WTMVX vs. NALFX
WTMVX (Segall Bryant & Hamill Global All Cap Fund) and NALFX (New Alternatives Fund) are both Global Equities funds. Over the past 10 years, WTMVX returned 9.64%/yr vs 9.61%/yr for NALFX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.89% expense ratio.
Performance
WTMVX vs. NALFX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with WTMVX having a 13.22% return and NALFX slightly higher at 13.40%. Both investments have delivered pretty close results over the past 10 years, with WTMVX having a 9.64% annualized return and NALFX not far behind at 9.61%.
WTMVX
- 1D
- 2.93%
- 1M
- -0.60%
- 6M
- 10.60%
- YTD
- 13.22%
- 1Y
- 18.20%
- 3Y*
- 14.70%
- 5Y*
- 8.89%
- 10Y*
- 9.64%
- ALL TIME*
- 8.76%
NALFX
- 1D
- 2.43%
- 1M
- -2.70%
- 6M
- 8.34%
- YTD
- 13.40%
- 1Y
- 21.38%
- 3Y*
- 9.19%
- 5Y*
- 1.79%
- 10Y*
- 9.61%
- ALL TIME*
- 7.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WTMVX vs. NALFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTMVX Segall Bryant & Hamill Global All Cap Fund | 13.22% | 9.82% | 16.27% | 21.64% | -18.70% | 25.74% | 2.91% | 25.37% | -8.76% | 19.55% |
NALFX New Alternatives Fund | 13.40% | 28.13% | -6.03% | -2.49% | -15.87% | -4.78% | 61.74% | 36.98% | -6.91% | 21.24% |
Correlation
The correlation between WTMVX and NALFX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since May 31, 1988 | 0.66 |
The correlation between WTMVX and NALFX has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.
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Return for Risk
WTMVX vs. NALFX — Risk / Return Rank
WTMVX
NALFX
WTMVX vs. NALFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Global All Cap Fund (WTMVX) and New Alternatives Fund (NALFX). 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.
| WTMVX | NALFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.61 | -1.19 |
| Martin ratioReturn relative to average drawdown | 5.74 | 7.50 | -1.76 |
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Drawdowns
WTMVX vs. NALFX - Drawdown Comparison
The maximum WTMVX drawdown since its inception was -52.59%, smaller than the maximum NALFX drawdown of -59.67%. Use the drawdown chart below to compare losses from any high point for WTMVX and NALFX.
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Drawdown Indicators
| WTMVX | NALFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.59% | -59.67% | +7.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -7.53% | -3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -20.66% | -18.99% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -38.03% | +11.21% |
Max Drawdown (10Y)Largest decline over 10 years | -35.43% | -42.35% | +6.92% |
Current DrawdownCurrent decline from peak | -1.33% | -4.90% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -14.79% | +7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.62% | 0.00% |
Volatility
WTMVX vs. NALFX - Volatility Comparison
Segall Bryant & Hamill Global All Cap Fund (WTMVX) has a higher volatility of 4.49% compared to New Alternatives Fund (NALFX) at 4.22%. This indicates that WTMVX's price experiences larger fluctuations and is considered to be riskier than NALFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTMVX | NALFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.22% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 12.85% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.62% | 15.49% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 17.90% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 17.99% | -1.28% |
WTMVX vs. NALFX - Expense Ratio Comparison
Both WTMVX and NALFX have an expense ratio of 0.89%.
Dividends
WTMVX vs. NALFX - Dividend Comparison
WTMVX's dividend yield for the trailing twelve months is around 5.06%, more than NALFX's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NALFX New Alternatives Fund | 1.03% | 1.17% | 2.04% | 4.47% | 4.63% | 5.14% | 4.93% | 5.55% | 6.62% | 4.16% | 3.71% | 1.71% |
WTMVX Segall Bryant & Hamill Global All Cap Fund | 5.06% | 5.73% | 5.66% | 3.45% | 2.21% | 6.13% | 20.59% | 8.47% | 6.77% | 5.07% | 4.75% | 11.13% |
Frequently Asked Questions
WTMVX and NALFX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTMVX has higher volatility (4.49%) compared to NALFX (4.22%). In terms of maximum drawdown, WTMVX dropped -52.59% vs NALFX's -59.67%.
NALFX currently has the higher Sharpe Ratio (1.27 vs 1.03), 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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