SBSIX vs. SBEMX
Compare and contrast key facts about Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Segall Bryant & Hamill Emerging Markets Fund (SBEMX).
SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011. SBEMX is managed by Segall Bryant & Hamill. It was launched on Jun 29, 2011.
Performance
SBSIX vs. SBEMX - Performance Comparison
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SBSIX vs. SBEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBSIX Segall Bryant & Hamill International Small Cap Fund | -0.60% | 47.51% | 7.80% | 17.25% | -13.17% | 13.16% | -5.35% | 16.73% | -23.71% | 28.83% |
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% |
Returns By Period
In the year-to-date period, SBSIX achieves a -0.60% return, which is significantly lower than SBEMX's 1.27% return. Over the past 10 years, SBSIX has underperformed SBEMX with an annualized return of 7.80%, while SBEMX has yielded a comparatively higher 10.06% annualized return.
SBSIX
- 1D
- 3.06%
- 1M
- -8.64%
- YTD
- -0.60%
- 6M
- 5.49%
- 1Y
- 34.98%
- 3Y*
- 20.54%
- 5Y*
- 10.76%
- 10Y*
- 7.80%
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%
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SBSIX vs. SBEMX - Expense Ratio Comparison
SBSIX has a 1.03% expense ratio, which is lower than SBEMX's 1.23% expense ratio.
Return for Risk
SBSIX vs. SBEMX — Risk / Return Rank
SBSIX
SBEMX
SBSIX vs. SBEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Segall Bryant & Hamill Emerging Markets Fund (SBEMX). 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.
| SBSIX | SBEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 1.89 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.92 | 2.41 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.37 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.19 | +0.50 |
Martin ratioReturn relative to average drawdown | 11.39 | 9.12 | +2.27 |
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
| SBSIX | SBEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.89 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.62 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.62 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.36 | +0.14 |
Correlation
The correlation between SBSIX and SBEMX is 0.70, 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
SBSIX vs. SBEMX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.17%, more than SBEMX's 2.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBSIX Segall Bryant & Hamill International Small Cap Fund | 5.17% | 5.19% | 8.44% | 4.78% | 4.85% | 5.56% | 1.61% | 4.42% | 2.75% | 5.36% | 1.84% | 2.06% |
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% |
Drawdowns
SBSIX vs. SBEMX - Drawdown Comparison
The maximum SBSIX drawdown since its inception was -52.51%, which is greater than SBEMX's maximum drawdown of -41.05%. Use the drawdown chart below to compare losses from any high point for SBSIX and SBEMX.
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Drawdown Indicators
| SBSIX | SBEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -41.05% | -11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -13.65% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -31.75% | +1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | -41.05% | -11.46% |
Current DrawdownCurrent decline from peak | -9.81% | -13.65% | +3.84% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -12.58% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.28% | -0.33% |
Volatility
SBSIX vs. SBEMX - Volatility Comparison
The current volatility for Segall Bryant & Hamill International Small Cap Fund (SBSIX) is 6.61%, while Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a volatility of 8.39%. This indicates that SBSIX experiences smaller price fluctuations and is considered to be less risky than SBEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBSIX | SBEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 8.39% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 12.54% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.23% | 16.94% | -1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 14.84% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 16.23% | +0.45% |