WISGX vs. SBHVX

Last updated Jun 26, 2026

WISGX (Segall Bryant & Hamill Small Cap Growth Fund) and SBHVX (Segall Bryant & Hamill Small Cap Value Fund) are both mutual funds - WISGX is a Small Cap Growth Equities fund managed by Segall Bryant & Hamill, while SBHVX is a Small Cap Blend Equities fund managed by Segall Bryant & Hamill. Over the past 10 years, WISGX returned 15.19%/yr vs 11.09%/yr for SBHVX. Their correlation of 0.82 suggests significant overlap in exposure. WISGX charges 0.87%/yr vs 0.97%/yr for SBHVX.

Performance

WISGX vs. SBHVX - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with WISGX having a 22.42% return and SBHVX slightly higher at 22.50%. Over the past 10 years, WISGX has outperformed SBHVX with an annualized return of 15.19%, while SBHVX has yielded a comparatively lower 11.09% annualized return.

WISGX

• 1D: 0.99%
• 1M: 5.18%
• YTD: 22.42%
• 6M: 19.44%
• 1Y: 35.61%
• 3Y*: 18.19%
• 5Y*: 4.24%
• 10Y*: 15.19%

SBHVX

• 1D: 0.55%
• 1M: 2.63%
• YTD: 22.50%
• 6M: 19.95%
• 1Y: 43.41%
• 3Y*: 18.94%
• 5Y*: 8.05%
• 10Y*: 11.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WISGX vs. SBHVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WISGX Segall Bryant & Hamill Small Cap Growth Fund	22.42%	6.85%	15.75%	18.32%	-32.48%	11.79%	57.84%	28.67%	3.03%	26.05%
SBHVX Segall Bryant & Hamill Small Cap Value Fund	22.50%	12.27%	12.31%	11.97%	-14.66%	16.61%	6.22%	24.65%	-4.54%	10.92%

Correlation

The correlation between WISGX and SBHVX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.82

The correlation between WISGX and SBHVX has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

Return for Risk

WISGX vs. SBHVX — Risk / Return Rank

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

WISGX

WISGX Risk / Return Rank: 54
WISGX Sharpe Ratio Rank: 44
WISGX Sortino Ratio Rank: 44
WISGX Omega Ratio Rank: 40
WISGX Calmar Ratio Rank: 75
WISGX Martin Ratio Rank: 66

SBHVX

SBHVX Risk / Return Rank: 76
SBHVX Sharpe Ratio Rank: 76
SBHVX Sortino Ratio Rank: 76
SBHVX Omega Ratio Rank: 65
SBHVX Calmar Ratio Rank: 86
SBHVX Martin Ratio Rank: 78

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. SBHVX - Risk-Adjusted Trends Comparison

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

	WISGX	SBHVX	Difference
Sharpe ratio: Return per unit of total volatility	1.60	2.11	-0.51
Sortino ratio: Return per unit of downside risk	2.31	3.02	-0.71
Omega ratio: Gain probability vs. loss probability	1.28	1.36	-0.08
Calmar ratio: Return relative to maximum drawdown	2.90	3.55	-0.64
Martin ratio: Return relative to average drawdown	10.72	12.10	-1.38

WISGX vs. SBHVX - Sharpe Ratio Comparison

The current WISGX Sharpe Ratio is 1.60, which is comparable to the SBHVX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of WISGX and SBHVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WISGX vs. SBHVX - Drawdown Comparison

The maximum WISGX drawdown since its inception was -43.22%, roughly equal to the maximum SBHVX drawdown of -41.54%. Use the drawdown chart below to compare losses from any high point for WISGX and SBHVX.

Drawdown Indicators

	WISGX	SBHVX	Difference
Max Drawdown Largest peak-to-trough decline	-43.22%	-41.54%	-1.68%
Max Drawdown (1Y) Largest decline over 1 year	-11.66%	-12.18%	+0.52%
Max Drawdown (3Y) Largest decline over 3 years	-28.87%	-29.43%	+0.56%
Max Drawdown (5Y) Largest decline over 5 years	-43.22%	-29.43%	-13.79%
Max Drawdown (10Y) Largest decline over 10 years	-43.22%	-41.54%	-1.68%
Current Drawdown Current decline from peak	-0.63%	-0.97%	+0.34%
Average Drawdown Average peak-to-trough decline	-12.49%	-7.24%	-5.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	3.56%	-0.41%

Volatility

WISGX vs. SBHVX - Volatility Comparison

Segall Bryant & Hamill Small Cap Growth Fund (WISGX) has a higher volatility of 7.08% compared to Segall Bryant & Hamill Small Cap Value Fund (SBHVX) at 6.29%. This indicates that WISGX's price experiences larger fluctuations and is considered to be riskier than SBHVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WISGX	SBHVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.08%	6.29%	+0.79%
Volatility (6M) Calculated over the trailing 6-month period	16.53%	14.24%	+2.29%
Volatility (1Y) Calculated over the trailing 1-year period	21.20%	20.53%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.63%	21.33%	+3.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.02%	21.30%	+2.72%

WISGX vs. SBHVX - Expense Ratio Comparison

WISGX has a 0.87% expense ratio, which is lower than SBHVX's 0.97% expense ratio.

Dividends

WISGX vs. SBHVX - Dividend Comparison

WISGX has not paid dividends to shareholders, while SBHVX's dividend yield for the trailing twelve months is around 9.51%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBHVX Segall Bryant & Hamill Small Cap Value Fund	9.51%	11.65%	4.61%	1.37%	1.25%	4.66%	0.95%	6.05%	10.28%	6.78%	0.22%	5.76%
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%

Frequently Asked Questions

Can I hold both WISGX and SBHVX in my portfolio?

WISGX and SBHVX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WISGX or SBHVX?

WISGX has higher volatility (7.08%) compared to SBHVX (6.29%). In terms of maximum drawdown, WISGX dropped -43.22% vs SBHVX's -41.54%.

Which has better risk-adjusted returns?

SBHVX currently has the higher Sharpe Ratio (2.11 vs 1.60), 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.