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WTIBX vs. AAIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTIBX vs. AAIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Plus Bond Fund (WTIBX) and Ancora Income Fund (AAIIX). The values are adjusted to include any dividend payments, if applicable.

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WTIBX vs. AAIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTIBX
Segall Bryant & Hamill Plus Bond Fund
-0.49%7.38%1.99%7.47%-13.13%-0.58%8.49%8.80%-0.17%4.74%
AAIIX
Ancora Income Fund
-0.31%2.28%9.23%9.46%-14.32%9.21%3.72%11.08%-5.60%6.57%

Returns By Period

In the year-to-date period, WTIBX achieves a -0.49% return, which is significantly lower than AAIIX's -0.31% return. Over the past 10 years, WTIBX has underperformed AAIIX with an annualized return of 2.32%, while AAIIX has yielded a comparatively higher 3.19% annualized return.


WTIBX

1D
0.53%
1M
-2.48%
YTD
-0.49%
6M
0.65%
1Y
4.09%
3Y*
4.16%
5Y*
0.83%
10Y*
2.32%

AAIIX

1D
0.29%
1M
-3.18%
YTD
-0.31%
6M
-0.93%
1Y
3.83%
3Y*
6.20%
5Y*
2.14%
10Y*
3.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTIBX vs. AAIIX - Expense Ratio Comparison

WTIBX has a 0.55% expense ratio, which is lower than AAIIX's 2.20% expense ratio.


Return for Risk

WTIBX vs. AAIIX — Risk / Return Rank

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

WTIBX
WTIBX Risk / Return Rank: 5454
Overall Rank
WTIBX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WTIBX Sortino Ratio Rank: 5151
Sortino Ratio Rank
WTIBX Omega Ratio Rank: 4040
Omega Ratio Rank
WTIBX Calmar Ratio Rank: 7070
Calmar Ratio Rank
WTIBX Martin Ratio Rank: 5454
Martin Ratio Rank

AAIIX
AAIIX Risk / Return Rank: 2121
Overall Rank
AAIIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
AAIIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
AAIIX Omega Ratio Rank: 2121
Omega Ratio Rank
AAIIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
AAIIX Martin Ratio Rank: 1919
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.

WTIBX vs. AAIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Plus Bond Fund (WTIBX) and Ancora Income Fund (AAIIX). 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.


WTIBXAAIIXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.61

+0.40

Sortino ratio

Return per unit of downside risk

1.42

0.84

+0.58

Omega ratio

Gain probability vs. loss probability

1.18

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.63

0.60

+1.02

Martin ratio

Return relative to average drawdown

5.23

1.98

+3.25

WTIBX vs. AAIIX - Sharpe Ratio Comparison

The current WTIBX Sharpe Ratio is 1.01, which is higher than the AAIIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of WTIBX and AAIIX, 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


WTIBXAAIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.61

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.00

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.00

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.00

+1.02

Correlation

The correlation between WTIBX and AAIIX is 0.20, 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

WTIBX vs. AAIIX - Dividend Comparison

WTIBX's dividend yield for the trailing twelve months is around 3.83%, less than AAIIX's 5.14% yield.


TTM20252024202320222021202020192018201720162015
WTIBX
Segall Bryant & Hamill Plus Bond Fund
3.83%4.11%4.04%3.66%3.23%3.08%3.95%3.95%3.55%3.50%3.43%3.55%
AAIIX
Ancora Income Fund
5.14%4.09%4.57%4.77%4.52%4.46%5.68%3.96%4.36%5.69%6.40%6.99%

Drawdowns

WTIBX vs. AAIIX - Drawdown Comparison

The maximum WTIBX drawdown since its inception was -17.72%, smaller than the maximum AAIIX drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for WTIBX and AAIIX.


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Drawdown Indicators


WTIBXAAIIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.72%

-98.01%

+80.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-4.78%

+1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-17.72%

-98.01%

+80.29%

Max Drawdown (10Y)

Largest decline over 10 years

-17.72%

-98.01%

+80.29%

Current Drawdown

Current decline from peak

-2.48%

-97.84%

+95.36%

Average Drawdown

Average peak-to-trough decline

-1.95%

-11.70%

+9.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.49%

-0.56%

Volatility

WTIBX vs. AAIIX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Plus Bond Fund (WTIBX) is 1.63%, while Ancora Income Fund (AAIIX) has a volatility of 1.84%. This indicates that WTIBX experiences smaller price fluctuations and is considered to be less risky than AAIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTIBXAAIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.84%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

3.27%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

5.61%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.61%

2,091.17%

-2,085.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

1,478.49%

-1,473.84%