FCOTX vs. WTCOX
Compare and contrast key facts about Nuveen Colorado Municipal Bond Fund (FCOTX) and Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX).
FCOTX is managed by Nuveen. It was launched on May 3, 1987. WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991.
Performance
FCOTX vs. WTCOX - Performance Comparison
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FCOTX vs. WTCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCOTX Nuveen Colorado Municipal Bond Fund | -0.61% | 2.53% | 2.07% | 6.71% | -9.92% | 1.52% | 5.31% | 7.70% | 0.87% | 5.79% |
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | -0.21% | 3.29% | 2.39% | 5.03% | -10.64% | 1.87% | 5.09% | 7.14% | 0.69% | 5.12% |
Returns By Period
In the year-to-date period, FCOTX achieves a -0.61% return, which is significantly lower than WTCOX's -0.21% return. Over the past 10 years, FCOTX has outperformed WTCOX with an annualized return of 1.94%, while WTCOX has yielded a comparatively lower 1.70% annualized return.
FCOTX
- 1D
- 0.20%
- 1M
- -2.18%
- YTD
- -0.61%
- 6M
- 1.00%
- 1Y
- 2.56%
- 3Y*
- 2.67%
- 5Y*
- 0.43%
- 10Y*
- 1.94%
WTCOX
- 1D
- 0.10%
- 1M
- -1.71%
- YTD
- -0.21%
- 6M
- 1.08%
- 1Y
- 2.85%
- 3Y*
- 2.98%
- 5Y*
- 0.22%
- 10Y*
- 1.70%
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FCOTX vs. WTCOX - Expense Ratio Comparison
FCOTX has a 0.77% expense ratio, which is higher than WTCOX's 0.65% expense ratio.
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.
| FCOTX | WTCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 1.09 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.41 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 1.06 | -0.47 |
Martin ratioReturn relative to average drawdown | 1.60 | 3.74 | -2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCOTX | WTCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.09 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.08 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.54 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.10 | +0.04 |
Correlation
The correlation between FCOTX and WTCOX is 0.77, 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.
Dividends
FCOTX vs. WTCOX - Dividend Comparison
FCOTX's dividend yield for the trailing twelve months is around 3.34%, more than WTCOX's 3.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCOTX Nuveen Colorado Municipal Bond Fund | 3.34% | 3.55% | 3.44% | 3.62% | 2.59% | 1.77% | 2.27% | 2.92% | 3.30% | 3.15% | 3.39% | 3.63% |
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | 3.20% | 3.41% | 3.43% | 3.11% | 2.91% | 2.20% | 2.71% | 3.48% | 3.06% | 2.80% | 2.98% | 2.70% |
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 | -5.17% | -3.07% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -15.40% | -13.61% | -1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -15.40% | -13.61% | -1.79% |
Current DrawdownCurrent decline from peak | -2.18% | -1.71% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -1.63% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 0.87% | +1.05% |
Volatility
FCOTX vs. WTCOX - Volatility Comparison
Nuveen Colorado Municipal Bond Fund (FCOTX) has a higher volatility of 1.05% compared to Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) at 0.70%. 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 | 1.05% | 0.70% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.64% | 1.05% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.06% | 2.81% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.12% | 2.87% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.28% | 3.16% | +1.12% |