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ABHYX vs. WTCOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABHYX and WTCOX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

ABHYX vs. WTCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century High-Yield Municipal Fund (ABHYX) and Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
1.28%
0.65%
ABHYX
WTCOX

Key characteristics

Sharpe Ratio

ABHYX:

1.22

WTCOX:

0.91

Sortino Ratio

ABHYX:

1.66

WTCOX:

1.23

Omega Ratio

ABHYX:

1.27

WTCOX:

1.20

Calmar Ratio

ABHYX:

0.51

WTCOX:

0.32

Martin Ratio

ABHYX:

5.74

WTCOX:

4.00

Ulcer Index

ABHYX:

0.87%

WTCOX:

0.57%

Daily Std Dev

ABHYX:

4.09%

WTCOX:

2.50%

Max Drawdown

ABHYX:

-26.33%

WTCOX:

-13.61%

Current Drawdown

ABHYX:

-4.83%

WTCOX:

-4.65%

Returns By Period

In the year-to-date period, ABHYX achieves a 4.76% return, which is significantly higher than WTCOX's 1.77% return. Over the past 10 years, ABHYX has outperformed WTCOX with an annualized return of 3.09%, while WTCOX has yielded a comparatively lower 1.74% annualized return.


ABHYX

YTD

4.76%

1M

-1.34%

6M

1.28%

1Y

5.00%

5Y*

1.15%

10Y*

3.09%

WTCOX

YTD

1.77%

1M

-0.76%

6M

0.65%

1Y

2.09%

5Y*

0.47%

10Y*

1.74%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ABHYX vs. WTCOX - Expense Ratio Comparison

ABHYX has a 0.59% expense ratio, which is lower than WTCOX's 0.65% expense ratio.


WTCOX
Segall Bryant & Hamill Colorado Tax Free Fund
Expense ratio chart for WTCOX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for ABHYX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

ABHYX vs. WTCOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century High-Yield Municipal Fund (ABHYX) and Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX). 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.


Sharpe ratio
The chart of Sharpe ratio for ABHYX, currently valued at 1.22, compared to the broader market-1.000.001.002.003.004.001.220.80
The chart of Sortino ratio for ABHYX, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.001.661.08
The chart of Omega ratio for ABHYX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.17
The chart of Calmar ratio for ABHYX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.0014.000.510.28
The chart of Martin ratio for ABHYX, currently valued at 5.74, compared to the broader market0.0020.0040.0060.005.743.43
ABHYX
WTCOX

The current ABHYX Sharpe Ratio is 1.22, which is higher than the WTCOX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ABHYX and WTCOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.22
0.80
ABHYX
WTCOX

Dividends

ABHYX vs. WTCOX - Dividend Comparison

ABHYX's dividend yield for the trailing twelve months is around 3.86%, more than WTCOX's 3.34% yield.


TTM20232022202120202019201820172016201520142013
ABHYX
American Century High-Yield Municipal Fund
3.86%4.01%3.74%2.93%3.36%3.50%3.89%3.63%3.61%3.93%4.14%4.47%
WTCOX
Segall Bryant & Hamill Colorado Tax Free Fund
3.34%3.13%2.94%2.20%2.72%3.01%3.09%2.80%2.75%2.71%2.84%3.15%

Drawdowns

ABHYX vs. WTCOX - Drawdown Comparison

The maximum ABHYX drawdown since its inception was -26.33%, which is greater than WTCOX's maximum drawdown of -13.61%. Use the drawdown chart below to compare losses from any high point for ABHYX and WTCOX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-4.83%
-4.65%
ABHYX
WTCOX

Volatility

ABHYX vs. WTCOX - Volatility Comparison

American Century High-Yield Municipal Fund (ABHYX) has a higher volatility of 1.43% compared to Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) at 0.91%. This indicates that ABHYX's price experiences larger fluctuations and is considered to be riskier than WTCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.43%
0.91%
ABHYX
WTCOX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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