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SBEMX vs. WAEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBEMX vs. WAEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). The values are adjusted to include any dividend payments, if applicable.

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SBEMX vs. WAEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBEMX
SBEMX Risk / Return Rank: 9090
Overall Rank
SBEMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SBEMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SBEMX Omega Ratio Rank: 9090
Omega Ratio Rank
SBEMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SBEMX Martin Ratio Rank: 8989
Martin Ratio Rank

WAEMX
WAEMX Risk / Return Rank: 7070
Overall Rank
WAEMX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WAEMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
WAEMX Omega Ratio Rank: 5555
Omega Ratio Rank
WAEMX Calmar Ratio Rank: 8383
Calmar Ratio Rank
WAEMX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SBEMXWAEMXDifference

Sharpe ratio

Return per unit of total volatility

2.12

1.26

+0.86

Sortino ratio

Return per unit of downside risk

2.68

1.82

+0.86

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.18

Calmar ratio

Return relative to maximum drawdown

2.63

2.20

+0.43

Martin ratio

Return relative to average drawdown

10.68

7.78

+2.90

SBEMX vs. WAEMX - Sharpe Ratio Comparison

The current SBEMX Sharpe Ratio is 2.12, which is higher than the WAEMX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of SBEMX and WAEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SBEMXWAEMXDifference

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.


TTM20252024202320222021202020192018201720162015
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


SBEMXWAEMXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.05%

-22.97%

+11.92%

Average Drawdown

Average peak-to-trough decline

-12.58%

-16.87%

+4.29%

Ulcer Index

Depth 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


SBEMXWAEMXDifference

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%