PortfoliosLab logoPortfoliosLab logo
WITAX vs. SBEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WITAX vs. SBEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Municipal Opportunities Fund (WITAX) and Segall Bryant & Hamill Emerging Markets Fund (SBEMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WITAX vs. SBEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WITAX
Segall Bryant & Hamill Municipal Opportunities Fund
-0.07%5.32%3.09%5.50%-11.11%2.87%6.71%7.20%1.46%8.57%
SBEMX
Segall Bryant & Hamill Emerging Markets Fund
1.27%35.14%13.83%20.64%-16.04%5.46%7.17%18.83%-17.07%34.96%

Returns By Period

In the year-to-date period, WITAX achieves a -0.07% return, which is significantly lower than SBEMX's 1.27% return.


WITAX

1D
0.21%
1M
-1.82%
YTD
-0.07%
6M
1.47%
1Y
4.35%
3Y*
4.05%
5Y*
0.94%
10Y*

SBEMX

1D
-0.91%
1M
-12.70%
YTD
1.27%
6M
7.43%
1Y
32.29%
3Y*
21.05%
5Y*
9.13%
10Y*
10.06%
*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.


WITAX vs. SBEMX - Expense Ratio Comparison

WITAX has a 0.50% expense ratio, which is lower than SBEMX's 1.23% expense ratio.


Return for Risk

WITAX vs. SBEMX — Risk / Return Rank

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

WITAX
WITAX Risk / Return Rank: 7979
Overall Rank
WITAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WITAX Sortino Ratio Rank: 8181
Sortino Ratio Rank
WITAX Omega Ratio Rank: 9191
Omega Ratio Rank
WITAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
WITAX Martin Ratio Rank: 6666
Martin Ratio Rank

SBEMX
SBEMX Risk / Return Rank: 8787
Overall Rank
SBEMX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SBEMX Sortino Ratio Rank: 8888
Sortino Ratio Rank
SBEMX Omega Ratio Rank: 8787
Omega Ratio Rank
SBEMX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SBEMX Martin Ratio Rank: 8686
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.

WITAX vs. SBEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Municipal Opportunities Fund (WITAX) and Segall Bryant & Hamill Emerging Markets Fund (SBEMX). 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.


WITAXSBEMXDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.89

-0.28

Sortino ratio

Return per unit of downside risk

2.09

2.41

-0.32

Omega ratio

Gain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratio

Return relative to maximum drawdown

1.70

2.19

-0.50

Martin ratio

Return relative to average drawdown

6.28

9.12

-2.84

WITAX vs. SBEMX - Sharpe Ratio Comparison

The current WITAX Sharpe Ratio is 1.61, which is comparable to the SBEMX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of WITAX and SBEMX, 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


WITAXSBEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.89

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.62

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.36

+0.61

Correlation

The correlation between WITAX and SBEMX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WITAX vs. SBEMX - Dividend Comparison

WITAX's dividend yield for the trailing twelve months is around 3.22%, more than SBEMX's 2.72% yield.


TTM20252024202320222021202020192018201720162015
WITAX
Segall Bryant & Hamill Municipal Opportunities Fund
3.22%3.49%3.68%3.61%3.17%2.75%3.30%4.19%3.56%3.76%0.00%0.00%
SBEMX
Segall Bryant & Hamill Emerging Markets Fund
2.72%2.76%6.69%5.59%4.19%5.38%1.77%2.61%3.32%4.89%2.09%4.06%

Drawdowns

WITAX vs. SBEMX - Drawdown Comparison

The maximum WITAX drawdown since its inception was -13.87%, smaller than the maximum SBEMX drawdown of -41.05%. Use the drawdown chart below to compare losses from any high point for WITAX and SBEMX.


Loading graphics...

Drawdown Indicators


WITAXSBEMXDifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

-41.05%

+27.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-13.65%

+10.76%

Max Drawdown (5Y)

Largest decline over 5 years

-13.87%

-31.75%

+17.88%

Max Drawdown (10Y)

Largest decline over 10 years

-41.05%

Current Drawdown

Current decline from peak

-1.82%

-13.65%

+11.83%

Average Drawdown

Average peak-to-trough decline

-2.97%

-12.58%

+9.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

3.28%

-2.50%

Volatility

WITAX vs. SBEMX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Municipal Opportunities Fund (WITAX) is 0.78%, while Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a volatility of 8.39%. This indicates that WITAX experiences smaller price fluctuations and is considered to be less risky than SBEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WITAXSBEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

8.39%

-7.61%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

12.54%

-11.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.86%

16.94%

-14.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

14.84%

-11.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.12%

16.23%

-13.11%