SBHAX vs. WTLTX
SBHAX (Segall Bryant & Hamill All Cap Fund) and WTLTX (Segall Bryant & Hamill Quality High Yield Fund) are both mutual funds - SBHAX is a Large Cap Growth Equities fund managed by Segall Bryant & Hamill, while WTLTX is a High Yield Bonds fund managed by Segall Bryant & Hamill. Over the past 10 years, SBHAX returned 12.14%/yr vs 4.46%/yr for WTLTX. Their 0.42 correlation means their historical movements had little consistent relationship. SBHAX charges 0.87%/yr vs 0.85%/yr for WTLTX.
Performance
SBHAX vs. WTLTX - Performance Comparison
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Returns By Period
In the year-to-date period, SBHAX achieves a 11.42% return, which is significantly higher than WTLTX's 1.16% return. Over the past 10 years, SBHAX has outperformed WTLTX with an annualized return of 12.14%, while WTLTX has yielded a comparatively lower 4.46% annualized return.
SBHAX
- 1D
- 1.90%
- 1M
- 0.00%
- 6M
- 9.29%
- YTD
- 11.42%
- 1Y
- 18.73%
- 3Y*
- 13.53%
- 5Y*
- 7.13%
- 10Y*
- 12.14%
- ALL TIME*
- 10.92%
WTLTX
- 1D
- 0.00%
- 1M
- -0.33%
- 6M
- 0.81%
- YTD
- 1.16%
- 1Y
- 4.54%
- 3Y*
- 6.82%
- 5Y*
- 3.29%
- 10Y*
- 4.46%
- ALL TIME*
- 6.23%
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 |
SBHAX vs. WTLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBHAX Segall Bryant & Hamill All Cap Fund | 11.42% | 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 | 1.16% | 7.97% | 5.53% | 12.16% | -9.75% | 3.13% | 7.31% | 12.21% | -2.19% | 6.19% |
Correlation
The correlation between SBHAX and WTLTX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.42 |
The correlation between SBHAX and WTLTX shifts across timeframes, from 0.42 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.
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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.
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.
| SBHAX | WTLTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.58 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.66 | -1.01 |
| Martin ratioReturn relative to average drawdown | 7.33 | 13.18 | -5.86 |
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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.
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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 | -9.34% | -1.76% | -7.58% |
Max Drawdown (3Y)Largest decline over 3 years | -31.00% | -2.92% | -28.08% |
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 | -1.99% | -0.33% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -3.24% | -3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 0.35% | +1.78% |
Volatility
SBHAX vs. WTLTX - Volatility Comparison
Segall Bryant & Hamill All Cap Fund (SBHAX) has a higher volatility of 3.48% compared to Segall Bryant & Hamill Quality High Yield Fund (WTLTX) at 0.40%. 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.
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Volatility by Period
| SBHAX | WTLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 0.40% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 1.44% | +8.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 1.92% | +11.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.01% | 4.32% | +15.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 4.47% | +14.90% |
SBHAX vs. WTLTX - Expense Ratio Comparison
SBHAX has a 0.87% expense ratio, which is higher than WTLTX's 0.85% expense ratio.
Dividends
SBHAX vs. WTLTX - Dividend Comparison
SBHAX's dividend yield for the trailing twelve months is around 26.44%, more than WTLTX's 4.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBHAX Segall Bryant & Hamill All Cap Fund | 26.44% | 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 | 4.13% | 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
SBHAX and WTLTX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBHAX has higher volatility (3.48%) compared to WTLTX (0.40%). In terms of maximum drawdown, SBHAX dropped -32.81% vs WTLTX's -38.46%.
WTLTX currently has the higher Sharpe Ratio (2.43 vs 1.19), 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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