SBASX vs. WTCOX
Compare and contrast key facts about Segall Bryant & Hamill Small Cap Core Fund (SBASX) and Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX).
SBASX is managed by Segall Bryant & Hamill. It was launched on Dec 31, 2019. WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991.
Performance
SBASX vs. WTCOX - Performance Comparison
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SBASX vs. WTCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SBASX Segall Bryant & Hamill Small Cap Core Fund | -0.48% | 3.95% | 11.89% | 13.96% | -13.13% | 23.52% | 22.80% |
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | -0.21% | 3.29% | 2.39% | 5.03% | -10.64% | 1.87% | 5.09% |
Returns By Period
In the year-to-date period, SBASX achieves a -0.48% return, which is significantly lower than WTCOX's -0.21% return.
SBASX
- 1D
- -1.04%
- 1M
- -9.50%
- YTD
- -0.48%
- 6M
- 1.76%
- 1Y
- 13.53%
- 3Y*
- 8.71%
- 5Y*
- 4.92%
- 10Y*
- —
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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SBASX vs. WTCOX - Expense Ratio Comparison
SBASX has a 0.99% expense ratio, which is higher than WTCOX's 0.65% expense ratio.
Return for Risk
SBASX vs. WTCOX — Risk / Return Rank
SBASX
WTCOX
SBASX vs. WTCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Core Fund (SBASX) 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.
| SBASX | WTCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.09 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.41 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.31 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.06 | -0.21 |
Martin ratioReturn relative to average drawdown | 3.03 | 3.74 | -0.71 |
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
| SBASX | WTCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.09 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.08 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.10 | -0.68 |
Correlation
The correlation between SBASX and WTCOX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SBASX vs. WTCOX - Dividend Comparison
SBASX's dividend yield for the trailing twelve months is around 5.61%, more than WTCOX's 3.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBASX Segall Bryant & Hamill Small Cap Core Fund | 5.61% | 5.58% | 5.48% | 3.65% | 2.10% | 18.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
SBASX vs. WTCOX - Drawdown Comparison
The maximum SBASX drawdown since its inception was -34.34%, which is greater than WTCOX's maximum drawdown of -13.61%. Use the drawdown chart below to compare losses from any high point for SBASX and WTCOX.
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Drawdown Indicators
| SBASX | WTCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.34% | -13.61% | -20.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -3.07% | -9.79% |
Max Drawdown (5Y)Largest decline over 5 years | -26.56% | -13.61% | -12.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.61% | — |
Current DrawdownCurrent decline from peak | -11.44% | -1.71% | -9.73% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -1.63% | -6.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 0.87% | +2.73% |
Volatility
SBASX vs. WTCOX - Volatility Comparison
Segall Bryant & Hamill Small Cap Core Fund (SBASX) has a higher volatility of 6.66% compared to Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) at 0.70%. This indicates that SBASX'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
| SBASX | WTCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 0.70% | +5.96% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 1.05% | +11.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 2.81% | +18.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 2.87% | +16.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.29% | 3.16% | +19.13% |