WTIBX vs. GUGAX
Compare and contrast key facts about Segall Bryant & Hamill Plus Bond Fund (WTIBX) and GMO Multi-Sector Fixed Income Fund (GUGAX).
WTIBX is managed by Segall Bryant & Hamill. It was launched on Jun 1, 1988. GUGAX is managed by GMO. It was launched on Apr 30, 1997.
Performance
WTIBX vs. GUGAX - Performance Comparison
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WTIBX vs. GUGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GUGAX GMO Multi-Sector Fixed Income Fund | 0.96% | 7.29% | 0.96% | 6.02% | -14.52% | -3.17% | 4.91% | 9.66% | 2.13% | 4.44% |
Returns By Period
In the year-to-date period, WTIBX achieves a -0.49% return, which is significantly lower than GUGAX's 0.96% return. Over the past 10 years, WTIBX has outperformed GUGAX with an annualized return of 2.32%, while GUGAX has yielded a comparatively lower 1.60% 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%
GUGAX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.96%
- 6M
- 1.90%
- 1Y
- 5.20%
- 3Y*
- 4.05%
- 5Y*
- 0.13%
- 10Y*
- 1.60%
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WTIBX vs. GUGAX - Expense Ratio Comparison
WTIBX has a 0.55% expense ratio, which is higher than GUGAX's 0.45% expense ratio.
Return for Risk
WTIBX vs. GUGAX — Risk / Return Rank
WTIBX
GUGAX
WTIBX vs. GUGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Plus Bond Fund (WTIBX) and GMO Multi-Sector Fixed Income Fund (GUGAX). 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.
| WTIBX | GUGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.36 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.98 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.80 | -0.18 |
Martin ratioReturn relative to average drawdown | 5.23 | 6.66 | -1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTIBX | GUGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.36 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.02 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.30 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.08 | +0.95 |
Correlation
The correlation between WTIBX and GUGAX is 0.77, 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. GUGAX - Dividend Comparison
WTIBX's dividend yield for the trailing twelve months is around 3.83%, less than GUGAX's 4.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GUGAX GMO Multi-Sector Fixed Income Fund | 4.52% | 3.69% | 4.34% | 0.00% | 1.94% | 2.90% | 7.96% | 5.74% | 5.08% | 2.43% | 3.29% | 1.76% |
Drawdowns
WTIBX vs. GUGAX - Drawdown Comparison
The maximum WTIBX drawdown since its inception was -17.72%, smaller than the maximum GUGAX drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for WTIBX and GUGAX.
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Drawdown Indicators
| WTIBX | GUGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.72% | -38.57% | +20.85% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -3.08% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -20.53% | +2.81% |
Max Drawdown (10Y)Largest decline over 10 years | -17.72% | -23.06% | +5.34% |
Current DrawdownCurrent decline from peak | -2.48% | -6.72% | +4.24% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -11.29% | +9.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.84% | +0.09% |
Volatility
WTIBX vs. GUGAX - Volatility Comparison
Segall Bryant & Hamill Plus Bond Fund (WTIBX) has a higher volatility of 1.63% compared to GMO Multi-Sector Fixed Income Fund (GUGAX) at 0.00%. This indicates that WTIBX's price experiences larger fluctuations and is considered to be riskier than GUGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIBX | GUGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 0.00% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 1.84% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 4.03% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.61% | 6.57% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.65% | 5.44% | -0.79% |