WTLTX vs. CWFIX
Compare and contrast key facts about Segall Bryant & Hamill Quality High Yield Fund (WTLTX) and Chartwell Short Duration High Yield Fund (CWFIX).
WTLTX is managed by Segall Bryant & Hamill. It was launched on Jun 1, 1988. CWFIX is managed by Carillon Family of Funds. It was launched on Jul 15, 2014.
Performance
WTLTX vs. CWFIX - Performance Comparison
Loading graphics...
WTLTX vs. CWFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTLTX Segall Bryant & Hamill Quality High Yield Fund | -1.02% | 7.97% | 5.53% | 12.16% | -9.75% | 3.13% | 7.31% | 12.21% | -2.19% | 6.19% |
CWFIX Chartwell Short Duration High Yield Fund | -0.40% | 6.99% | 5.78% | 7.80% | -3.17% | 2.40% | 4.38% | 7.33% | 0.36% | 3.06% |
Returns By Period
In the year-to-date period, WTLTX achieves a -1.02% return, which is significantly lower than CWFIX's -0.40% return. Over the past 10 years, WTLTX has outperformed CWFIX with an annualized return of 4.83%, while CWFIX has yielded a comparatively lower 4.00% annualized return.
WTLTX
- 1D
- 0.23%
- 1M
- -1.89%
- YTD
- -1.02%
- 6M
- 0.56%
- 1Y
- 5.03%
- 3Y*
- 7.05%
- 5Y*
- 3.41%
- 10Y*
- 4.83%
CWFIX
- 1D
- 0.11%
- 1M
- -1.03%
- YTD
- -0.40%
- 6M
- 1.21%
- 1Y
- 5.08%
- 3Y*
- 6.16%
- 5Y*
- 3.68%
- 10Y*
- 4.00%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WTLTX vs. CWFIX - Expense Ratio Comparison
WTLTX has a 0.85% expense ratio, which is higher than CWFIX's 0.49% expense ratio.
Return for Risk
WTLTX vs. CWFIX — Risk / Return Rank
WTLTX
CWFIX
WTLTX vs. CWFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Quality High Yield Fund (WTLTX) and Chartwell Short Duration High Yield Fund (CWFIX). 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.
| WTLTX | CWFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.85 | 2.99 | -1.13 |
Sortino ratioReturn per unit of downside risk | 2.44 | 4.25 | -1.81 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.80 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.72 | -1.77 |
Martin ratioReturn relative to average drawdown | 9.20 | 17.45 | -8.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WTLTX | CWFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 2.99 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.35 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 1.30 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 1.08 | 0.00 |
Correlation
The correlation between WTLTX and CWFIX is 0.73, 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
WTLTX vs. CWFIX - Dividend Comparison
WTLTX's dividend yield for the trailing twelve months is around 3.80%, less than CWFIX's 5.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTLTX Segall Bryant & Hamill Quality High Yield Fund | 3.80% | 4.09% | 4.21% | 4.26% | 4.23% | 3.41% | 3.88% | 4.88% | 4.76% | 4.55% | 4.51% | 5.33% |
CWFIX Chartwell Short Duration High Yield Fund | 5.22% | 5.17% | 5.09% | 4.41% | 3.17% | 2.79% | 3.38% | 3.60% | 3.24% | 2.82% | 3.79% | 3.32% |
Drawdowns
WTLTX vs. CWFIX - Drawdown Comparison
The maximum WTLTX drawdown since its inception was -38.46%, which is greater than CWFIX's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for WTLTX and CWFIX.
Loading graphics...
Drawdown Indicators
| WTLTX | CWFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -12.41% | -26.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -1.37% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -13.35% | -6.36% | -6.99% |
Max Drawdown (10Y)Largest decline over 10 years | -16.97% | -12.41% | -4.56% |
Current DrawdownCurrent decline from peak | -1.89% | -1.03% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -0.87% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 0.29% | +0.24% |
Volatility
WTLTX vs. CWFIX - Volatility Comparison
Segall Bryant & Hamill Quality High Yield Fund (WTLTX) has a higher volatility of 1.07% compared to Chartwell Short Duration High Yield Fund (CWFIX) at 0.70%. This indicates that WTLTX's price experiences larger fluctuations and is considered to be riskier than CWFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WTLTX | CWFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 0.70% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 1.53% | 1.03% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.74% | 1.71% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.33% | 2.75% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.52% | 3.09% | +1.43% |