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SBSIX vs. WTIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBSIX vs. WTIBX - Performance Comparison

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

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SBSIX vs. WTIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBSIX
Segall Bryant & Hamill International Small Cap Fund
-3.56%47.51%7.80%17.25%-13.17%13.16%-5.35%16.73%-23.71%28.83%
WTIBX
Segall Bryant & Hamill Plus Bond Fund
-0.49%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, SBSIX achieves a -3.56% return, which is significantly lower than WTIBX's -0.49% return. Over the past 10 years, SBSIX has outperformed WTIBX with an annualized return of 7.47%, while WTIBX has yielded a comparatively lower 2.32% annualized return.


SBSIX

1D
-0.55%
1M
-12.48%
YTD
-3.56%
6M
2.14%
1Y
31.31%
3Y*
19.33%
5Y*
10.32%
10Y*
7.47%

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)

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SBSIX vs. WTIBX - Expense Ratio Comparison

SBSIX has a 1.03% expense ratio, which is higher than WTIBX's 0.55% expense ratio.


Return for Risk

SBSIX vs. WTIBX — Risk / Return Rank

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

SBSIX
SBSIX Risk / Return Rank: 8989
Overall Rank
SBSIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SBSIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SBSIX Omega Ratio Rank: 8989
Omega Ratio Rank
SBSIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
SBSIX Martin Ratio Rank: 8989
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.

SBSIX vs. WTIBX - Risk-Adjusted Trends Comparison

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


SBSIXWTIBXDifference

Sharpe ratio

Return per unit of total volatility

1.99

1.01

+0.98

Sortino ratio

Return per unit of downside risk

2.50

1.42

+1.08

Omega ratio

Gain probability vs. loss probability

1.39

1.18

+0.21

Calmar ratio

Return relative to maximum drawdown

2.30

1.63

+0.68

Martin ratio

Return relative to average drawdown

9.74

5.23

+4.51

SBSIX vs. WTIBX - Sharpe Ratio Comparison

The current SBSIX Sharpe Ratio is 1.99, which is higher than the WTIBX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SBSIX 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


SBSIXWTIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.01

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.15

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.50

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.03

-0.54

Correlation

The correlation between SBSIX and WTIBX is 0.04, 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

SBSIX vs. WTIBX - Dividend Comparison

SBSIX's dividend yield for the trailing twelve months is around 5.32%, more than WTIBX's 3.83% yield.


TTM20252024202320222021202020192018201720162015
SBSIX
Segall Bryant & Hamill International Small Cap Fund
5.32%5.19%8.44%4.78%4.85%5.56%1.61%4.42%2.75%5.36%1.84%2.06%
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

SBSIX vs. WTIBX - Drawdown Comparison

The maximum SBSIX drawdown since its inception was -52.51%, which is greater than WTIBX's maximum drawdown of -17.72%. Use the drawdown chart below to compare losses from any high point for SBSIX and WTIBX.


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Drawdown Indicators


SBSIXWTIBXDifference

Max Drawdown

Largest peak-to-trough decline

-52.51%

-17.72%

-34.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-3.00%

-9.48%

Max Drawdown (5Y)

Largest decline over 5 years

-29.87%

-17.72%

-12.15%

Max Drawdown (10Y)

Largest decline over 10 years

-52.51%

-17.72%

-34.79%

Current Drawdown

Current decline from peak

-12.48%

-2.48%

-10.00%

Average Drawdown

Average peak-to-trough decline

-11.21%

-1.95%

-9.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

0.93%

+2.02%

Volatility

SBSIX vs. WTIBX - Volatility Comparison

Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a higher volatility of 5.58% compared to Segall Bryant & Hamill Plus Bond Fund (WTIBX) at 1.63%. This indicates that SBSIX'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


SBSIXWTIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

1.63%

+3.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

2.60%

+7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.98%

4.31%

+10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

5.61%

+9.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

4.65%

+12.01%