PortfoliosLab logoPortfoliosLab logo
WISGX vs. ETEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WISGX vs. ETEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Small Cap Growth Fund (WISGX) and Eaton Vance Small-Cap Fund (ETEGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WISGX vs. ETEGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WISGX
Segall Bryant & Hamill Small Cap Growth Fund
1.94%6.85%15.75%18.32%-32.48%11.79%57.84%28.67%3.03%26.05%
ETEGX
Eaton Vance Small-Cap Fund
-2.47%-6.20%14.65%11.28%-15.52%21.45%12.73%27.57%-6.00%14.87%

Returns By Period

In the year-to-date period, WISGX achieves a 1.94% return, which is significantly higher than ETEGX's -2.47% return. Over the past 10 years, WISGX has outperformed ETEGX with an annualized return of 13.10%, while ETEGX has yielded a comparatively lower 8.12% annualized return.


WISGX

1D
4.27%
1M
-7.03%
YTD
1.94%
6M
5.24%
1Y
22.43%
3Y*
11.46%
5Y*
1.46%
10Y*
13.10%

ETEGX

1D
2.04%
1M
-7.78%
YTD
-2.47%
6M
-4.68%
1Y
-5.06%
3Y*
3.10%
5Y*
1.51%
10Y*
8.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WISGX vs. ETEGX - Expense Ratio Comparison

WISGX has a 0.87% expense ratio, which is lower than ETEGX's 1.21% expense ratio.


Return for Risk

WISGX vs. ETEGX — Risk / Return Rank

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

WISGX
WISGX Risk / Return Rank: 4747
Overall Rank
WISGX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WISGX Sortino Ratio Rank: 4646
Sortino Ratio Rank
WISGX Omega Ratio Rank: 3838
Omega Ratio Rank
WISGX Calmar Ratio Rank: 5858
Calmar Ratio Rank
WISGX Martin Ratio Rank: 5555
Martin Ratio Rank

ETEGX
ETEGX Risk / Return Rank: 22
Overall Rank
ETEGX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ETEGX Sortino Ratio Rank: 22
Sortino Ratio Rank
ETEGX Omega Ratio Rank: 22
Omega Ratio Rank
ETEGX Calmar Ratio Rank: 22
Calmar Ratio Rank
ETEGX Martin Ratio Rank: 22
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.

WISGX vs. ETEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Growth Fund (WISGX) and Eaton Vance Small-Cap Fund (ETEGX). 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.


WISGXETEGXDifference

Sharpe ratio

Return per unit of total volatility

0.94

-0.23

+1.16

Sortino ratio

Return per unit of downside risk

1.44

-0.20

+1.64

Omega ratio

Gain probability vs. loss probability

1.19

0.98

+0.21

Calmar ratio

Return relative to maximum drawdown

1.52

-0.31

+1.83

Martin ratio

Return relative to average drawdown

5.85

-0.75

+6.60

WISGX vs. ETEGX - Sharpe Ratio Comparison

The current WISGX Sharpe Ratio is 0.94, which is higher than the ETEGX Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of WISGX and ETEGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WISGXETEGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

-0.23

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.08

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.41

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.27

+0.16

Correlation

The correlation between WISGX and ETEGX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WISGX vs. ETEGX - Dividend Comparison

WISGX has not paid dividends to shareholders, while ETEGX's dividend yield for the trailing twelve months is around 8.44%.


TTM20252024202320222021202020192018201720162015
WISGX
Segall Bryant & Hamill Small Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%29.83%7.74%0.00%0.09%
ETEGX
Eaton Vance Small-Cap Fund
8.44%8.23%5.13%0.68%3.22%13.87%1.06%7.19%12.29%11.02%13.88%23.25%

Drawdowns

WISGX vs. ETEGX - Drawdown Comparison

The maximum WISGX drawdown since its inception was -43.22%, smaller than the maximum ETEGX drawdown of -67.58%. Use the drawdown chart below to compare losses from any high point for WISGX and ETEGX.


Loading graphics...

Drawdown Indicators


WISGXETEGXDifference

Max Drawdown

Largest peak-to-trough decline

-43.22%

-67.58%

+24.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-13.05%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-43.22%

-24.30%

-18.92%

Max Drawdown (10Y)

Largest decline over 10 years

-43.22%

-36.66%

-6.56%

Current Drawdown

Current decline from peak

-8.74%

-13.88%

+5.14%

Average Drawdown

Average peak-to-trough decline

-12.69%

-22.84%

+10.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

5.47%

-1.78%

Volatility

WISGX vs. ETEGX - Volatility Comparison

Segall Bryant & Hamill Small Cap Growth Fund (WISGX) has a higher volatility of 9.23% compared to Eaton Vance Small-Cap Fund (ETEGX) at 5.34%. This indicates that WISGX's price experiences larger fluctuations and is considered to be riskier than ETEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WISGXETEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

5.34%

+3.89%

Volatility (6M)

Calculated over the trailing 6-month period

15.49%

11.16%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.34%

19.73%

+4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.44%

18.76%

+5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.93%

19.82%

+4.11%