WTIBX vs. BCOIX
WTIBX (Segall Bryant & Hamill Plus Bond Fund) and BCOIX (Baird Core Plus Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, WTIBX returned 2.21%/yr vs 2.37%/yr for BCOIX. Their correlation of 0.91 suggests significant overlap in exposure. WTIBX charges 0.55%/yr vs 0.30%/yr for BCOIX.
Performance
WTIBX vs. BCOIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with WTIBX having a 0.42% return and BCOIX slightly higher at 0.44%. Over the past 10 years, WTIBX has underperformed BCOIX with an annualized return of 2.21%, while BCOIX has yielded a comparatively higher 2.37% annualized return.
WTIBX
- 1D
- -0.32%
- 1M
- 0.56%
- YTD
- 0.42%
- 6M
- 0.56%
- 1Y
- 4.64%
- 3Y*
- 4.56%
- 5Y*
- 0.64%
- 10Y*
- 2.21%
BCOIX
- 1D
- -0.20%
- 1M
- 0.77%
- YTD
- 0.44%
- 6M
- 0.67%
- 1Y
- 4.51%
- 3Y*
- 4.79%
- 5Y*
- 0.67%
- 10Y*
- 2.37%
WTIBX vs. BCOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTIBX Segall Bryant & Hamill Plus Bond Fund | 0.42% | 7.38% | 1.99% | 7.47% | -13.13% | -0.58% | 8.49% | 8.80% | -0.17% | 4.74% |
BCOIX Baird Core Plus Bond Fund | 0.44% | 7.47% | 2.54% | 6.89% | -12.86% | -1.02% | 8.80% | 10.11% | -0.52% | 4.65% |
Correlation
The correlation between WTIBX and BCOIX is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2000 | 0.91 |
The correlation between WTIBX and BCOIX has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.
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Return for Risk
WTIBX vs. BCOIX — Risk / Return Rank
WTIBX
BCOIX
WTIBX vs. BCOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Plus Bond Fund (WTIBX) and Baird Core Plus Bond Fund (BCOIX). 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.
| WTIBX | BCOIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.87 | -0.23 |
| Martin ratioReturn relative to average drawdown | 4.74 | 5.27 | -0.53 |
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Drawdowns
WTIBX vs. BCOIX - Drawdown Comparison
The maximum WTIBX drawdown since its inception was -17.72%, roughly equal to the maximum BCOIX drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for WTIBX and BCOIX.
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Drawdown Indicators
| WTIBX | BCOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.72% | -18.13% | +0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -2.58% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -5.83% | -5.61% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -18.13% | +0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -17.72% | -18.13% | +0.41% |
Current DrawdownCurrent decline from peak | -1.59% | -1.24% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -2.18% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 0.92% | +0.11% |
Volatility
WTIBX vs. BCOIX - Volatility Comparison
Segall Bryant & Hamill Plus Bond Fund (WTIBX) has a higher volatility of 1.12% compared to Baird Core Plus Bond Fund (BCOIX) at 1.03%. This indicates that WTIBX's price experiences larger fluctuations and is considered to be riskier than BCOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIBX | BCOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 1.03% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.84% | 2.73% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.81% | 3.66% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 5.65% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.68% | 4.68% | 0.00% |
WTIBX vs. BCOIX - Expense Ratio Comparison
WTIBX has a 0.55% expense ratio, which is higher than BCOIX's 0.30% expense ratio.
Dividends
WTIBX vs. BCOIX - Dividend Comparison
WTIBX's dividend yield for the trailing twelve months is around 4.14%, less than BCOIX's 4.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCOIX Baird Core Plus Bond Fund | 4.35% | 4.21% | 4.13% | 3.58% | 3.10% | 2.96% | 3.51% | 2.96% | 3.13% | 2.83% | 3.01% | 2.84% |
WTIBX Segall Bryant & Hamill Plus Bond Fund | 4.14% | 4.11% | 4.04% | 3.66% | 3.23% | 3.08% | 3.95% | 3.95% | 3.55% | 3.50% | 3.43% | 3.55% |
Frequently Asked Questions
With a correlation of 0.94, WTIBX and BCOIX 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.
WTIBX has higher volatility (1.12%) compared to BCOIX (1.03%). In terms of maximum drawdown, WTIBX dropped -17.72% vs BCOIX's -18.13%.
BCOIX currently has the higher Sharpe Ratio (1.33 vs 1.28), 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.
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