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WHGSX vs. WHGHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WHGSX vs. WHGHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westwood Quality SmallCap Fund (WHGSX) and Westwood High Income Fund (WHGHX). The values are adjusted to include any dividend payments, if applicable.

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WHGSX vs. WHGHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WHGSX
Westwood Quality SmallCap Fund
1.83%-0.12%4.75%17.16%-12.42%27.94%2.16%27.13%-14.25%12.38%
WHGHX
Westwood High Income Fund
-1.47%9.60%9.73%11.53%-11.10%7.24%14.89%9.45%0.36%4.20%

Returns By Period

In the year-to-date period, WHGSX achieves a 1.83% return, which is significantly higher than WHGHX's -1.47% return. Over the past 10 years, WHGSX has outperformed WHGHX with an annualized return of 8.40%, while WHGHX has yielded a comparatively lower 5.83% annualized return.


WHGSX

1D
-0.51%
1M
-6.76%
YTD
1.83%
6M
-0.89%
1Y
8.97%
3Y*
6.67%
5Y*
3.65%
10Y*
8.40%

WHGHX

1D
0.13%
1M
-3.37%
YTD
-1.47%
6M
0.20%
1Y
7.16%
3Y*
8.66%
5Y*
4.26%
10Y*
5.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WHGSX vs. WHGHX - Expense Ratio Comparison

WHGSX has a 0.92% expense ratio, which is higher than WHGHX's 0.80% expense ratio.


Return for Risk

WHGSX vs. WHGHX — Risk / Return Rank

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

WHGSX
WHGSX Risk / Return Rank: 1818
Overall Rank
WHGSX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WHGSX Sortino Ratio Rank: 1818
Sortino Ratio Rank
WHGSX Omega Ratio Rank: 1616
Omega Ratio Rank
WHGSX Calmar Ratio Rank: 2121
Calmar Ratio Rank
WHGSX Martin Ratio Rank: 1919
Martin Ratio Rank

WHGHX
WHGHX Risk / Return Rank: 6060
Overall Rank
WHGHX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WHGHX Sortino Ratio Rank: 5555
Sortino Ratio Rank
WHGHX Omega Ratio Rank: 7171
Omega Ratio Rank
WHGHX Calmar Ratio Rank: 5454
Calmar Ratio Rank
WHGHX Martin Ratio Rank: 5555
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.

WHGSX vs. WHGHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Quality SmallCap Fund (WHGSX) and Westwood High Income Fund (WHGHX). 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.


WHGSXWHGHXDifference

Sharpe ratio

Return per unit of total volatility

0.46

1.19

-0.73

Sortino ratio

Return per unit of downside risk

0.78

1.49

-0.70

Omega ratio

Gain probability vs. loss probability

1.10

1.27

-0.17

Calmar ratio

Return relative to maximum drawdown

0.63

1.31

-0.68

Martin ratio

Return relative to average drawdown

1.96

5.35

-3.40

WHGSX vs. WHGHX - Sharpe Ratio Comparison

The current WHGSX Sharpe Ratio is 0.46, which is lower than the WHGHX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of WHGSX and WHGHX, 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


WHGSXWHGHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.19

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.68

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.99

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.94

-0.66

Correlation

The correlation between WHGSX and WHGHX is 0.51, 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

WHGSX vs. WHGHX - Dividend Comparison

WHGSX's dividend yield for the trailing twelve months is around 6.00%, less than WHGHX's 6.29% yield.


TTM20252024202320222021202020192018201720162015
WHGSX
Westwood Quality SmallCap Fund
6.00%6.11%6.37%4.06%3.67%4.69%0.65%1.04%7.20%7.25%0.52%0.41%
WHGHX
Westwood High Income Fund
6.29%6.27%5.81%5.23%4.79%3.45%3.54%4.39%4.79%4.58%4.07%4.60%

Drawdowns

WHGSX vs. WHGHX - Drawdown Comparison

The maximum WHGSX drawdown since its inception was -56.51%, which is greater than WHGHX's maximum drawdown of -18.11%. Use the drawdown chart below to compare losses from any high point for WHGSX and WHGHX.


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Drawdown Indicators


WHGSXWHGHXDifference

Max Drawdown

Largest peak-to-trough decline

-56.51%

-18.11%

-38.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-5.56%

-9.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.67%

-15.88%

-10.79%

Max Drawdown (10Y)

Largest decline over 10 years

-42.94%

-18.11%

-24.83%

Current Drawdown

Current decline from peak

-8.51%

-3.53%

-4.98%

Average Drawdown

Average peak-to-trough decline

-10.53%

-1.93%

-8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

1.36%

+3.37%

Volatility

WHGSX vs. WHGHX - Volatility Comparison

Westwood Quality SmallCap Fund (WHGSX) has a higher volatility of 5.18% compared to Westwood High Income Fund (WHGHX) at 1.96%. This indicates that WHGSX's price experiences larger fluctuations and is considered to be riskier than WHGHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WHGSXWHGHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

1.96%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

3.12%

+8.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.16%

6.13%

+14.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.14%

6.27%

+13.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

5.90%

+16.15%