WTIBX vs. SBHVX
WTIBX (Segall Bryant & Hamill Plus Bond Fund) and SBHVX (Segall Bryant & Hamill Small Cap Value Fund) are both mutual funds - WTIBX is a Intermediate Core-Plus Bond fund managed by Segall Bryant & Hamill, while SBHVX is a Small Cap Blend Equities fund managed by Segall Bryant & Hamill. Over the past 10 years, WTIBX returned 2.21%/yr vs 11.14%/yr for SBHVX. At a correlation of -0.05, they often move in opposite directions. WTIBX charges 0.55%/yr vs 0.97%/yr for SBHVX.
Performance
WTIBX vs. SBHVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WTIBX achieves a 0.42% return, which is significantly lower than SBHVX's 23.03% return. Over the past 10 years, WTIBX has underperformed SBHVX with an annualized return of 2.21%, while SBHVX has yielded a comparatively higher 11.14% 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%
SBHVX
- 1D
- -0.16%
- 1M
- 4.89%
- YTD
- 23.03%
- 6M
- 20.86%
- 1Y
- 44.84%
- 3Y*
- 19.11%
- 5Y*
- 8.52%
- 10Y*
- 11.14%
WTIBX vs. SBHVX - 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% |
SBHVX Segall Bryant & Hamill Small Cap Value Fund | 23.03% | 12.27% | 12.31% | 11.97% | -14.66% | 16.61% | 6.22% | 24.65% | -4.54% | 10.92% |
Correlation
The correlation between WTIBX and SBHVX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | -0.05 |
The correlation between WTIBX and SBHVX shifts across timeframes, from -0.05 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WTIBX vs. SBHVX — Risk / Return Rank
WTIBX
SBHVX
WTIBX vs. SBHVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Plus Bond Fund (WTIBX) and Segall Bryant & Hamill Small Cap Value Fund (SBHVX). 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 | SBHVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.38 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 3.82 | -2.18 |
| Martin ratioReturn relative to average drawdown | 4.74 | 13.03 | -8.29 |
Loading charts...
Drawdowns
WTIBX vs. SBHVX - Drawdown Comparison
The maximum WTIBX drawdown since its inception was -17.72%, smaller than the maximum SBHVX drawdown of -41.54%. Use the drawdown chart below to compare losses from any high point for WTIBX and SBHVX.
Loading charts...
Drawdown Indicators
| WTIBX | SBHVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.72% | -41.54% | +23.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -12.18% | +9.21% |
Max Drawdown (3Y)Largest decline over 3 years | -5.83% | -29.43% | +23.60% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -29.43% | +11.71% |
Max Drawdown (10Y)Largest decline over 10 years | -17.72% | -41.54% | +23.82% |
Current DrawdownCurrent decline from peak | -1.59% | -0.54% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -7.24% | +5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 3.56% | -2.53% |
Volatility
WTIBX vs. SBHVX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Plus Bond Fund (WTIBX) is 1.12%, while Segall Bryant & Hamill Small Cap Value Fund (SBHVX) has a volatility of 6.22%. This indicates that WTIBX experiences smaller price fluctuations and is considered to be less risky than SBHVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WTIBX | SBHVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 6.22% | -5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.84% | 14.19% | -11.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.81% | 20.55% | -16.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 21.33% | -15.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.68% | 21.34% | -16.66% |
WTIBX vs. SBHVX - Expense Ratio Comparison
WTIBX has a 0.55% expense ratio, which is lower than SBHVX's 0.97% expense ratio.
Dividends
WTIBX vs. SBHVX - Dividend Comparison
WTIBX's dividend yield for the trailing twelve months is around 4.14%, less than SBHVX's 9.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBHVX Segall Bryant & Hamill Small Cap Value Fund | 9.47% | 11.65% | 4.61% | 1.37% | 1.25% | 4.66% | 0.95% | 6.05% | 10.28% | 6.78% | 0.22% | 5.76% |
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
WTIBX and SBHVX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBHVX has higher volatility (6.22%) compared to WTIBX (1.12%). In terms of maximum drawdown, WTIBX dropped -17.72% vs SBHVX's -41.54%.
SBHVX currently has the higher Sharpe Ratio (2.27 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.
Find the right allocation for WTIBX and SBHVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer