SBEMX vs. WISGX

Last updated Jun 24, 2026

SBEMX (Segall Bryant & Hamill Emerging Markets Fund) and WISGX (Segall Bryant & Hamill Small Cap Growth Fund) are both mutual funds - SBEMX is a Emerging Markets Diversified fund managed by Segall Bryant & Hamill, while WISGX is a Small Cap Growth Equities fund managed by Segall Bryant & Hamill. Over the past 10 years, SBEMX returned 13.24%/yr vs 15.26%/yr for WISGX. A 0.57 correlation means they provide meaningful diversification when combined. SBEMX charges 1.23%/yr vs 0.87%/yr for WISGX.

Performance

SBEMX vs. WISGX - Performance Comparison

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

Returns By Period

In the year-to-date period, SBEMX achieves a 31.84% return, which is significantly higher than WISGX's 23.19% return. Over the past 10 years, SBEMX has underperformed WISGX with an annualized return of 13.24%, while WISGX has yielded a comparatively higher 15.26% annualized return.

SBEMX

• 1D: 0.84%
• 1M: 9.65%
• YTD: 31.84%
• 6M: 33.11%
• 1Y: 58.73%
• 3Y*: 30.85%
• 5Y*: 14.10%
• 10Y*: 13.24%

WISGX

• 1D: 0.56%
• 1M: 8.20%
• YTD: 23.19%
• 6M: 20.34%
• 1Y: 36.66%
• 3Y*: 18.44%
• 5Y*: 4.56%
• 10Y*: 15.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SBEMX vs. WISGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SBEMX Segall Bryant & Hamill Emerging Markets Fund	31.84%	35.14%	13.83%	20.64%	-16.04%	5.46%	7.17%	18.83%	-17.07%	36.08%
WISGX Segall Bryant & Hamill Small Cap Growth Fund	23.19%	6.85%	15.75%	18.32%	-32.48%	11.79%	57.84%	28.67%	3.03%	26.05%

Correlation

The correlation between SBEMX and WISGX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (10Y) Calculated over the trailing 10-year period	0.59
Correlation (All Time) Calculated using the full available price history since Dec 23, 2013	0.57

The correlation between SBEMX and WISGX has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

Return for Risk

SBEMX vs. WISGX — Risk / Return Rank

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

SBEMX

SBEMX Risk / Return Rank: 89
SBEMX Sharpe Ratio Rank: 94
SBEMX Sortino Ratio Rank: 84
SBEMX Omega Ratio Rank: 88
SBEMX Calmar Ratio Rank: 90
SBEMX Martin Ratio Rank: 90

WISGX

WISGX Risk / Return Rank: 54
WISGX Sharpe Ratio Rank: 45
WISGX Sortino Ratio Rank: 44
WISGX Omega Ratio Rank: 40
WISGX Calmar Ratio Rank: 77
WISGX Martin Ratio Rank: 66

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. WISGX - 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 Growth Fund (WISGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SBEMX	WISGX	Difference
Sharpe ratio: Return per unit of total volatility	3.04	1.81	+1.22
Sortino ratio: Return per unit of downside risk	3.69	2.57	+1.12
Omega ratio: Gain probability vs. loss probability	1.58	1.31	+0.27
Calmar ratio: Return relative to maximum drawdown	4.39	3.29	+1.11
Martin ratio: Return relative to average drawdown	16.95	12.14	+4.80

SBEMX vs. WISGX - Sharpe Ratio Comparison

The current SBEMX Sharpe Ratio is 3.04, which is higher than the WISGX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SBEMX and WISGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SBEMX vs. WISGX - Drawdown Comparison

The maximum SBEMX drawdown since its inception was -41.05%, smaller than the maximum WISGX drawdown of -43.22%. Use the drawdown chart below to compare losses from any high point for SBEMX and WISGX.

Drawdown Indicators

	SBEMX	WISGX	Difference
Max Drawdown Largest peak-to-trough decline	-41.05%	-43.22%	+2.17%
Max Drawdown (1Y) Largest decline over 1 year	-13.65%	-11.66%	-1.99%
Max Drawdown (3Y) Largest decline over 3 years	-14.57%	-28.87%	+14.30%
Max Drawdown (5Y) Largest decline over 5 years	-31.10%	-43.22%	+12.12%
Max Drawdown (10Y) Largest decline over 10 years	-41.05%	-43.22%	+2.17%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-12.42%	-12.49%	+0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	3.15%	+0.38%

Volatility

SBEMX vs. WISGX - Volatility Comparison

Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 11.03% compared to Segall Bryant & Hamill Small Cap Growth Fund (WISGX) at 6.76%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than WISGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBEMX	WISGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.03%	6.76%	+4.27%
Volatility (6M) Calculated over the trailing 6-month period	17.94%	16.48%	+1.46%
Volatility (1Y) Calculated over the trailing 1-year period	19.78%	21.18%	-1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.00%	24.62%	-8.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.76%	24.07%	-7.31%

SBEMX vs. WISGX - Expense Ratio Comparison

SBEMX has a 1.23% expense ratio, which is higher than WISGX's 0.87% expense ratio.

Dividends

SBEMX vs. WISGX - Dividend Comparison

SBEMX's dividend yield for the trailing twelve months is around 2.09%, while WISGX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBEMX Segall Bryant & Hamill Emerging Markets Fund	2.09%	2.76%	6.69%	5.59%	4.19%	5.38%	1.77%	2.61%	3.32%	4.89%	2.09%	4.06%
WISGX Segall Bryant & Hamill Small Cap Growth Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	29.83%	7.74%	0.00%	0.09%

Frequently Asked Questions

Can I hold both SBEMX and WISGX in my portfolio?

SBEMX and WISGX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SBEMX or WISGX?

SBEMX has higher volatility (11.03%) compared to WISGX (6.76%). In terms of maximum drawdown, SBEMX dropped -41.05% vs WISGX's -43.22%.

Which has better risk-adjusted returns?

SBEMX currently has the higher Sharpe Ratio (3.04 vs 1.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.