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WITAX vs. SBHVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WITAX vs. SBHVX - 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 Small Cap Value Fund (SBHVX). The values are adjusted to include any dividend payments, if applicable.

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WITAX vs. SBHVX - 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%
SBHVX
Segall Bryant & Hamill Small Cap Value Fund
2.40%12.27%12.31%11.97%-14.66%16.61%6.22%24.65%-4.54%10.09%

Returns By Period

In the year-to-date period, WITAX achieves a -0.07% return, which is significantly lower than SBHVX's 2.40% return.


WITAX

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

SBHVX

1D
-1.22%
1M
-9.23%
YTD
2.40%
6M
6.40%
1Y
25.69%
3Y*
12.54%
5Y*
4.59%
10Y*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WITAX vs. SBHVX - Expense Ratio Comparison

WITAX has a 0.50% expense ratio, which is lower than SBHVX's 0.97% expense ratio.


Return for Risk

WITAX vs. SBHVX — 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

SBHVX
SBHVX Risk / Return Rank: 5454
Overall Rank
SBHVX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SBHVX Sortino Ratio Rank: 5959
Sortino Ratio Rank
SBHVX Omega Ratio Rank: 5050
Omega Ratio Rank
SBHVX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SBHVX Martin Ratio Rank: 5050
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. SBHVX - 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 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.


WITAXSBHVXDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.99

+0.62

Sortino ratio

Return per unit of downside risk

2.09

1.54

+0.55

Omega ratio

Gain probability vs. loss probability

1.42

1.21

+0.22

Calmar ratio

Return relative to maximum drawdown

1.70

1.37

+0.33

Martin ratio

Return relative to average drawdown

6.28

4.98

+1.30

WITAX vs. SBHVX - Sharpe Ratio Comparison

The current WITAX Sharpe Ratio is 1.61, which is higher than the SBHVX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of WITAX and SBHVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WITAXSBHVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.99

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.22

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.38

+0.60

Correlation

The correlation between WITAX and SBHVX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WITAX vs. SBHVX - Dividend Comparison

WITAX's dividend yield for the trailing twelve months is around 3.22%, less than SBHVX's 11.37% 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%
SBHVX
Segall Bryant & Hamill Small Cap Value Fund
11.37%11.65%4.61%1.37%1.25%4.66%0.95%6.05%10.28%6.78%0.22%5.76%

Drawdowns

WITAX vs. SBHVX - Drawdown Comparison

The maximum WITAX drawdown since its inception was -13.87%, smaller than the maximum SBHVX drawdown of -41.54%. Use the drawdown chart below to compare losses from any high point for WITAX and SBHVX.


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Drawdown Indicators


WITAXSBHVXDifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

-41.54%

+27.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-16.57%

+13.68%

Max Drawdown (5Y)

Largest decline over 5 years

-13.87%

-29.43%

+15.56%

Max Drawdown (10Y)

Largest decline over 10 years

-41.54%

Current Drawdown

Current decline from peak

-1.82%

-11.84%

+10.02%

Average Drawdown

Average peak-to-trough decline

-2.97%

-7.34%

+4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

4.55%

-3.77%

Volatility

WITAX vs. SBHVX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Municipal Opportunities Fund (WITAX) is 0.78%, while Segall Bryant & Hamill Small Cap Value Fund (SBHVX) has a volatility of 6.51%. This indicates that WITAX experiences smaller price fluctuations and is considered to be less risky than SBHVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WITAXSBHVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

6.51%

-5.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

14.81%

-13.64%

Volatility (1Y)

Calculated over the trailing 1-year period

2.86%

25.77%

-22.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

21.17%

-18.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.12%

21.24%

-18.12%