PortfoliosLab logoPortfoliosLab logo
SBASX vs. WTIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBASX vs. WTIBX - Performance Comparison

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

Loading graphics...

SBASX vs. WTIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SBASX
Segall Bryant & Hamill Small Cap Core Fund
-0.48%3.95%11.89%13.96%-13.13%23.52%22.80%
WTIBX
Segall Bryant & Hamill Plus Bond Fund
-0.49%7.38%1.99%7.47%-13.13%-0.58%8.49%

Returns By Period

The year-to-date returns for both stocks are quite close, with SBASX having a -0.48% return and WTIBX slightly lower at -0.49%.


SBASX

1D
-1.04%
1M
-9.50%
YTD
-0.48%
6M
1.76%
1Y
13.53%
3Y*
8.71%
5Y*
4.92%
10Y*

WTIBX

1D
0.53%
1M
-2.48%
YTD
-0.49%
6M
0.65%
1Y
4.09%
3Y*
4.16%
5Y*
0.83%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SBASX vs. WTIBX - Expense Ratio Comparison

SBASX has a 0.99% expense ratio, which is higher than WTIBX's 0.55% expense ratio.


Return for Risk

SBASX vs. WTIBX — Risk / Return Rank

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

SBASX
SBASX Risk / Return Rank: 2626
Overall Rank
SBASX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SBASX Sortino Ratio Rank: 2727
Sortino Ratio Rank
SBASX Omega Ratio Rank: 2222
Omega Ratio Rank
SBASX Calmar Ratio Rank: 3030
Calmar Ratio Rank
SBASX Martin Ratio Rank: 2828
Martin Ratio Rank

WTIBX
WTIBX Risk / Return Rank: 5454
Overall Rank
WTIBX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WTIBX Sortino Ratio Rank: 5151
Sortino Ratio Rank
WTIBX Omega Ratio Rank: 4040
Omega Ratio Rank
WTIBX Calmar Ratio Rank: 7070
Calmar Ratio Rank
WTIBX Martin Ratio Rank: 5454
Martin Ratio Rank
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.

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.


SBASXWTIBXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.01

-0.39

Sortino ratio

Return per unit of downside risk

1.02

1.42

-0.40

Omega ratio

Gain probability vs. loss probability

1.13

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

0.85

1.63

-0.78

Martin ratio

Return relative to average drawdown

3.03

5.23

-2.20

SBASX vs. WTIBX - Sharpe Ratio Comparison

The current SBASX Sharpe Ratio is 0.61, which is lower than the WTIBX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SBASX and WTIBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SBASXWTIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.01

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.15

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.03

-0.61

Correlation

The correlation between SBASX and WTIBX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SBASX vs. WTIBX - Dividend Comparison

SBASX's dividend yield for the trailing twelve months is around 5.61%, more than WTIBX's 3.83% yield.


TTM20252024202320222021202020192018201720162015
SBASX
Segall Bryant & Hamill Small Cap Core Fund
5.61%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
3.83%4.11%4.04%3.66%3.23%3.08%3.95%3.95%3.55%3.50%3.43%3.55%

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.


Loading graphics...

Drawdown Indicators


SBASXWTIBXDifference

Max Drawdown

Largest peak-to-trough decline

-34.34%

-17.72%

-16.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-3.00%

-9.86%

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 Drawdown

Current decline from peak

-11.44%

-2.48%

-8.96%

Average Drawdown

Average peak-to-trough decline

-8.44%

-1.95%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

0.93%

+2.67%

Volatility

SBASX vs. WTIBX - Volatility Comparison

Segall Bryant & Hamill Small Cap Core Fund (SBASX) has a higher volatility of 6.66% compared to Segall Bryant & Hamill Plus Bond Fund (WTIBX) at 1.63%. 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.


Loading graphics...

Volatility by Period


SBASXWTIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

1.63%

+5.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

2.60%

+10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

4.31%

+17.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

5.61%

+14.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

4.65%

+17.64%