WTMVX vs. WITAX
WTMVX (Segall Bryant & Hamill Global All Cap Fund) and WITAX (Segall Bryant & Hamill Municipal Opportunities Fund) are both mutual funds - WTMVX is a Global Equities fund managed by Segall Bryant & Hamill, while WITAX is a Municipal Bonds fund managed by Segall Bryant & Hamill. Over the past 5 years, WTMVX returned 9.46%/yr vs 0.76%/yr for WITAX. At a 0.07 correlation, their price movements are largely independent. WTMVX charges 0.89%/yr vs 0.50%/yr for WITAX.
Performance
WTMVX vs. WITAX - Performance Comparison
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Returns By Period
In the year-to-date period, WTMVX achieves a 13.73% return, which is significantly higher than WITAX's 1.88% return.
WTMVX
- 1D
- -0.07%
- 1M
- 0.83%
- 6M
- 11.65%
- YTD
- 13.73%
- 1Y
- 17.45%
- 3Y*
- 15.94%
- 5Y*
- 9.46%
- 10Y*
- 9.90%
WITAX
- 1D
- 0.00%
- 1M
- 0.35%
- 6M
- 1.47%
- YTD
- 1.88%
- 1Y
- 5.81%
- 3Y*
- 4.74%
- 5Y*
- 0.76%
- 10Y*
- —
WTMVX vs. WITAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTMVX Segall Bryant & Hamill Global All Cap Fund | 13.73% | 9.82% | 16.27% | 21.64% | -18.70% | 25.74% | 2.91% | 25.37% | -8.76% | 19.55% |
WITAX Segall Bryant & Hamill Municipal Opportunities Fund | 1.88% | 5.32% | 3.09% | 5.50% | -11.11% | 2.87% | 6.71% | 7.20% | 1.46% | 8.57% |
Correlation
The correlation between WTMVX and WITAX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.07 |
Over the past year, WTMVX and WITAX have become more correlated (0.27) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
WTMVX vs. WITAX — Risk / Return Rank
WTMVX
WITAX
WTMVX vs. WITAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Global All Cap Fund (WTMVX) and Segall Bryant & Hamill Municipal Opportunities Fund (WITAX). 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 | WITAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -3.18 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.77 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.83 | -1.25 |
| Martin ratioReturn relative to average drawdown | 6.52 | 10.75 | -4.24 |
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Drawdowns
WTMVX vs. WITAX - Drawdown Comparison
The maximum WTMVX drawdown since its inception was -52.59%, which is greater than WITAX's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for WTMVX and WITAX.
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Drawdown Indicators
| WTMVX | WITAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.59% | -13.87% | -38.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.58% | -2.02% | -8.56% |
Max Drawdown (3Y)Largest decline over 3 years | -20.66% | -3.27% | -17.39% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -13.87% | -12.95% |
Max Drawdown (10Y)Largest decline over 10 years | -35.43% | — | — |
Current DrawdownCurrent decline from peak | -0.89% | -0.20% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -2.90% | -4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 0.53% | +2.04% |
Volatility
WTMVX vs. WITAX - Volatility Comparison
Segall Bryant & Hamill Global All Cap Fund (WTMVX) has a higher volatility of 5.15% compared to Segall Bryant & Hamill Municipal Opportunities Fund (WITAX) at 0.36%. This indicates that WTMVX's price experiences larger fluctuations and is considered to be riskier than WITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTMVX | WITAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 0.36% | +4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 1.40% | +10.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.21% | 1.82% | +12.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 2.90% | +14.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 3.09% | +13.58% |
WTMVX vs. WITAX - Expense Ratio Comparison
WTMVX has a 0.89% expense ratio, which is higher than WITAX's 0.50% expense ratio.
Dividends
WTMVX vs. WITAX - Dividend Comparison
WTMVX's dividend yield for the trailing twelve months is around 5.04%, more than WITAX's 3.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WITAX Segall Bryant & Hamill Municipal Opportunities Fund | 3.36% | 3.49% | 3.68% | 3.61% | 3.17% | 2.75% | 3.30% | 4.19% | 3.56% | 3.76% | 0.00% | 0.00% |
WTMVX Segall Bryant & Hamill Global All Cap Fund | 5.04% | 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 WITAX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTMVX has higher volatility (5.15%) compared to WITAX (0.36%). In terms of maximum drawdown, WTMVX dropped -52.59% vs WITAX's -13.87%.
WITAX currently has the higher Sharpe Ratio (3.14 vs 1.18), 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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