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WTLTX vs. SBEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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WTLTX vs. SBEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SBEMX
Segall Bryant & Hamill Emerging Markets Fund
4.32%35.14%13.83%20.64%-16.04%5.46%7.17%18.83%-17.07%36.08%

Returns By Period

In the year-to-date period, WTLTX achieves a -0.69% return, which is significantly lower than SBEMX's 4.32% return. Over the past 10 years, WTLTX has underperformed SBEMX with an annualized return of 4.86%, while SBEMX has yielded a comparatively higher 10.39% 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%

SBEMX

1D
3.01%
1M
-8.61%
YTD
4.32%
6M
9.70%
1Y
35.40%
3Y*
22.25%
5Y*
9.49%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTLTX vs. SBEMX - Expense Ratio Comparison

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


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: 8888
Overall Rank
WTLTX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WTLTX Sortino Ratio Rank: 8989
Sortino Ratio Rank
WTLTX Omega Ratio Rank: 9494
Omega Ratio Rank
WTLTX Calmar Ratio Rank: 8080
Calmar Ratio Rank
WTLTX Martin Ratio Rank: 8787
Martin Ratio Rank

SBEMX
SBEMX Risk / Return Rank: 9090
Overall Rank
SBEMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SBEMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SBEMX Omega Ratio Rank: 9090
Omega Ratio Rank
SBEMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SBEMX Martin Ratio Rank: 8989
Martin Ratio Rank
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.


WTLTXSBEMXDifference

Sharpe ratio

Return per unit of total volatility

1.97

2.12

-0.16

Sortino ratio

Return per unit of downside risk

2.61

2.68

-0.07

Omega ratio

Gain probability vs. loss probability

1.49

1.42

+0.08

Calmar ratio

Return relative to maximum drawdown

2.14

2.63

-0.48

Martin ratio

Return relative to average drawdown

9.93

10.68

-0.75

WTLTX vs. SBEMX - Sharpe Ratio Comparison

The current WTLTX Sharpe Ratio is 1.97, which is comparable to the SBEMX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of WTLTX and SBEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTLTXSBEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.12

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.64

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

0.64

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.38

+0.70

Correlation

The correlation between WTLTX and SBEMX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WTLTX vs. SBEMX - Dividend Comparison

WTLTX's dividend yield for the trailing twelve months is around 3.79%, more than SBEMX's 2.64% yield.


TTM20252024202320222021202020192018201720162015
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%
SBEMX
Segall Bryant & Hamill Emerging Markets Fund
2.64%2.76%6.69%5.59%4.19%5.38%1.77%2.61%3.32%4.89%2.09%4.06%

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.


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Drawdown Indicators


WTLTXSBEMXDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-41.05%

+2.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

-13.65%

+11.14%

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

-1.56%

-11.05%

+9.49%

Average Drawdown

Average peak-to-trough decline

-3.27%

-12.58%

+9.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

3.35%

-2.81%

Volatility

WTLTX vs. SBEMX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Quality High Yield Fund (WTLTX) is 1.15%, while Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a volatility of 9.06%. 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.


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Volatility by Period


WTLTXSBEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

9.06%

-7.91%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

12.84%

-11.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.75%

17.16%

-14.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.33%

14.90%

-10.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.52%

16.26%

-11.74%