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WISGX vs. WTCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WISGX vs. WTCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Small Cap Growth Fund (WISGX) and Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX). The values are adjusted to include any dividend payments, if applicable.

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WISGX vs. WTCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WISGX
Segall Bryant & Hamill Small Cap Growth Fund
-2.24%6.85%15.75%18.32%-32.48%11.79%57.84%28.67%3.03%26.05%
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, WISGX achieves a -2.24% return, which is significantly lower than WTCOX's -0.21% return. Over the past 10 years, WISGX has outperformed WTCOX with an annualized return of 12.62%, while WTCOX has yielded a comparatively lower 1.70% annualized return.


WISGX

1D
-1.98%
1M
-9.91%
YTD
-2.24%
6M
0.58%
1Y
17.66%
3Y*
9.91%
5Y*
1.06%
10Y*
12.62%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WISGX vs. WTCOX - Expense Ratio Comparison

WISGX has a 0.87% expense ratio, which is higher than WTCOX's 0.65% expense ratio.


Return for Risk

WISGX vs. WTCOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WISGX
WISGX Risk / Return Rank: 3333
Overall Rank
WISGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
WISGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
WISGX Omega Ratio Rank: 2828
Omega Ratio Rank
WISGX Calmar Ratio Rank: 3939
Calmar Ratio Rank
WISGX Martin Ratio Rank: 3838
Martin Ratio Rank

WTCOX
WTCOX Risk / Return Rank: 5353
Overall Rank
WTCOX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
WTCOX Sortino Ratio Rank: 5050
Sortino Ratio Rank
WTCOX Omega Ratio Rank: 8080
Omega Ratio Rank
WTCOX Calmar Ratio Rank: 4141
Calmar Ratio Rank
WTCOX Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WISGX vs. WTCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Small Cap Growth Fund (WISGX) 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.


WISGXWTCOXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.09

-0.39

Sortino ratio

Return per unit of downside risk

1.13

1.41

-0.29

Omega ratio

Gain probability vs. loss probability

1.15

1.31

-0.17

Calmar ratio

Return relative to maximum drawdown

1.02

1.06

-0.04

Martin ratio

Return relative to average drawdown

3.98

3.74

+0.24

WISGX vs. WTCOX - Sharpe Ratio Comparison

The current WISGX Sharpe Ratio is 0.70, which is lower than the WTCOX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of WISGX 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.


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Sharpe Ratios by Period


WISGXWTCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.09

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.08

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.54

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.10

-0.68

Correlation

The correlation between WISGX and WTCOX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WISGX vs. WTCOX - Dividend Comparison

WISGX has not paid dividends to shareholders, while WTCOX's dividend yield for the trailing twelve months is around 3.20%.


TTM20252024202320222021202020192018201720162015
WISGX
Segall Bryant & Hamill Small Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%29.83%7.74%0.00%0.09%
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

WISGX vs. WTCOX - Drawdown Comparison

The maximum WISGX drawdown since its inception was -43.22%, which is greater than WTCOX's maximum drawdown of -13.61%. Use the drawdown chart below to compare losses from any high point for WISGX and WTCOX.


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Drawdown Indicators


WISGXWTCOXDifference

Max Drawdown

Largest peak-to-trough decline

-43.22%

-13.61%

-29.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-3.07%

-11.19%

Max Drawdown (5Y)

Largest decline over 5 years

-43.22%

-13.61%

-29.61%

Max Drawdown (10Y)

Largest decline over 10 years

-43.22%

-13.61%

-29.61%

Current Drawdown

Current decline from peak

-12.48%

-1.71%

-10.77%

Average Drawdown

Average peak-to-trough decline

-12.69%

-1.63%

-11.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

0.87%

+2.79%

Volatility

WISGX vs. WTCOX - Volatility Comparison

Segall Bryant & Hamill Small Cap Growth Fund (WISGX) has a higher volatility of 8.07% compared to Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) at 0.70%. This indicates that WISGX'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


WISGXWTCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

0.70%

+7.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.92%

1.05%

+13.87%

Volatility (1Y)

Calculated over the trailing 1-year period

24.02%

2.81%

+21.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.39%

2.87%

+21.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

3.16%

+20.73%