WTLTX vs. PRCPX
Compare and contrast key facts about Segall Bryant & Hamill Quality High Yield Fund (WTLTX) and T. Rowe Price Credit Opportunities Fund (PRCPX).
WTLTX is managed by Segall Bryant & Hamill. It was launched on Jun 1, 1988. PRCPX is a passively managed fund by T. Rowe Price that tracks the performance of the Bloomberg US High-Yield 2% Issuer Capped Bond Index. It was launched on Apr 29, 2014.
Performance
WTLTX vs. PRCPX - Performance Comparison
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WTLTX vs. PRCPX - 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% |
PRCPX T. Rowe Price Credit Opportunities Fund | -0.13% | 14.80% | 7.46% | 14.90% | -10.50% | 6.36% | 5.55% | 13.77% | -1.44% | 6.80% |
Returns By Period
In the year-to-date period, WTLTX achieves a -1.02% return, which is significantly lower than PRCPX's -0.13% return. Over the past 10 years, WTLTX has underperformed PRCPX with an annualized return of 4.83%, while PRCPX has yielded a comparatively higher 6.83% 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%
PRCPX
- 1D
- 0.13%
- 1M
- -1.62%
- YTD
- -0.13%
- 6M
- 3.02%
- 1Y
- 13.68%
- 3Y*
- 10.60%
- 5Y*
- 5.87%
- 10Y*
- 6.83%
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WTLTX vs. PRCPX - Expense Ratio Comparison
WTLTX has a 0.85% expense ratio, which is higher than PRCPX's 0.81% expense ratio.
Return for Risk
WTLTX vs. PRCPX — Risk / Return Rank
WTLTX
PRCPX
WTLTX vs. PRCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Quality High Yield Fund (WTLTX) and T. Rowe Price Credit Opportunities Fund (PRCPX). 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 | PRCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.85 | 3.47 | -1.62 |
Sortino ratioReturn per unit of downside risk | 2.44 | 5.52 | -3.08 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.93 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 4.53 | -2.58 |
Martin ratioReturn relative to average drawdown | 9.20 | 21.08 | -11.87 |
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
| WTLTX | PRCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 3.47 | -1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.23 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 1.26 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.88 | +0.20 |
Correlation
The correlation between WTLTX and PRCPX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WTLTX vs. PRCPX - Dividend Comparison
WTLTX's dividend yield for the trailing twelve months is around 3.80%, less than PRCPX's 12.89% 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% |
PRCPX T. Rowe Price Credit Opportunities Fund | 12.89% | 12.19% | 7.03% | 7.88% | 4.89% | 5.11% | 5.36% | 5.18% | 5.72% | 4.95% | 5.88% | 7.58% |
Drawdowns
WTLTX vs. PRCPX - Drawdown Comparison
The maximum WTLTX drawdown since its inception was -38.46%, which is greater than PRCPX's maximum drawdown of -23.07%. Use the drawdown chart below to compare losses from any high point for WTLTX and PRCPX.
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Drawdown Indicators
| WTLTX | PRCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -23.07% | -15.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -3.03% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -13.35% | -14.34% | +0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -16.97% | -23.07% | +6.10% |
Current DrawdownCurrent decline from peak | -1.89% | -1.74% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -3.16% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 0.65% | -0.12% |
Volatility
WTLTX vs. PRCPX - Volatility Comparison
Segall Bryant & Hamill Quality High Yield Fund (WTLTX) and T. Rowe Price Credit Opportunities Fund (PRCPX) have volatilities of 1.07% and 1.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTLTX | PRCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 1.10% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 1.53% | 2.52% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.74% | 4.11% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.33% | 4.79% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.52% | 5.45% | -0.93% |