SBEMX vs. WTCOX
SBEMX (Segall Bryant & Hamill Emerging Markets Fund) and WTCOX (Segall Bryant & Hamill Colorado Tax Free Fund) are both mutual funds - SBEMX is a Emerging Markets Equities fund managed by Segall Bryant & Hamill, while WTCOX is a Municipal Bonds fund managed by Segall Bryant & Hamill. Over the past 10 years, SBEMX returned 10.76%/yr vs 1.58%/yr for WTCOX. Their -0.02 correlation means they have often moved in opposite directions in the past. SBEMX charges 1.23%/yr vs 0.65%/yr for WTCOX.
Performance
SBEMX vs. WTCOX - Performance Comparison
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Returns By Period
In the year-to-date period, SBEMX achieves a 16.68% return, which is significantly higher than WTCOX's 0.77% return. Over the past 10 years, SBEMX has outperformed WTCOX with an annualized return of 10.76%, while WTCOX has yielded a comparatively lower 1.58% annualized return.
SBEMX
- 1D
- 4.47%
- 1M
- -3.16%
- 6M
- 7.07%
- YTD
- 16.68%
- 1Y
- 35.63%
- 3Y*
- 22.84%
- 5Y*
- 12.17%
- 10Y*
- 10.76%
- ALL TIME*
- 6.79%
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 |
SBEMX vs. WTCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 16.68% | 35.14% | 13.83% | 20.64% | -16.04% | 5.46% | 7.17% | 18.83% | -17.07% | 36.08% |
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 SBEMX and WTCOX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | -0.02 |
The correlation between SBEMX and WTCOX shifts across timeframes, from -0.02 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SBEMX vs. WTCOX — Risk / Return Rank
SBEMX
WTCOX
SBEMX vs. WTCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Emerging Markets Fund (SBEMX) 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.
| SBEMX | WTCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.65 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.75 | -0.57 |
| Martin ratioReturn relative to average drawdown | 7.26 | 8.91 | -1.65 |
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Drawdowns
SBEMX vs. WTCOX - Drawdown Comparison
The maximum SBEMX drawdown since its inception was -41.05%, which is greater than WTCOX's maximum drawdown of -13.61%. Use the drawdown chart below to compare losses from any high point for SBEMX and WTCOX.
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Drawdown Indicators
| SBEMX | WTCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -13.61% | -27.44% |
Max Drawdown (1Y)Largest decline over 1 year | -15.29% | -1.52% | -13.77% |
Max Drawdown (3Y)Largest decline over 3 years | -15.29% | -3.51% | -11.78% |
Max Drawdown (5Y)Largest decline over 5 years | -28.51% | -13.55% | -14.96% |
Max Drawdown (10Y)Largest decline over 10 years | -41.05% | -13.61% | -27.44% |
Current DrawdownCurrent decline from peak | -11.50% | -1.05% | -10.45% |
Average DrawdownAverage peak-to-trough decline | -12.39% | -1.62% | -10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 0.47% | +4.11% |
Volatility
SBEMX vs. WTCOX - Volatility Comparison
Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a higher volatility of 10.67% compared to Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) at 0.65%. This indicates that SBEMX'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
| SBEMX | WTCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 0.65% | +10.02% |
Volatility (6M)Calculated over the trailing 6-month period | 21.52% | 1.32% | +20.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 1.61% | +21.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 2.88% | +13.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 3.16% | +13.94% |
SBEMX vs. WTCOX - Expense Ratio Comparison
SBEMX has a 1.23% expense ratio, which is higher than WTCOX's 0.65% expense ratio.
Dividends
SBEMX vs. WTCOX - Dividend Comparison
SBEMX's dividend yield for the trailing twelve months is around 2.36%, less than WTCOX's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 2.36% | 2.76% | 6.69% | 5.59% | 4.19% | 5.38% | 1.77% | 2.61% | 3.32% | 4.89% | 2.09% | 4.06% |
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
SBEMX and WTCOX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBEMX has higher volatility (10.67%) compared to WTCOX (0.65%). In terms of maximum drawdown, SBEMX dropped -41.05% vs WTCOX's -13.61%.
WTCOX currently has the higher Sharpe Ratio (2.60 vs 1.45), 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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