WTLTX vs. SBEMX

Last updated Jun 4, 2026

WTLTX (Segall Bryant & Hamill Quality High Yield Fund) and SBEMX (Segall Bryant & Hamill Emerging Markets Fund) are both mutual funds - WTLTX is a High Yield Bonds fund managed by Segall Bryant & Hamill, while SBEMX is a Emerging Markets Diversified fund managed by Segall Bryant & Hamill. Over the past 10 years, WTLTX returned 4.68%/yr vs 12.98%/yr for SBEMX. At a 0.40 correlation, their price movements are largely independent. WTLTX charges 0.85%/yr vs 1.23%/yr for SBEMX.

Performance

WTLTX vs. SBEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Quality High Yield Fund (WTLTX) and Segall Bryant & Hamill Emerging Markets Fund (SBEMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTLTX achieves a 1.15% return, which is significantly lower than SBEMX's 30.40% return. Over the past 10 years, WTLTX has underperformed SBEMX with an annualized return of 4.68%, while SBEMX has yielded a comparatively higher 12.98% annualized return.

WTLTX

• 1D: 0.00%
• 1M: 0.46%
• YTD: 1.15%
• 6M: 1.50%
• 1Y: 5.96%
• 3Y*: 7.39%
• 5Y*: 3.60%
• 10Y*: 4.68%

SBEMX

• 1D: 1.45%
• 1M: 12.08%
• YTD: 30.40%
• 6M: 34.11%
• 1Y: 60.33%
• 3Y*: 30.91%
• 5Y*: 13.37%
• 10Y*: 12.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTLTX vs. SBEMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WTLTX Segall Bryant & Hamill Quality High Yield Fund	1.15%	7.97%	5.53%	12.16%	-9.75%	3.13%	7.31%	12.21%	-2.19%	6.19%
SBEMX Segall Bryant & Hamill Emerging Markets Fund	30.40%	35.14%	13.83%	20.64%	-16.04%	5.46%	7.17%	18.83%	-17.07%	36.08%

Correlation

The correlation between WTLTX and SBEMX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.41
Correlation (All Time) Calculated using the full available price history since Aug 6, 2012	0.40

Return for Risk

WTLTX vs. SBEMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTLTX

WTLTX Risk / Return Rank: 89
WTLTX Sharpe Ratio Rank: 92
WTLTX Sortino Ratio Rank: 94
WTLTX Omega Ratio Rank: 95
WTLTX Calmar Ratio Rank: 76
WTLTX Martin Ratio Rank: 87

SBEMX

SBEMX Risk / Return Rank: 91
SBEMX Sharpe Ratio Rank: 96
SBEMX Sortino Ratio Rank: 90
SBEMX Omega Ratio Rank: 90
SBEMX Calmar Ratio Rank: 89
SBEMX Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTLTX vs. SBEMX - 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 Emerging Markets Fund (SBEMX). 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	SBEMX	Difference
Sharpe ratio: Return per unit of total volatility	3.13	3.52	-0.40
Sortino ratio: Return per unit of downside risk	4.97	4.41	+0.56
Omega ratio: Gain probability vs. loss probability	1.77	1.66	+0.11
Calmar ratio: Return relative to maximum drawdown	3.47	4.47	-0.99
Martin ratio: Return relative to average drawdown	16.96	18.13	-1.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTLTX vs. SBEMX - Sharpe Ratio Comparison

The current WTLTX Sharpe Ratio is 3.13, which is comparable to the SBEMX Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of WTLTX and SBEMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WTLTX	SBEMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.13	3.52	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.87	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.04	0.79	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.48	+0.61

Drawdowns

WTLTX vs. SBEMX - Drawdown Comparison

The maximum WTLTX drawdown since its inception was -38.46%, smaller than the maximum SBEMX drawdown of -41.05%. Use the drawdown chart below to compare losses from any high point for WTLTX and SBEMX.

Drawdown Indicators

	WTLTX	SBEMX	Difference
Max Drawdown Largest peak-to-trough decline	-38.46%	-41.05%	+2.59%
Max Drawdown (1Y) Largest decline over 1 year	-1.76%	-13.65%	+11.89%
Max Drawdown (3Y) Largest decline over 3 years	-3.12%	-14.57%	+11.45%
Max Drawdown (5Y) Largest decline over 5 years	-13.35%	-31.75%	+18.40%
Max Drawdown (10Y) Largest decline over 10 years	-16.97%	-41.05%	+24.08%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.26%	-12.46%	+9.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.36%	3.36%	-3.00%

Volatility

WTLTX vs. SBEMX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Quality High Yield Fund (WTLTX) is 0.55%, while Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a volatility of 7.90%. This indicates that WTLTX experiences smaller price fluctuations and is considered to be less risky than SBEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTLTX	SBEMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.55%	7.90%	-7.35%
Volatility (6M) Calculated over the trailing 6-month period	1.41%	15.00%	-13.59%
Volatility (1Y) Calculated over the trailing 1-year period	1.95%	17.31%	-15.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.32%	15.41%	-11.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.50%	16.51%	-12.01%

WTLTX vs. SBEMX - Expense Ratio Comparison

WTLTX has a 0.85% expense ratio, which is lower than SBEMX's 1.23% expense ratio.

Dividends

WTLTX vs. SBEMX - Dividend Comparison

WTLTX's dividend yield for the trailing twelve months is around 4.10%, more than SBEMX's 2.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBEMX Segall Bryant & Hamill Emerging Markets Fund	2.11%	2.76%	6.69%	5.59%	4.19%	5.38%	1.77%	2.61%	3.32%	4.89%	2.09%	4.06%
WTLTX Segall Bryant & Hamill Quality High Yield Fund	4.10%	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

Can I hold both WTLTX and SBEMX in my portfolio?

WTLTX and SBEMX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTLTX or SBEMX?

SBEMX has higher volatility (7.90%) compared to WTLTX (0.55%). In terms of maximum drawdown, WTLTX dropped -38.46% vs SBEMX's -41.05%.

Which has better risk-adjusted returns?

SBEMX currently has the higher Sharpe Ratio (3.52 vs 3.13), 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.