PortfoliosLab logoPortfoliosLab logo
WTIBX vs. DBLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTIBX vs. DBLTX - Performance Comparison

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

Loading graphics...

WTIBX vs. DBLTX - 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%
DBLTX
DoubleLine Total Return Bond Fund Class I
-0.20%8.05%3.08%5.34%-12.56%0.24%4.13%5.81%1.76%3.80%

Returns By Period

In the year-to-date period, WTIBX achieves a -0.49% return, which is significantly lower than DBLTX's -0.20% return. Over the past 10 years, WTIBX has outperformed DBLTX with an annualized return of 2.32%, while DBLTX has yielded a comparatively lower 1.83% 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%

DBLTX

1D
0.57%
1M
-2.21%
YTD
-0.20%
6M
1.11%
1Y
4.50%
3Y*
4.26%
5Y*
0.83%
10Y*
1.83%
*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.


WTIBX vs. DBLTX - Expense Ratio Comparison

WTIBX has a 0.55% expense ratio, which is higher than DBLTX's 0.50% expense ratio.


Return for Risk

WTIBX vs. DBLTX — 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

DBLTX
DBLTX Risk / Return Rank: 6363
Overall Rank
DBLTX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DBLTX Sortino Ratio Rank: 6666
Sortino Ratio Rank
DBLTX Omega Ratio Rank: 4949
Omega Ratio Rank
DBLTX Calmar Ratio Rank: 7878
Calmar Ratio Rank
DBLTX Martin Ratio Rank: 5757
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. DBLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Plus Bond Fund (WTIBX) and DoubleLine Total Return Bond Fund Class I (DBLTX). 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.


WTIBXDBLTXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.12

-0.11

Sortino ratio

Return per unit of downside risk

1.42

1.62

-0.20

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.63

1.84

-0.21

Martin ratio

Return relative to average drawdown

5.23

5.47

-0.24

WTIBX vs. DBLTX - Sharpe Ratio Comparison

The current WTIBX Sharpe Ratio is 1.01, which is comparable to the DBLTX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of WTIBX and DBLTX, 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


WTIBXDBLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.12

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.15

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.42

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.92

+0.11

Correlation

The correlation between WTIBX and DBLTX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WTIBX vs. DBLTX - Dividend Comparison

WTIBX's dividend yield for the trailing twelve months is around 3.83%, less than DBLTX's 4.43% 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%
DBLTX
DoubleLine Total Return Bond Fund Class I
4.43%4.86%5.03%4.35%3.86%3.12%3.39%3.66%3.74%3.65%3.72%4.11%

Drawdowns

WTIBX vs. DBLTX - Drawdown Comparison

The maximum WTIBX drawdown since its inception was -17.72%, which is greater than DBLTX's maximum drawdown of -16.49%. Use the drawdown chart below to compare losses from any high point for WTIBX and DBLTX.


Loading graphics...

Drawdown Indicators


WTIBXDBLTXDifference

Max Drawdown

Largest peak-to-trough decline

-17.72%

-16.49%

-1.23%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-2.88%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.72%

-16.49%

-1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-17.72%

-16.49%

-1.23%

Current Drawdown

Current decline from peak

-2.48%

-2.21%

-0.27%

Average Drawdown

Average peak-to-trough decline

-1.95%

-2.38%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.97%

-0.04%

Volatility

WTIBX vs. DBLTX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Plus Bond Fund (WTIBX) is 1.63%, while DoubleLine Total Return Bond Fund Class I (DBLTX) has a volatility of 1.74%. This indicates that WTIBX experiences smaller price fluctuations and is considered to be less risky than DBLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WTIBXDBLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.74%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

2.64%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

4.23%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.61%

5.56%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

4.38%

+0.27%