SBSIX vs. WTLTX
Compare and contrast key facts about Segall Bryant & Hamill International Small Cap Fund (SBSIX) and Segall Bryant & Hamill Quality High Yield Fund (WTLTX).
SBSIX is managed by Segall Bryant & Hamill. It was launched on May 30, 2011. WTLTX is managed by Segall Bryant & Hamill. It was launched on Jun 1, 1988.
Performance
SBSIX vs. WTLTX - Performance Comparison
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SBSIX vs. WTLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTLTX Segall Bryant & Hamill Quality High Yield Fund | -1.02% | 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, SBSIX achieves a -3.56% return, which is significantly lower than WTLTX's -1.02% return. Over the past 10 years, SBSIX has outperformed WTLTX with an annualized return of 7.47%, while WTLTX has yielded a comparatively lower 4.83% 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%
WTLTX
- 1D
- 0.23%
- 1M
- -1.89%
- YTD
- -1.02%
- 6M
- 0.56%
- 1Y
- 5.03%
- 3Y*
- 7.05%
- 5Y*
- 3.41%
- 10Y*
- 4.83%
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SBSIX vs. WTLTX - Expense Ratio Comparison
SBSIX has a 1.03% expense ratio, which is higher than WTLTX's 0.85% expense ratio.
Return for Risk
SBSIX vs. WTLTX — Risk / Return Rank
SBSIX
WTLTX
SBSIX vs. WTLTX - 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 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.
| SBSIX | WTLTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 1.85 | +0.14 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.44 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.46 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.95 | +0.35 |
Martin ratioReturn relative to average drawdown | 9.74 | 9.20 | +0.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBSIX | WTLTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.85 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.79 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 1.07 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 1.08 | -0.59 |
Correlation
The correlation between SBSIX and WTLTX is 0.45, 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
SBSIX vs. WTLTX - Dividend Comparison
SBSIX's dividend yield for the trailing twelve months is around 5.32%, more than WTLTX's 3.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTLTX Segall Bryant & Hamill Quality High Yield Fund | 3.80% | 4.09% | 4.21% | 4.26% | 4.23% | 3.41% | 3.88% | 4.88% | 4.76% | 4.55% | 4.51% | 5.33% |
Drawdowns
SBSIX vs. WTLTX - Drawdown Comparison
The maximum SBSIX drawdown since its inception was -52.51%, which is greater than WTLTX's maximum drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for SBSIX and WTLTX.
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Drawdown Indicators
| SBSIX | WTLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -38.46% | -14.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -2.51% | -9.97% |
Max Drawdown (5Y)Largest decline over 5 years | -29.87% | -13.35% | -16.52% |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | -16.97% | -35.54% |
Current DrawdownCurrent decline from peak | -12.48% | -1.89% | -10.59% |
Average DrawdownAverage peak-to-trough decline | -11.21% | -3.27% | -7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 0.53% | +2.42% |
Volatility
SBSIX vs. WTLTX - Volatility Comparison
Segall Bryant & Hamill International Small Cap Fund (SBSIX) has a higher volatility of 5.58% compared to Segall Bryant & Hamill Quality High Yield Fund (WTLTX) at 1.07%. This indicates that SBSIX'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
| SBSIX | WTLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 1.07% | +4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 1.53% | +8.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 2.74% | +12.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 4.33% | +11.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 4.52% | +12.14% |