WTIBX vs. TGLMX
Compare and contrast key facts about Segall Bryant & Hamill Plus Bond Fund (WTIBX) and TCW Total Return Bond Fund (TGLMX).
WTIBX is managed by Segall Bryant & Hamill. It was launched on Jun 1, 1988. TGLMX is managed by TCW. It was launched on Jun 17, 1993.
Performance
WTIBX vs. TGLMX - Performance Comparison
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WTIBX vs. TGLMX - 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% |
TGLMX TCW Total Return Bond Fund | 0.57% | 8.99% | 1.82% | 5.05% | -16.59% | -1.05% | 8.32% | 7.28% | 0.80% | 3.44% |
Returns By Period
In the year-to-date period, WTIBX achieves a -0.49% return, which is significantly lower than TGLMX's 0.57% return. Over the past 10 years, WTIBX has outperformed TGLMX with an annualized return of 2.32%, while TGLMX has yielded a comparatively lower 1.54% 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%
TGLMX
- 1D
- 0.52%
- 1M
- -1.89%
- YTD
- 0.57%
- 6M
- 1.95%
- 1Y
- 5.74%
- 3Y*
- 4.22%
- 5Y*
- -0.02%
- 10Y*
- 1.54%
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WTIBX vs. TGLMX - Expense Ratio Comparison
WTIBX has a 0.55% expense ratio, which is higher than TGLMX's 0.49% expense ratio.
Return for Risk
WTIBX vs. TGLMX — Risk / Return Rank
WTIBX
TGLMX
WTIBX vs. TGLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Plus Bond Fund (WTIBX) and TCW Total Return Bond Fund (TGLMX). 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 | TGLMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.18 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.71 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.04 | -0.41 |
Martin ratioReturn relative to average drawdown | 5.23 | 6.03 | -0.80 |
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 | TGLMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.18 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | -0.00 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.28 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.40 | +0.62 |
Correlation
The correlation between WTIBX and TGLMX is 0.79, 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. TGLMX - Dividend Comparison
WTIBX's dividend yield for the trailing twelve months is around 3.83%, less than TGLMX's 6.39% 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% |
TGLMX TCW Total Return Bond Fund | 6.39% | 7.19% | 6.52% | 6.13% | 3.27% | 2.08% | 3.37% | 4.07% | 3.55% | 2.89% | 4.13% | 2.88% |
Drawdowns
WTIBX vs. TGLMX - Drawdown Comparison
The maximum WTIBX drawdown since its inception was -17.72%, smaller than the maximum TGLMX drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for WTIBX and TGLMX.
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Drawdown Indicators
| WTIBX | TGLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.72% | -22.26% | +4.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -3.28% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -22.17% | +4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -17.72% | -22.26% | +4.54% |
Current DrawdownCurrent decline from peak | -2.48% | -3.38% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -3.80% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 1.11% | -0.18% |
Volatility
WTIBX vs. TGLMX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Plus Bond Fund (WTIBX) is 1.63%, while TCW Total Return Bond Fund (TGLMX) has a volatility of 1.85%. This indicates that WTIBX experiences smaller price fluctuations and is considered to be less risky than TGLMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIBX | TGLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 1.85% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 2.88% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 5.02% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.61% | 7.03% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.65% | 5.57% | -0.92% |