WISGX vs. VTSAX

Last updated Aug 1, 2026

WISGX (Segall Bryant & Hamill Small Cap Growth Fund) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - WISGX is a Small Cap Growth Equities fund managed by Segall Bryant & Hamill, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, WISGX returned 13.47%/yr vs 14.47%/yr for VTSAX. Their correlation of 0.86 means they have usually moved in the same direction. WISGX charges 0.87%/yr vs 0.04%/yr for VTSAX.

Performance

WISGX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WISGX achieves a 15.88% return, which is significantly higher than VTSAX's 9.87% return. Over the past 10 years, WISGX has underperformed VTSAX with an annualized return of 13.47%, while VTSAX has yielded a comparatively higher 14.47% annualized return.

WISGX

• 1D: 2.20%
• 1M: -6.13%
• 6M: 9.12%
• YTD: 15.88%
• 1Y: 28.30%
• 3Y*: 13.81%
• 5Y*: 3.20%
• 10Y*: 13.47%
• ALL TIME*: 10.96%

VTSAX

• 1D: 1.63%
• 1M: -0.77%
• 6M: 8.16%
• YTD: 9.87%
• 1Y: 21.10%
• 3Y*: 18.58%
• 5Y*: 11.61%
• 10Y*: 14.47%
• ALL TIME*: 9.00%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	$0.00	$0.00	$0.00
WISGX Segall Bryant & Hamill Small Cap Growth Fund	$0.00	$0.00	$0.00

WISGX vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WISGX Segall Bryant & Hamill Small Cap Growth Fund	15.88%	6.85%	15.75%	18.32%	-32.48%	11.79%	57.84%	28.67%	3.03%	26.05%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	9.87%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between WISGX and VTSAX is 0.80, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (3Y) Balances recent behavior with more history.	0.84
Correlation (5Y) Shows whether the relationship held over a longer period.	0.87
Correlation (10Y) Provides a long-term view across more market conditions.	0.86
Correlation (All Time) Calculated using the full available price history since Dec 23, 2013	0.86

The correlation between WISGX and VTSAX has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.

Return for Risk

WISGX vs. VTSAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WISGX

WISGX Risk / Return Rank: 43
WISGX Sharpe Ratio Rank: 34
WISGX Sortino Ratio Rank: 37
WISGX Omega Ratio Rank: 33
WISGX Calmar Ratio Rank: 59
WISGX Martin Ratio Rank: 50

VTSAX

VTSAX Risk / Return Rank: 64
VTSAX Sharpe Ratio Rank: 61
VTSAX Sortino Ratio Rank: 58
VTSAX Omega Ratio Rank: 58
VTSAX Calmar Ratio Rank: 67
VTSAX Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WISGX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	1.10	1.43	-0.33
Sortino ratio: Return per unit of downside risk	1.67	2.00	-0.33
Omega ratio: Gain probability vs. loss probability	1.20	1.25	-0.06
Calmar ratio: Return relative to maximum drawdown	2.05	2.10	-0.06
Martin ratio: Return relative to average drawdown	6.97	9.09	-2.12

WISGX vs. VTSAX - Sharpe Ratio Comparison

The current WISGX Sharpe Ratio is 1.10, which is comparable to the VTSAX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of WISGX and VTSAX, 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. VTSAX - Drawdown Comparison

The maximum WISGX drawdown since its inception was -43.22%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for WISGX and VTSAX.

Drawdown Indicators

	WISGX	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-43.22%	-55.33%	+12.11%
Max Drawdown (1Y) Largest decline over 1 year	-11.66%	-8.92%	-2.74%
Max Drawdown (3Y) Largest decline over 3 years	-28.87%	-19.36%	-9.51%
Max Drawdown (5Y) Largest decline over 5 years	-43.22%	-25.36%	-17.86%
Max Drawdown (10Y) Largest decline over 10 years	-43.22%	-34.97%	-8.25%
Current Drawdown Current decline from peak	-7.68%	-1.88%	-5.80%
Average Drawdown Average peak-to-trough decline	-12.42%	-8.96%	-3.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.44%	2.06%	+1.38%

Volatility

WISGX vs. VTSAX - Volatility Comparison

Segall Bryant & Hamill Small Cap Growth Fund (WISGX) has a higher volatility of 6.18% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.41%. This indicates that WISGX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WISGX	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.18%	3.41%	+2.77%
Volatility (6M) Calculated over the trailing 6-month period	17.09%	10.27%	+6.82%
Volatility (1Y) Calculated over the trailing 1-year period	21.77%	13.13%	+8.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.69%	17.47%	+7.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.02%	18.41%	+5.61%

WISGX vs. VTSAX - Expense Ratio Comparison

WISGX has a 0.87% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

Dividends

WISGX vs. VTSAX - Dividend Comparison

WISGX has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.06%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.06%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%
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 VTSAX in my portfolio?

WISGX and VTSAX have a correlation of 0.80, 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 VTSAX?

WISGX has higher volatility (6.18%) compared to VTSAX (3.41%). In terms of maximum drawdown, WISGX dropped -43.22% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (1.43 vs 1.10), 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.