WTLTX vs. FHYSX
Compare and contrast key facts about Segall Bryant & Hamill Quality High Yield Fund (WTLTX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX).
WTLTX is managed by Segall Bryant & Hamill. It was launched on Jun 1, 1988. FHYSX is managed by Federated. It was launched on Dec 24, 2008.
Performance
WTLTX vs. FHYSX - Performance Comparison
Loading graphics...
WTLTX vs. FHYSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTLTX Segall Bryant & Hamill Quality High Yield Fund | -0.69% | 7.97% | 5.53% | 12.16% | -9.75% | 3.13% | 7.31% | 12.21% | -2.19% | 6.19% |
FHYSX Federated Hermes High-Yield Strategy Portfolio | -1.26% | 9.14% | 6.42% | 12.77% | -13.16% | 4.49% | 6.08% | 15.14% | -2.16% | 8.34% |
Returns By Period
In the year-to-date period, WTLTX achieves a -0.69% return, which is significantly higher than FHYSX's -1.26% return. Over the past 10 years, WTLTX has underperformed FHYSX with an annualized return of 4.86%, while FHYSX has yielded a comparatively higher 5.44% annualized return.
WTLTX
- 1D
- 0.34%
- 1M
- -1.45%
- YTD
- -0.69%
- 6M
- 0.78%
- 1Y
- 5.27%
- 3Y*
- 7.17%
- 5Y*
- 3.43%
- 10Y*
- 4.86%
FHYSX
- 1D
- 0.52%
- 1M
- -1.60%
- YTD
- -1.26%
- 6M
- 0.52%
- 1Y
- 6.43%
- 3Y*
- 7.67%
- 5Y*
- 3.19%
- 10Y*
- 5.44%
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. FHYSX - Expense Ratio Comparison
WTLTX has a 0.85% expense ratio, which is higher than FHYSX's 0.02% expense ratio.
Return for Risk
WTLTX vs. FHYSX — Risk / Return Rank
WTLTX
FHYSX
WTLTX vs. FHYSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Quality High Yield Fund (WTLTX) and Federated Hermes High-Yield Strategy Portfolio (FHYSX). 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 | FHYSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 1.71 | +0.26 |
Sortino ratioReturn per unit of downside risk | 2.61 | 2.43 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.46 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.73 | -0.58 |
Martin ratioReturn relative to average drawdown | 9.93 | 11.03 | -1.10 |
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 | FHYSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.71 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.62 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.95 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.86 | +0.22 |
Correlation
The correlation between WTLTX and FHYSX is 0.71, 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. FHYSX - Dividend Comparison
WTLTX's dividend yield for the trailing twelve months is around 3.79%, less than FHYSX's 5.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTLTX Segall Bryant & Hamill Quality High Yield Fund | 3.79% | 4.09% | 4.21% | 4.26% | 4.23% | 3.41% | 3.88% | 4.88% | 4.76% | 4.55% | 4.51% | 5.33% |
FHYSX Federated Hermes High-Yield Strategy Portfolio | 5.79% | 6.28% | 5.84% | 5.30% | 5.27% | 4.54% | 5.74% | 6.18% | 6.61% | 6.98% | 6.45% | 8.45% |
Drawdowns
WTLTX vs. FHYSX - Drawdown Comparison
The maximum WTLTX drawdown since its inception was -38.46%, which is greater than FHYSX's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for WTLTX and FHYSX.
Loading graphics...
Drawdown Indicators
| WTLTX | FHYSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -21.45% | -17.01% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -2.50% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -13.35% | -16.93% | +3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -16.97% | -21.45% | +4.48% |
Current DrawdownCurrent decline from peak | -1.56% | -1.77% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -2.61% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.54% | 0.62% | -0.08% |
Volatility
WTLTX vs. FHYSX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Quality High Yield Fund (WTLTX) is 1.15%, while Federated Hermes High-Yield Strategy Portfolio (FHYSX) has a volatility of 1.38%. This indicates that WTLTX experiences smaller price fluctuations and is considered to be less risky than FHYSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WTLTX | FHYSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 1.38% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 1.57% | 2.43% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.75% | 3.79% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.33% | 5.20% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.52% | 5.77% | -1.25% |