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SBHAX vs. WTIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBHAX vs. WTIBX - Performance Comparison

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

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SBHAX vs. WTIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBHAX
Segall Bryant & Hamill All Cap Fund
-3.48%8.36%16.89%14.50%-19.27%29.43%26.18%30.60%-5.61%18.68%
WTIBX
Segall Bryant & Hamill Plus Bond Fund
-0.28%7.38%1.99%7.47%-13.13%-0.58%8.49%8.80%-0.17%4.74%

Returns By Period

In the year-to-date period, SBHAX achieves a -3.48% return, which is significantly lower than WTIBX's -0.28% return. Over the past 10 years, SBHAX has outperformed WTIBX with an annualized return of 10.95%, while WTIBX has yielded a comparatively lower 2.34% annualized return.


SBHAX

1D
3.00%
1M
-5.90%
YTD
-3.48%
6M
-2.03%
1Y
9.64%
3Y*
11.08%
5Y*
6.31%
10Y*
10.95%

WTIBX

1D
0.21%
1M
-1.77%
YTD
-0.28%
6M
0.65%
1Y
4.09%
3Y*
4.24%
5Y*
0.80%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBHAX vs. WTIBX - Expense Ratio Comparison

SBHAX has a 0.87% expense ratio, which is higher than WTIBX's 0.55% expense ratio.


Return for Risk

SBHAX vs. WTIBX — Risk / Return Rank

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

SBHAX
SBHAX Risk / Return Rank: 2222
Overall Rank
SBHAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SBHAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
SBHAX Omega Ratio Rank: 1818
Omega Ratio Rank
SBHAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SBHAX Martin Ratio Rank: 3232
Martin Ratio Rank

WTIBX
WTIBX Risk / Return Rank: 4444
Overall Rank
WTIBX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
WTIBX Sortino Ratio Rank: 4343
Sortino Ratio Rank
WTIBX Omega Ratio Rank: 3333
Omega Ratio Rank
WTIBX Calmar Ratio Rank: 5656
Calmar Ratio Rank
WTIBX Martin Ratio Rank: 4141
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.

SBHAX vs. WTIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill All Cap Fund (SBHAX) 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.


SBHAXWTIBXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.01

-0.43

Sortino ratio

Return per unit of downside risk

0.96

1.42

-0.47

Omega ratio

Gain probability vs. loss probability

1.13

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

0.92

1.51

-0.59

Martin ratio

Return relative to average drawdown

4.13

4.81

-0.68

SBHAX vs. WTIBX - Sharpe Ratio Comparison

The current SBHAX Sharpe Ratio is 0.58, which is lower than the WTIBX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SBHAX 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.


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Sharpe Ratios by Period


SBHAXWTIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.01

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.14

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.50

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.03

-0.49

Correlation

The correlation between SBHAX and WTIBX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SBHAX vs. WTIBX - Dividend Comparison

SBHAX's dividend yield for the trailing twelve months is around 30.52%, more than WTIBX's 3.82% yield.


TTM20252024202320222021202020192018201720162015
SBHAX
Segall Bryant & Hamill All Cap Fund
30.52%29.46%19.96%4.76%8.72%11.37%1.36%0.32%4.11%0.56%0.03%3.74%
WTIBX
Segall Bryant & Hamill Plus Bond Fund
3.82%4.11%4.04%3.66%3.23%3.08%3.95%3.95%3.55%3.50%3.43%3.55%

Drawdowns

SBHAX vs. WTIBX - Drawdown Comparison

The maximum SBHAX drawdown since its inception was -32.81%, which is greater than WTIBX's maximum drawdown of -17.72%. Use the drawdown chart below to compare losses from any high point for SBHAX and WTIBX.


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Drawdown Indicators


SBHAXWTIBXDifference

Max Drawdown

Largest peak-to-trough decline

-32.81%

-17.72%

-15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-3.00%

-8.66%

Max Drawdown (5Y)

Largest decline over 5 years

-31.00%

-17.72%

-13.28%

Max Drawdown (10Y)

Largest decline over 10 years

-32.81%

-17.72%

-15.09%

Current Drawdown

Current decline from peak

-15.10%

-2.27%

-12.83%

Average Drawdown

Average peak-to-trough decline

-6.32%

-1.95%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

0.94%

+1.67%

Volatility

SBHAX vs. WTIBX - Volatility Comparison

Segall Bryant & Hamill All Cap Fund (SBHAX) has a higher volatility of 5.71% compared to Segall Bryant & Hamill Plus Bond Fund (WTIBX) at 1.61%. This indicates that SBHAX'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


SBHAXWTIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

1.61%

+4.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

2.59%

+6.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.51%

4.31%

+13.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

5.61%

+14.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

4.65%

+14.72%