SBASX vs. WTIBX
SBASX (Segall Bryant & Hamill Small Cap Core Fund) and WTIBX (Segall Bryant & Hamill Plus Bond Fund) are both mutual funds - SBASX is a Small Cap Growth Equities fund managed by Segall Bryant & Hamill, while WTIBX is a Intermediate Core-Plus Bond fund managed by Segall Bryant & Hamill. Over the past 5 years, SBASX returned 7.99%/yr vs 0.24%/yr for WTIBX. Their 0.13 correlation means their historical movements had little consistent relationship. SBASX charges 0.99%/yr vs 0.55%/yr for WTIBX.
Performance
SBASX vs. WTIBX - Performance Comparison
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Returns By Period
In the year-to-date period, SBASX achieves a 19.05% return, which is significantly higher than WTIBX's -0.17% return.
SBASX
- 1D
- 1.16%
- 1M
- -1.73%
- 6M
- 12.88%
- YTD
- 19.05%
- 1Y
- 26.67%
- 3Y*
- 13.04%
- 5Y*
- 7.99%
- 10Y*
- —
- ALL TIME*
- 11.77%
WTIBX
- 1D
- 0.11%
- 1M
- -0.93%
- 6M
- -0.52%
- YTD
- -0.17%
- 1Y
- 2.64%
- 3Y*
- 4.36%
- 5Y*
- 0.24%
- 10Y*
- 2.02%
- ALL TIME*
- 3.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SBASX vs. WTIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SBASX Segall Bryant & Hamill Small Cap Core Fund | 19.05% | 3.95% | 11.89% | 13.96% | -13.13% | 23.52% | 22.80% | 0.00% |
WTIBX Segall Bryant & Hamill Plus Bond Fund | -0.17% | 7.38% | 1.99% | 7.47% | -13.13% | -0.58% | 8.49% | -0.19% |
Correlation
The correlation between SBASX and WTIBX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019 | 0.13 |
Over the past year, SBASX and WTIBX have become more correlated (0.35) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
SBASX vs. WTIBX — Risk / Return Rank
SBASX
WTIBX
SBASX vs. WTIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Core Fund (SBASX) 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.
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.
| SBASX | WTIBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.15 | +0.92 |
| Martin ratioReturn relative to average drawdown | 7.17 | 2.94 | +4.23 |
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Drawdowns
SBASX vs. WTIBX - Drawdown Comparison
The maximum SBASX drawdown since its inception was -34.34%, which is greater than WTIBX's maximum drawdown of -17.72%. Use the drawdown chart below to compare losses from any high point for SBASX and WTIBX.
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Drawdown Indicators
| SBASX | WTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.34% | -17.72% | -16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -2.97% | -8.47% |
Max Drawdown (3Y)Largest decline over 3 years | -26.56% | -4.81% | -21.75% |
Max Drawdown (5Y)Largest decline over 5 years | -26.56% | -17.72% | -8.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.72% | — |
Current DrawdownCurrent decline from peak | -4.39% | -2.17% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -1.95% | -6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 1.16% | +2.14% |
Volatility
SBASX vs. WTIBX - Volatility Comparison
Segall Bryant & Hamill Small Cap Core Fund (SBASX) has a higher volatility of 4.44% compared to Segall Bryant & Hamill Plus Bond Fund (WTIBX) at 1.06%. This indicates that SBASX's price experiences larger fluctuations and is considered to be riskier than WTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBASX | WTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 1.06% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 3.00% | +10.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 3.81% | +14.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.89% | 5.66% | +14.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 4.68% | +17.45% |
SBASX vs. WTIBX - Expense Ratio Comparison
SBASX has a 0.99% expense ratio, which is higher than WTIBX's 0.55% expense ratio.
Dividends
SBASX vs. WTIBX - Dividend Comparison
SBASX's dividend yield for the trailing twelve months is around 4.69%, more than WTIBX's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBASX Segall Bryant & Hamill Small Cap Core Fund | 4.69% | 5.58% | 5.48% | 3.65% | 2.10% | 18.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTIBX Segall Bryant & Hamill Plus Bond Fund | 4.19% | 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
SBASX and WTIBX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBASX has higher volatility (4.44%) compared to WTIBX (1.06%). In terms of maximum drawdown, SBASX dropped -34.34% vs WTIBX's -17.72%.
SBASX currently has the higher Sharpe Ratio (1.29 vs 0.90), 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.
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