FCOTX vs. WTCOX
FCOTX (Nuveen Colorado Municipal Bond Fund) and WTCOX (Segall Bryant & Hamill Colorado Tax Free Fund) are both Municipal Bonds funds. Over the past 10 years, FCOTX returned 1.71%/yr vs 1.58%/yr for WTCOX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. FCOTX charges 0.77%/yr vs 0.65%/yr for WTCOX.
Performance
FCOTX vs. WTCOX - Performance Comparison
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Returns By Period
In the year-to-date period, FCOTX achieves a 0.60% return, which is significantly lower than WTCOX's 0.77% return. Over the past 10 years, FCOTX has outperformed WTCOX with an annualized return of 1.71%, while WTCOX has yielded a comparatively lower 1.58% annualized return.
FCOTX
- 1D
- -0.20%
- 1M
- -1.69%
- 6M
- 0.19%
- YTD
- 0.60%
- 1Y
- 5.30%
- 3Y*
- 2.74%
- 5Y*
- 0.06%
- 10Y*
- 1.71%
- ALL TIME*
- 4.43%
WTCOX
- 1D
- -0.10%
- 1M
- -1.05%
- 6M
- 0.18%
- YTD
- 0.77%
- 1Y
- 3.86%
- 3Y*
- 3.18%
- 5Y*
- -0.02%
- 10Y*
- 1.58%
- ALL TIME*
- 3.76%
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 |
FCOTX vs. WTCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCOTX Nuveen Colorado Municipal Bond Fund | 0.60% | 2.53% | 2.07% | 6.15% | -9.92% | 1.52% | 5.31% | 7.70% | 0.87% | 5.79% |
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | 0.77% | 3.29% | 2.39% | 5.03% | -10.64% | 1.87% | 5.09% | 7.14% | 0.69% | 5.12% |
Correlation
The correlation between FCOTX and WTCOX is 0.76, 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. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 31, 1991 | 0.77 |
The correlation between FCOTX and WTCOX shifts across timeframes, from 0.76 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FCOTX vs. WTCOX — Risk / Return Rank
FCOTX
WTCOX
FCOTX vs. WTCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Colorado Municipal Bond Fund (FCOTX) 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.
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.
| FCOTX | WTCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.65 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.75 | -0.09 |
| Martin ratioReturn relative to average drawdown | 8.92 | 8.91 | +0.01 |
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Drawdowns
FCOTX vs. WTCOX - Drawdown Comparison
The maximum FCOTX drawdown since its inception was -17.83%, which is greater than WTCOX's maximum drawdown of -13.61%. Use the drawdown chart below to compare losses from any high point for FCOTX and WTCOX.
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Drawdown Indicators
| FCOTX | WTCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.83% | -13.61% | -4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -2.38% | -1.52% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -6.14% | -3.51% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -15.37% | -13.55% | -1.82% |
Max Drawdown (10Y)Largest decline over 10 years | -15.40% | -13.61% | -1.79% |
Current DrawdownCurrent decline from peak | -1.69% | -1.05% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -1.62% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.47% | +0.24% |
Volatility
FCOTX vs. WTCOX - Volatility Comparison
Nuveen Colorado Municipal Bond Fund (FCOTX) has a higher volatility of 0.86% compared to Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) at 0.65%. This indicates that FCOTX'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.
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Volatility by Period
| FCOTX | WTCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 0.65% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.14% | 1.32% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.75% | 1.61% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.17% | 2.88% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.29% | 3.16% | +1.13% |
FCOTX vs. WTCOX - Expense Ratio Comparison
FCOTX has a 0.77% expense ratio, which is higher than WTCOX's 0.65% expense ratio.
Dividends
FCOTX vs. WTCOX - Dividend Comparison
FCOTX's dividend yield for the trailing twelve months is around 3.04%, less than WTCOX's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCOTX Nuveen Colorado Municipal Bond Fund | 3.04% | 3.55% | 3.44% | 3.10% | 2.59% | 1.77% | 2.27% | 2.92% | 3.30% | 3.15% | 3.39% | 3.63% |
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | 3.54% | 3.41% | 3.43% | 3.11% | 2.91% | 2.20% | 2.71% | 3.48% | 3.06% | 2.80% | 2.98% | 2.70% |
Frequently Asked Questions
FCOTX and WTCOX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCOTX has higher volatility (0.86%) compared to WTCOX (0.65%). In terms of maximum drawdown, FCOTX dropped -17.83% vs WTCOX's -13.61%.
WTCOX currently has the higher Sharpe Ratio (2.60 vs 2.31), 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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