 5Y*
- -0.10%
- 10Y*
- 6.63%
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SBEMX vs. WAEMX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is lower than WAEMX's 1.91% expense ratio.
Return for Risk
SBEMX vs. WAEMX — Risk / Return Rank
SBEMX
WAEMX
SBEMX vs. WAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). 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 | WAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 1.26 | +0.86 |
Sortino ratioReturn per unit of downside risk | 2.68 | 1.82 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.23 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.20 | +0.43 |
Martin ratioReturn relative to average drawdown | 10.68 | 7.78 | +2.90 |
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 | WAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.26 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | -0.01 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.37 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.25 | +0.12 |
Correlation
The correlation between SBEMX and WAEMX is 0.72, 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. WAEMX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.64%, less than WAEMX's 67.61% 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% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 67.61% | 70.40% | 6.49% | 0.00% | 3.32% | 6.03% | 7.15% | 5.82% | 12.81% | 0.00% | 0.00% | 0.02% |
Drawdowns
SBEMX vs. WAEMX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, smaller than the maximum WAEMX drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for SBEMX and WAEMX.
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Drawdown Indicators
| SBEMX | WAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -66.35% | +25.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -9.38% | -4.27% |
Max Drawdown (5Y)Largest decline over 5 years | -31.75% | -44.88% | +13.13% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -44.88% | +3.83% |
Current DrawdownCurrent decline from peak | -11.05% | -22.97% | +11.92% |
Average DrawdownAverage peak-to-trough decline | -12.58% | -16.87% | +4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.65% | +0.70% |
Volatility
SBEMX vs. WAEMX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 9.06% compared to Wasatch Emerging Markets Small Cap Fund (WAEMX) at 7.25%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than WAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBEMX | WAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 7.25% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 12.20% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 16.78% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 17.41% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 17.94% | -1.68% |