PortfoliosLab logoPortfoliosLab logo
WITAX vs. NMTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WITAX vs. NMTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Municipal Opportunities Fund (WITAX) and Nuveen Municipal Total Return Managed Accounts (NMTRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WITAX vs. NMTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WITAX
Segall Bryant & Hamill Municipal Opportunities Fund
0.14%5.32%3.09%5.50%-11.11%2.87%6.71%7.20%1.46%8.57%
NMTRX
Nuveen Municipal Total Return Managed Accounts
-0.12%3.90%1.99%6.21%-11.98%2.69%5.25%9.26%1.06%7.41%

Returns By Period

In the year-to-date period, WITAX achieves a 0.14% return, which is significantly higher than NMTRX's -0.12% return.


WITAX

1D
0.21%
1M
-1.42%
YTD
0.14%
6M
1.57%
1Y
4.35%
3Y*
4.12%
5Y*
0.95%
10Y*

NMTRX

1D
0.20%
1M
-1.97%
YTD
-0.12%
6M
1.65%
1Y
3.78%
3Y*
3.22%
5Y*
0.38%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WITAX vs. NMTRX - Expense Ratio Comparison

WITAX has a 0.50% expense ratio, which is higher than NMTRX's 0.05% expense ratio.


Return for Risk

WITAX vs. NMTRX — Risk / Return Rank

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

WITAX
WITAX Risk / Return Rank: 7272
Overall Rank
WITAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WITAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
WITAX Omega Ratio Rank: 9090
Omega Ratio Rank
WITAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
WITAX Martin Ratio Rank: 5252
Martin Ratio Rank

NMTRX
NMTRX Risk / Return Rank: 3131
Overall Rank
NMTRX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
NMTRX Sortino Ratio Rank: 2727
Sortino Ratio Rank
NMTRX Omega Ratio Rank: 4848
Omega Ratio Rank
NMTRX Calmar Ratio Rank: 2727
Calmar Ratio Rank
NMTRX Martin Ratio Rank: 2121
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.

WITAX vs. NMTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Municipal Opportunities Fund (WITAX) and Nuveen Municipal Total Return Managed Accounts (NMTRX). 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.


WITAXNMTRXDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.84

+0.77

Sortino ratio

Return per unit of downside risk

2.09

1.16

+0.94

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.20

Calmar ratio

Return relative to maximum drawdown

1.66

0.99

+0.67

Martin ratio

Return relative to average drawdown

6.08

2.89

+3.19

WITAX vs. NMTRX - Sharpe Ratio Comparison

The current WITAX Sharpe Ratio is 1.61, which is higher than the NMTRX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of WITAX and NMTRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WITAXNMTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.84

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.10

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.97

+0.02

Correlation

The correlation between WITAX and NMTRX 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

WITAX vs. NMTRX - Dividend Comparison

WITAX's dividend yield for the trailing twelve months is around 3.21%, less than NMTRX's 4.19% yield.


TTM20252024202320222021202020192018201720162015
WITAX
Segall Bryant & Hamill Municipal Opportunities Fund
3.21%3.49%3.68%3.61%3.17%2.75%3.30%4.19%3.56%3.76%0.00%0.00%
NMTRX
Nuveen Municipal Total Return Managed Accounts
4.19%4.46%3.55%3.67%3.28%2.73%2.92%3.20%3.47%3.28%3.71%3.91%

Drawdowns

WITAX vs. NMTRX - Drawdown Comparison

The maximum WITAX drawdown since its inception was -13.87%, smaller than the maximum NMTRX drawdown of -16.36%. Use the drawdown chart below to compare losses from any high point for WITAX and NMTRX.


Loading graphics...

Drawdown Indicators


WITAXNMTRXDifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

-16.36%

+2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-4.75%

+1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-13.87%

-16.36%

+2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-16.36%

Current Drawdown

Current decline from peak

-1.62%

-2.25%

+0.63%

Average Drawdown

Average peak-to-trough decline

-2.97%

-2.93%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.62%

-0.83%

Volatility

WITAX vs. NMTRX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Municipal Opportunities Fund (WITAX) is 0.82%, while Nuveen Municipal Total Return Managed Accounts (NMTRX) has a volatility of 1.07%. This indicates that WITAX experiences smaller price fluctuations and is considered to be less risky than NMTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WITAXNMTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

1.07%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

1.82%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

2.86%

4.93%

-2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.88%

3.97%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.12%

4.38%

-1.26%