WTLTX vs. SBASX
WTLTX (Segall Bryant & Hamill Quality High Yield Fund) and SBASX (Segall Bryant & Hamill Small Cap Core Fund) are both mutual funds - WTLTX is a High Yield Bonds fund managed by Segall Bryant & Hamill, while SBASX is a Small Cap Growth Equities fund managed by Segall Bryant & Hamill. Over the past 5 years, WTLTX returned 3.51%/yr vs 8.51%/yr for SBASX. At a 0.48 correlation, their price movements are largely independent. WTLTX charges 0.85%/yr vs 0.99%/yr for SBASX.
Performance
WTLTX vs. SBASX - Performance Comparison
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Returns By Period
In the year-to-date period, WTLTX achieves a 1.27% return, which is significantly lower than SBASX's 20.74% return.
WTLTX
- 1D
- 0.00%
- 1M
- 0.46%
- YTD
- 1.27%
- 6M
- 1.50%
- 1Y
- 5.48%
- 3Y*
- 7.56%
- 5Y*
- 3.51%
- 10Y*
- 4.69%
SBASX
- 1D
- 0.27%
- 1M
- 7.90%
- YTD
- 20.74%
- 6M
- 18.27%
- 1Y
- 31.12%
- 3Y*
- 16.58%
- 5Y*
- 8.51%
- 10Y*
- —
WTLTX vs. SBASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WTLTX Segall Bryant & Hamill Quality High Yield Fund | 1.27% | 7.97% | 5.53% | 12.16% | -9.75% | 3.13% | 7.31% | 0.00% |
SBASX Segall Bryant & Hamill Small Cap Core Fund | 20.74% | 3.95% | 11.89% | 13.96% | -13.13% | 23.52% | 22.80% | 0.00% |
Correlation
The correlation between WTLTX and SBASX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019 | 0.48 |
The correlation between WTLTX and SBASX has been stable across timeframes, ranging from 0.48 to 0.53 - a consistent structural relationship.
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Return for Risk
WTLTX vs. SBASX — Risk / Return Rank
WTLTX
SBASX
WTLTX vs. SBASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Quality High Yield Fund (WTLTX) and Segall Bryant & Hamill Small Cap Core Fund (SBASX). 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.
| WTLTX | SBASX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.31 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.89 | +0.24 |
| Martin ratioReturn relative to average drawdown | 15.23 | 10.49 | +4.74 |
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Drawdowns
WTLTX vs. SBASX - Drawdown Comparison
The maximum WTLTX drawdown since its inception was -38.46%, which is greater than SBASX's maximum drawdown of -34.34%. Use the drawdown chart below to compare losses from any high point for WTLTX and SBASX.
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Drawdown Indicators
| WTLTX | SBASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -34.34% | -4.12% |
Max Drawdown (1Y)Largest decline over 1 year | -1.76% | -11.44% | +9.68% |
Max Drawdown (3Y)Largest decline over 3 years | -3.12% | -26.56% | +23.44% |
Max Drawdown (5Y)Largest decline over 5 years | -13.35% | -26.56% | +13.21% |
Max Drawdown (10Y)Largest decline over 10 years | -16.97% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.25% | -8.21% | +4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 3.14% | -2.78% |
Volatility
WTLTX vs. SBASX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Quality High Yield Fund (WTLTX) is 0.46%, while Segall Bryant & Hamill Small Cap Core Fund (SBASX) has a volatility of 5.50%. This indicates that WTLTX experiences smaller price fluctuations and is considered to be less risky than SBASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTLTX | SBASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 5.50% | -5.04% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 13.73% | -12.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.97% | 18.26% | -16.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.32% | 19.87% | -15.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.49% | 22.21% | -17.72% |
WTLTX vs. SBASX - Expense Ratio Comparison
WTLTX has a 0.85% expense ratio, which is lower than SBASX's 0.99% expense ratio.
Dividends
WTLTX vs. SBASX - Dividend Comparison
WTLTX's dividend yield for the trailing twelve months is around 4.09%, less than SBASX's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBASX Segall Bryant & Hamill Small Cap Core Fund | 4.62% | 5.58% | 5.48% | 3.65% | 2.10% | 18.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTLTX Segall Bryant & Hamill Quality High Yield Fund | 4.09% | 4.09% | 4.21% | 4.26% | 4.23% | 3.41% | 3.88% | 4.88% | 4.76% | 4.55% | 4.51% | 5.33% |
Frequently Asked Questions
WTLTX and SBASX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBASX has higher volatility (5.50%) compared to WTLTX (0.46%). In terms of maximum drawdown, WTLTX dropped -38.46% vs SBASX's -34.34%.
WTLTX currently has the higher Sharpe Ratio (2.80 vs 1.81), 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.
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