WTIBX vs. MWIGX
Compare and contrast key facts about Segall Bryant & Hamill Plus Bond Fund (WTIBX) and Metropolitan West Investment Grade Credit Fund (MWIGX).
WTIBX is managed by Segall Bryant & Hamill. It was launched on Jun 1, 1988. MWIGX is managed by Metropolitan West Funds. It was launched on Jun 29, 2018.
Performance
WTIBX vs. MWIGX - Performance Comparison
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WTIBX vs. MWIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WTIBX Segall Bryant & Hamill Plus Bond Fund | -0.28% | 7.38% | 1.99% | 7.47% | -13.13% | -0.58% | 8.49% | 8.80% | 0.83% |
MWIGX Metropolitan West Investment Grade Credit Fund | -0.48% | 7.99% | 3.82% | 6.55% | -13.01% | -1.13% | 8.41% | 11.21% | 4.27% |
Returns By Period
In the year-to-date period, WTIBX achieves a -0.28% return, which is significantly higher than MWIGX's -0.48% 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%
MWIGX
- 1D
- 0.38%
- 1M
- -1.36%
- YTD
- -0.48%
- 6M
- 0.45%
- 1Y
- 4.76%
- 3Y*
- 4.93%
- 5Y*
- 0.77%
- 10Y*
- —
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WTIBX vs. MWIGX - Expense Ratio Comparison
WTIBX has a 0.55% expense ratio, which is lower than MWIGX's 1.87% expense ratio.
Return for Risk
WTIBX vs. MWIGX — Risk / Return Rank
WTIBX
MWIGX
WTIBX vs. MWIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Plus Bond Fund (WTIBX) and Metropolitan West Investment Grade Credit Fund (MWIGX). 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 | MWIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.38 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.42 | 2.07 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.24 | -0.72 |
Martin ratioReturn relative to average drawdown | 4.81 | 8.14 | -3.33 |
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 | MWIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.38 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.16 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.70 | +0.33 |
Correlation
The correlation between WTIBX and MWIGX is 0.82, 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. MWIGX - Dividend Comparison
WTIBX's dividend yield for the trailing twelve months is around 3.82%, more than MWIGX's 3.39% 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% |
MWIGX Metropolitan West Investment Grade Credit Fund | 3.39% | 3.70% | 4.52% | 4.97% | 6.33% | 4.25% | 9.21% | 12.03% | 3.98% | 0.00% | 0.00% | 0.00% |
Drawdowns
WTIBX vs. MWIGX - Drawdown Comparison
The maximum WTIBX drawdown since its inception was -17.72%, roughly equal to the maximum MWIGX drawdown of -18.32%. Use the drawdown chart below to compare losses from any high point for WTIBX and MWIGX.
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Drawdown Indicators
| WTIBX | MWIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.72% | -18.32% | +0.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -2.35% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -18.32% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -17.72% | — | — |
Current DrawdownCurrent decline from peak | -2.27% | -1.73% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -4.54% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.65% | +0.29% |
Volatility
WTIBX vs. MWIGX - Volatility Comparison
Segall Bryant & Hamill Plus Bond Fund (WTIBX) has a higher volatility of 1.61% compared to Metropolitan West Investment Grade Credit Fund (MWIGX) at 1.26%. This indicates that WTIBX's price experiences larger fluctuations and is considered to be riskier than MWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIBX | MWIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 1.26% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 2.04% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 3.48% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.61% | 4.91% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.65% | 4.78% | -0.13% |