WTIBX vs. MDVAX
Compare and contrast key facts about Segall Bryant & Hamill Plus Bond Fund (WTIBX) and MassMutual Diversified Bond Fund (MDVAX).
WTIBX is managed by Segall Bryant & Hamill. It was launched on Jun 1, 1988. MDVAX is managed by MassMutual. It was launched on May 3, 1999.
Performance
WTIBX vs. MDVAX - Performance Comparison
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WTIBX vs. MDVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTIBX Segall Bryant & Hamill Plus Bond Fund | -0.28% | 7.38% | 1.99% | 7.47% | -13.13% | -0.58% | 8.49% | 8.80% | -0.17% | 4.74% |
MDVAX MassMutual Diversified Bond Fund | -0.09% | 8.40% | 2.47% | 5.81% | -17.01% | 1.95% | 8.08% | 10.12% | -1.55% | 4.52% |
Returns By Period
In the year-to-date period, WTIBX achieves a -0.28% return, which is significantly lower than MDVAX's -0.09% return. Over the past 10 years, WTIBX has outperformed MDVAX with an annualized return of 2.34%, while MDVAX has yielded a comparatively lower 2.08% annualized return.
WTIBX
- 1D
- 0.21%
- 1M
- -1.77%
- YTD
- -0.28%
- 6M
- 0.65%
- 1Y
- 4.09%
- 3Y*
- 4.24%
- 5Y*
- 0.80%
- 10Y*
- 2.34%
MDVAX
- 1D
- 0.36%
- 1M
- -1.52%
- YTD
- -0.09%
- 6M
- 0.64%
- 1Y
- 5.04%
- 3Y*
- 4.73%
- 5Y*
- 0.08%
- 10Y*
- 2.08%
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WTIBX vs. MDVAX - Expense Ratio Comparison
WTIBX has a 0.55% expense ratio, which is lower than MDVAX's 1.07% expense ratio.
Return for Risk
WTIBX vs. MDVAX — Risk / Return Rank
WTIBX
MDVAX
WTIBX vs. MDVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Plus Bond Fund (WTIBX) and MassMutual Diversified Bond Fund (MDVAX). 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 | MDVAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.46 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.42 | 2.10 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.05 | -0.53 |
Martin ratioReturn relative to average drawdown | 4.81 | 7.79 | -2.98 |
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 | MDVAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.46 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.01 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.40 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.69 | +0.34 |
Correlation
The correlation between WTIBX and MDVAX is 0.88, 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. MDVAX - Dividend Comparison
WTIBX's dividend yield for the trailing twelve months is around 3.82%, more than MDVAX's 3.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTIBX Segall Bryant & Hamill Plus Bond Fund | 3.82% | 4.11% | 4.04% | 3.66% | 3.23% | 3.08% | 3.95% | 3.95% | 3.55% | 3.50% | 3.43% | 3.55% |
MDVAX MassMutual Diversified Bond Fund | 3.59% | 3.91% | 2.45% | 4.87% | 3.76% | 4.06% | 7.20% | 2.90% | 2.86% | 2.64% | 2.11% | 0.53% |
Drawdowns
WTIBX vs. MDVAX - Drawdown Comparison
The maximum WTIBX drawdown since its inception was -17.72%, smaller than the maximum MDVAX drawdown of -23.02%. Use the drawdown chart below to compare losses from any high point for WTIBX and MDVAX.
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Drawdown Indicators
| WTIBX | MDVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.72% | -23.02% | +5.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -3.00% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -23.02% | +5.30% |
Max Drawdown (10Y)Largest decline over 10 years | -17.72% | -23.02% | +5.30% |
Current DrawdownCurrent decline from peak | -2.27% | -5.91% | +3.64% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -3.46% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.79% | +0.15% |
Volatility
WTIBX vs. MDVAX - Volatility Comparison
Segall Bryant & Hamill Plus Bond Fund (WTIBX) has a higher volatility of 1.61% compared to MassMutual Diversified Bond Fund (MDVAX) at 1.02%. This indicates that WTIBX's price experiences larger fluctuations and is considered to be riskier than MDVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIBX | MDVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.02% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 1.99% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 3.86% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.61% | 6.45% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.65% | 5.26% | -0.61% |