You can get something close to a triangle wave up to about 15MHz on my SDG2082X, generate a sine wave, turn on harmonics, set about:
5%Vpp amplitude second harmonic with 270 degree phase
10%Vpp third harmonic with 180 degree phase
2.5%Vpp fifth harmonic
You really need the 5th harmonic for it to look right, so with your 120MHz sine bandwidth, your cutoff for this approximation would be 24MHz. I guess in theory I should be able to get a 16MHz one out of mine.
With a little tweaking it could probably look nicer, but aside from a tiny bit of wobble in the ramp and a rounded peak, it's serviceable.