WISGX vs. VRTGX

Last updated Jun 24, 2026

WISGX (Segall Bryant & Hamill Small Cap Growth Fund) and VRTGX (Vanguard Russell 2000 Growth Index Fund Institutional Shares) are both Small Cap Growth Equities funds. Over the past 10 years, WISGX returned 15.26%/yr vs 12.34%/yr for VRTGX. With a 0.96 correlation, they move nearly in lockstep. WISGX charges 0.87%/yr vs 0.08%/yr for VRTGX.

Performance

WISGX vs. VRTGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Small Cap Growth Fund (WISGX) and Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with WISGX having a 23.19% return and VRTGX slightly lower at 22.19%. Over the past 10 years, WISGX has outperformed VRTGX with an annualized return of 15.26%, while VRTGX has yielded a comparatively lower 12.34% annualized return.

WISGX

• 1D: 0.56%
• 1M: 8.20%
• YTD: 23.19%
• 6M: 20.34%
• 1Y: 36.66%
• 3Y*: 18.44%
• 5Y*: 4.56%
• 10Y*: 15.26%

VRTGX

• 1D: 1.15%
• 1M: 5.93%
• YTD: 22.19%
• 6M: 18.81%
• 1Y: 42.31%
• 3Y*: 19.93%
• 5Y*: 5.90%
• 10Y*: 12.34%

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

WISGX vs. VRTGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WISGX Segall Bryant & Hamill Small Cap Growth Fund	23.19%	6.85%	15.75%	18.32%	-32.48%	11.79%	57.84%	28.67%	3.03%	26.05%
VRTGX Vanguard Russell 2000 Growth Index Fund Institutional Shares	22.19%	12.97%	15.26%	18.80%	-26.30%	2.82%	34.81%	28.84%	-9.21%	22.27%

Correlation

The correlation between WISGX and VRTGX is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Dec 23, 2013	0.96

The correlation between WISGX and VRTGX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

Return for Risk

WISGX vs. VRTGX — 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: 45
WISGX Sortino Ratio Rank: 44
WISGX Omega Ratio Rank: 40
WISGX Calmar Ratio Rank: 77
WISGX Martin Ratio Rank: 66

VRTGX

VRTGX Risk / Return Rank: 52
VRTGX Sharpe Ratio Rank: 53
VRTGX Sortino Ratio Rank: 47
VRTGX Omega Ratio Rank: 42
VRTGX Calmar Ratio Rank: 65
VRTGX Martin Ratio Rank: 55

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. VRTGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Growth Fund (WISGX) and Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX). 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	VRTGX	Difference
Sharpe ratio: Return per unit of total volatility	1.81	1.97	-0.16
Sortino ratio: Return per unit of downside risk	2.57	2.66	-0.09
Omega ratio: Gain probability vs. loss probability	1.31	1.32	-0.01
Calmar ratio: Return relative to maximum drawdown	3.29	2.96	+0.33
Martin ratio: Return relative to average drawdown	12.14	10.59	+1.56

WISGX vs. VRTGX - Sharpe Ratio Comparison

The current WISGX Sharpe Ratio is 1.81, which is comparable to the VRTGX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of WISGX and VRTGX, 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. VRTGX - Drawdown Comparison

The maximum WISGX drawdown since its inception was -43.22%, roughly equal to the maximum VRTGX drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for WISGX and VRTGX.

Drawdown Indicators

	WISGX	VRTGX	Difference
Max Drawdown Largest peak-to-trough decline	-43.22%	-41.97%	-1.25%
Max Drawdown (1Y) Largest decline over 1 year	-11.66%	-14.80%	+3.14%
Max Drawdown (3Y) Largest decline over 3 years	-28.87%	-28.54%	-0.33%
Max Drawdown (5Y) Largest decline over 5 years	-43.22%	-40.48%	-2.74%
Max Drawdown (10Y) Largest decline over 10 years	-43.22%	-41.97%	-1.25%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-12.49%	-10.41%	-2.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	4.13%	-0.98%

Volatility

WISGX vs. VRTGX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Small Cap Growth Fund (WISGX) is 6.76%, while Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX) has a volatility of 7.67%. This indicates that WISGX experiences smaller price fluctuations and is considered to be less risky than VRTGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WISGX	VRTGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.76%	7.67%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	16.48%	16.77%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	21.18%	22.26%	-1.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.62%	24.71%	-0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.07%	24.59%	-0.52%

WISGX vs. VRTGX - Expense Ratio Comparison

WISGX has a 0.87% expense ratio, which is higher than VRTGX's 0.08% expense ratio.

Dividends

WISGX vs. VRTGX - Dividend Comparison

WISGX has not paid dividends to shareholders, while VRTGX's dividend yield for the trailing twelve months is around 0.60%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VRTGX Vanguard Russell 2000 Growth Index Fund Institutional Shares	0.60%	0.57%	0.62%	0.85%	0.78%	0.54%	0.53%	0.90%	0.85%	0.75%	1.07%	0.84%
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 VRTGX in my portfolio?

With a correlation of 0.92, WISGX and VRTGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, WISGX or VRTGX?

VRTGX has higher volatility (7.67%) compared to WISGX (6.76%). In terms of maximum drawdown, WISGX dropped -43.22% vs VRTGX's -41.97%.

Which has better risk-adjusted returns?

VRTGX currently has the higher Sharpe Ratio (1.97 vs 1.81), 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.