SBHAX vs. WTLTX
Compare and contrast key facts about Segall Bryant & Hamill All Cap Fund (SBHAX) and Segall Bryant & Hamill Quality High Yield Fund (WTLTX).
SBHAX is managed by Segall Bryant & Hamill. It was launched on Jul 31, 2013. WTLTX is managed by Segall Bryant & Hamill. It was launched on Jun 1, 1988.
Performance
SBHAX vs. WTLTX - Performance Comparison
Loading graphics...
SBHAX vs. WTLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTLTX Segall Bryant & Hamill Quality High Yield Fund | -0.69% | 7.97% | 5.53% | 12.16% | -9.75% | 3.13% | 7.31% | 12.21% | -2.19% | 6.19% |
Returns By Period
In the year-to-date period, SBHAX achieves a -3.48% return, which is significantly lower than WTLTX's -0.69% return. Over the past 10 years, SBHAX has outperformed WTLTX with an annualized return of 10.95%, while WTLTX has yielded a comparatively lower 4.86% 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%
WTLTX
- 1D
- 0.34%
- 1M
- -1.45%
- YTD
- -0.69%
- 6M
- 0.78%
- 1Y
- 5.27%
- 3Y*
- 7.17%
- 5Y*
- 3.43%
- 10Y*
- 4.86%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SBHAX vs. WTLTX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is higher than WTLTX's 0.85% expense ratio.
Return for Risk
SBHAX vs. WTLTX — Risk / Return Rank
SBHAX
WTLTX
SBHAX vs. WTLTX - 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 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.
| SBHAX | WTLTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.97 | -1.39 |
Sortino ratioReturn per unit of downside risk | 0.96 | 2.61 | -1.66 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.49 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 2.14 | -1.22 |
Martin ratioReturn relative to average drawdown | 4.13 | 9.93 | -5.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SBHAX | WTLTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.97 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.80 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 1.08 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.08 | -0.54 |
Correlation
The correlation between SBHAX and WTLTX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SBHAX vs. WTLTX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 30.52%, more than WTLTX's 3.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTLTX Segall Bryant & Hamill Quality High Yield Fund | 3.79% | 4.09% | 4.21% | 4.26% | 4.23% | 3.41% | 3.88% | 4.88% | 4.76% | 4.55% | 4.51% | 5.33% |
Drawdowns
SBHAX vs. WTLTX - Drawdown Comparison
The maximum SBHAX drawdown since its inception was -32.81%, smaller than the maximum WTLTX drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for SBHAX and WTLTX.
Loading graphics...
Drawdown Indicators
| SBHAX | WTLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.81% | -38.46% | +5.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -2.51% | -9.15% |
Max Drawdown (5Y)Largest decline over 5 years | -31.00% | -13.35% | -17.65% |
Max Drawdown (10Y)Largest decline over 10 years | -32.81% | -16.97% | -15.84% |
Current DrawdownCurrent decline from peak | -15.10% | -1.56% | -13.54% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -3.27% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 0.54% | +2.07% |
Volatility
SBHAX vs. WTLTX - Volatility Comparison
Segall Bryant & Hamill All Cap Fund (SBHAX) has a higher volatility of 5.71% compared to Segall Bryant & Hamill Quality High Yield Fund (WTLTX) at 1.15%. This indicates that SBHAX'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.
Loading graphics...
Volatility by Period
| SBHAX | WTLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 1.15% | +4.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 1.57% | +7.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 2.75% | +14.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 4.33% | +15.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 4.52% | +14.85% |