AAIIX vs. WTIBX

Last updated Jun 4, 2026

AAIIX (Ancora Income Fund) and WTIBX (Segall Bryant & Hamill Plus Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, AAIIX returned 3.17%/yr vs 2.26%/yr for WTIBX. At a 0.20 correlation, their price movements are largely independent. AAIIX charges 2.20%/yr vs 0.55%/yr for WTIBX.

Performance

AAIIX vs. WTIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ancora Income Fund (AAIIX) and Segall Bryant & Hamill Plus Bond Fund (WTIBX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AAIIX achieves a 2.39% return, which is significantly higher than WTIBX's 0.53% return. Over the past 10 years, AAIIX has outperformed WTIBX with an annualized return of 3.17%, while WTIBX has yielded a comparatively lower 2.26% annualized return.

AAIIX

• 1D: -0.28%
• 1M: -0.35%
• YTD: 2.39%
• 6M: 2.46%
• 1Y: 7.71%
• 3Y*: 6.83%
• 5Y*: 2.02%
• 10Y*: 3.17%

WTIBX

• 1D: 0.11%
• 1M: 0.56%
• YTD: 0.53%
• 6M: 0.45%
• 1Y: 5.99%
• 3Y*: 4.67%
• 5Y*: 0.79%
• 10Y*: 2.26%

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

AAIIX vs. WTIBX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AAIIX Ancora Income Fund	2.39%	2.28%	9.23%	9.46%	-14.32%	9.21%	3.72%	11.08%	-5.60%	6.57%
WTIBX Segall Bryant & Hamill Plus Bond Fund	0.53%	7.38%	1.99%	7.47%	-13.13%	-0.58%	8.49%	8.80%	-0.17%	4.74%

Correlation

The correlation between AAIIX and WTIBX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jan 9, 2004	0.20

The correlation between AAIIX and WTIBX shifts across timeframes, from 0.20 (all time) to 0.49 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

AAIIX vs. WTIBX — Risk / Return Rank

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

AAIIX

AAIIX Risk / Return Rank: 34
AAIIX Sharpe Ratio Rank: 39
AAIIX Sortino Ratio Rank: 39
AAIIX Omega Ratio Rank: 41
AAIIX Calmar Ratio Rank: 27
AAIIX Martin Ratio Rank: 25

WTIBX

WTIBX Risk / Return Rank: 29
WTIBX Sharpe Ratio Rank: 30
WTIBX Sortino Ratio Rank: 31
WTIBX Omega Ratio Rank: 29
WTIBX Calmar Ratio Rank: 29
WTIBX Martin Ratio Rank: 25

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.

AAIIX vs. WTIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ancora Income Fund (AAIIX) and Segall Bryant & Hamill Plus Bond Fund (WTIBX). 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.

	AAIIX	WTIBX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.57	+0.23
Sortino ratio: Return per unit of downside risk	2.62	2.34	+0.29
Omega ratio: Gain probability vs. loss probability	1.34	1.29	+0.06
Calmar ratio: Return relative to maximum drawdown	1.92	2.02	-0.10
Martin ratio: Return relative to average drawdown	6.20	6.26	-0.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AAIIX vs. WTIBX - Sharpe Ratio Comparison

The current AAIIX Sharpe Ratio is 1.80, which is comparable to the WTIBX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of AAIIX and WTIBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AAIIX	WTIBX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	1.57	+0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	0.14	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.00	0.49	-0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	1.03	-1.03

Drawdowns

AAIIX vs. WTIBX - Drawdown Comparison

The maximum AAIIX drawdown since its inception was -98.01%, which is greater than WTIBX's maximum drawdown of -17.72%. Use the drawdown chart below to compare losses from any high point for AAIIX and WTIBX.

Drawdown Indicators

	AAIIX	WTIBX	Difference
Max Drawdown Largest peak-to-trough decline	-98.01%	-17.72%	-80.29%
Max Drawdown (1Y) Largest decline over 1 year	-4.19%	-2.97%	-1.22%
Max Drawdown (3Y) Largest decline over 3 years	-98.01%	-5.83%	-92.18%
Max Drawdown (5Y) Largest decline over 5 years	-98.01%	-17.72%	-80.29%
Max Drawdown (10Y) Largest decline over 10 years	-98.01%	-17.72%	-80.29%
Current Drawdown Current decline from peak	-97.78%	-1.49%	-96.29%
Average Drawdown Average peak-to-trough decline	-12.34%	-1.95%	-10.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.30%	0.96%	+0.34%

Volatility

AAIIX vs. WTIBX - Volatility Comparison

The current volatility for Ancora Income Fund (AAIIX) is 1.15%, while Segall Bryant & Hamill Plus Bond Fund (WTIBX) has a volatility of 1.39%. This indicates that AAIIX experiences smaller price fluctuations and is considered to be less risky than WTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAIIX	WTIBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.15%	1.39%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	3.22%	2.75%	+0.47%
Volatility (1Y) Calculated over the trailing 1-year period	4.48%	3.85%	+0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2,044.45%	5.64%	+2,038.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,445.64%	4.67%	+1,440.97%

AAIIX vs. WTIBX - Expense Ratio Comparison

AAIIX has a 2.20% expense ratio, which is higher than WTIBX's 0.55% expense ratio.

Dividends

AAIIX vs. WTIBX - Dividend Comparison

AAIIX's dividend yield for the trailing twelve months is around 5.20%, more than WTIBX's 4.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AAIIX Ancora Income Fund	5.20%	4.09%	4.57%	4.77%	4.52%	4.46%	5.68%	3.96%	4.36%	5.69%	6.40%	6.99%
WTIBX Segall Bryant & Hamill Plus Bond Fund	4.14%	4.11%	4.04%	3.66%	3.23%	3.08%	3.95%	3.95%	3.55%	3.50%	3.43%	3.55%

Frequently Asked Questions

Can I hold both AAIIX and WTIBX in my portfolio?

AAIIX and WTIBX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AAIIX or WTIBX?

WTIBX has higher volatility (1.39%) compared to AAIIX (1.15%). In terms of maximum drawdown, AAIIX dropped -98.01% vs WTIBX's -17.72%.

Which has better risk-adjusted returns?

AAIIX currently has the higher Sharpe Ratio (1.80 vs 1.57), 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.