SBEMX vs. WTLTX

Last updated Jun 3, 2026

SBEMX (Segall Bryant & Hamill Emerging Markets Fund) and WTLTX (Segall Bryant & Hamill Quality High Yield Fund) are both mutual funds - SBEMX is a Emerging Markets Diversified fund managed by Segall Bryant & Hamill, while WTLTX is a High Yield Bonds fund managed by Segall Bryant & Hamill. Over the past 10 years, SBEMX returned 12.82%/yr vs 4.68%/yr for WTLTX. At a 0.40 correlation, their price movements are largely independent. SBEMX charges 1.23%/yr vs 0.85%/yr for WTLTX.

Performance

SBEMX vs. WTLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Segall Bryant & Hamill Quality High Yield Fund (WTLTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SBEMX achieves a 28.54% return, which is significantly higher than WTLTX's 1.15% return. Over the past 10 years, SBEMX has outperformed WTLTX with an annualized return of 12.82%, while WTLTX has yielded a comparatively lower 4.68% annualized return.

SBEMX

• 1D: 2.99%
• 1M: 11.29%
• YTD: 28.54%
• 6M: 32.19%
• 1Y: 58.36%
• 3Y*: 30.29%
• 5Y*: 12.89%
• 10Y*: 12.82%

WTLTX

• 1D: 0.00%
• 1M: 0.35%
• YTD: 1.15%
• 6M: 1.62%
• 1Y: 6.08%
• 3Y*: 7.39%
• 5Y*: 3.60%
• 10Y*: 4.68%

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

SBEMX vs. WTLTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SBEMX Segall Bryant & Hamill Emerging Markets Fund	28.54%	35.14%	13.83%	20.64%	-16.04%	5.46%	7.17%	18.83%	-17.07%	36.08%
WTLTX Segall Bryant & Hamill Quality High Yield Fund	1.15%	7.97%	5.53%	12.16%	-9.75%	3.13%	7.31%	12.21%	-2.19%	6.19%

Correlation

The correlation between SBEMX and WTLTX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.41
Correlation (All Time) Calculated using the full available price history since Aug 6, 2012	0.40

Return for Risk

SBEMX vs. WTLTX — Risk / Return Rank

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

SBEMX

SBEMX Risk / Return Rank: 90
SBEMX Sharpe Ratio Rank: 96
SBEMX Sortino Ratio Rank: 89
SBEMX Omega Ratio Rank: 90
SBEMX Calmar Ratio Rank: 87
SBEMX Martin Ratio Rank: 88

WTLTX

WTLTX Risk / Return Rank: 89
WTLTX Sharpe Ratio Rank: 93
WTLTX Sortino Ratio Rank: 94
WTLTX Omega Ratio Rank: 95
WTLTX Calmar Ratio Rank: 76
WTLTX Martin Ratio Rank: 88

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.

SBEMX vs. WTLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) and Segall Bryant & Hamill Quality High Yield Fund (WTLTX). 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.

	SBEMX	WTLTX	Difference
Sharpe ratio Return per unit of total volatility	3.46	3.13	+0.34
Sortino ratio Return per unit of downside risk	4.34	4.97	-0.62
Omega ratio Gain probability vs. loss probability	1.65	1.77	-0.12
Calmar ratio Return relative to maximum drawdown	4.23	3.46	+0.77
Martin ratio Return relative to average drawdown	17.20	16.92	+0.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBEMX vs. WTLTX - Sharpe Ratio Comparison

The current SBEMX Sharpe Ratio is 3.46, which is comparable to the WTLTX Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of SBEMX and WTLTX, 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

	SBEMX	WTLTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.46	3.13	+0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.84	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	1.04	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	1.09	-0.62

Drawdowns

SBEMX vs. WTLTX - Drawdown Comparison

The maximum SBEMX drawdown since its inception was -41.05%, which is greater than WTLTX's maximum drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for SBEMX and WTLTX.

Drawdown Indicators

	SBEMX	WTLTX	Difference
Max Drawdown Largest peak-to-trough decline	-41.05%	-38.46%	-2.59%
Max Drawdown (1Y) Largest decline over 1 year	-13.65%	-1.76%	-11.89%
Max Drawdown (3Y) Largest decline over 3 years	-14.57%	-3.12%	-11.45%
Max Drawdown (5Y) Largest decline over 5 years	-31.75%	-13.35%	-18.40%
Max Drawdown (10Y) Largest decline over 10 years	-41.05%	-16.97%	-24.08%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-12.46%	-3.26%	-9.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.36%	0.36%	+3.00%

Volatility

SBEMX vs. WTLTX - Volatility Comparison

Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 7.86% compared to Segall Bryant & Hamill Quality High Yield Fund (WTLTX) at 0.55%. This indicates that SBEMX's price experiences larger fluctuations and is considered to be riskier than WTLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBEMX	WTLTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.86%	0.55%	+7.31%
Volatility (6M) Calculated over the trailing 6-month period	14.95%	1.41%	+13.54%
Volatility (1Y) Calculated over the trailing 1-year period	17.30%	1.96%	+15.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.40%	4.32%	+11.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.50%	4.50%	+12.00%

SBEMX vs. WTLTX - Expense Ratio Comparison

SBEMX has a 1.23% expense ratio, which is higher than WTLTX's 0.85% expense ratio.

Dividends

SBEMX vs. WTLTX - Dividend Comparison

SBEMX's dividend yield for the trailing twelve months is around 2.14%, less than WTLTX's 4.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBEMX Segall Bryant & Hamill Emerging Markets Fund	2.14%	2.76%	6.69%	5.59%	4.19%	5.38%	1.77%	2.61%	3.32%	4.89%	2.09%	4.06%
WTLTX Segall Bryant & Hamill Quality High Yield Fund	4.10%	4.09%	4.21%	4.26%	4.23%	3.41%	3.88%	4.88%	4.76%	4.55%	4.51%	5.33%

Frequently Asked Questions

Can I hold both SBEMX and WTLTX in my portfolio?

SBEMX and WTLTX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SBEMX or WTLTX?

SBEMX has higher volatility (7.86%) compared to WTLTX (0.55%). In terms of maximum drawdown, SBEMX dropped -41.05% vs WTLTX's -38.46%.

Which has better risk-adjusted returns?

SBEMX currently has the higher Sharpe Ratio (3.46 vs 3.13), 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.