Following the Toffees' opening-day victory over Stoke City last month, the team have recorded a draw and three defeats on the trot in the top flight.
On Sunday, Everton were beaten 4-0 by Manchester United at Old Trafford, where they conceded three goals in the final eight minutes, but the performance was an improvement on previous outings.
When asked by evertontv if the team is beginning to gel, Sigurdsson said: "Yes, it is hard to say that after a 4-0 loss but we will stay together, stay positive and keep working.
"A lot of us have been in this kind of position before - where things are not going your way. It does not look too good at the moment but I know we are more than good enough to turn this around, and I think with the staff and the players we have, and the will within the team and the players, eventually we will turn this around."
Everton spent more than £100m in the summer on new signings.