WTCOX vs. ABHYX
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and American Century High-Yield Municipal Fund (ABHYX).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. ABHYX is managed by American Century. It was launched on Mar 30, 1998.
Performance
WTCOX vs. ABHYX - Performance Comparison
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WTCOX vs. ABHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | -0.02% | 3.29% | 2.39% | 5.03% | -10.64% | 1.87% | 5.09% | 7.14% | 0.69% | 5.12% |
ABHYX American Century High-Yield Municipal Fund | -0.31% | 3.77% | 6.16% | 5.90% | -13.90% | 5.61% | 4.68% | 9.72% | 1.48% | 9.27% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.02% return, which is significantly higher than ABHYX's -0.31% return. Over the past 10 years, WTCOX has underperformed ABHYX with an annualized return of 1.72%, while ABHYX has yielded a comparatively higher 2.85% annualized return.
WTCOX
- 1D
- 0.19%
- 1M
- -1.34%
- YTD
- -0.02%
- 6M
- 1.28%
- 1Y
- 2.85%
- 3Y*
- 3.04%
- 5Y*
- 0.23%
- 10Y*
- 1.72%
ABHYX
- 1D
- 0.35%
- 1M
- -2.26%
- YTD
- -0.31%
- 6M
- 1.15%
- 1Y
- 3.29%
- 3Y*
- 4.41%
- 5Y*
- 0.88%
- 10Y*
- 2.85%
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WTCOX vs. ABHYX - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is higher than ABHYX's 0.59% expense ratio.
Return for Risk
WTCOX vs. ABHYX — Risk / Return Rank
WTCOX
ABHYX
WTCOX vs. ABHYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and American Century High-Yield Municipal Fund (ABHYX). 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.
| WTCOX | ABHYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.60 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.83 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.17 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.72 | +0.34 |
Martin ratioReturn relative to average drawdown | 3.72 | 2.19 | +1.52 |
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
| WTCOX | ABHYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.60 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.18 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.58 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 1.03 | +0.07 |
Correlation
The correlation between WTCOX and ABHYX is 0.71, 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
WTCOX vs. ABHYX - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.19%, less than ABHYX's 4.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | 3.19% | 3.41% | 3.43% | 3.11% | 2.91% | 2.20% | 2.71% | 3.48% | 3.06% | 2.80% | 2.98% | 2.70% |
ABHYX American Century High-Yield Municipal Fund | 4.82% | 5.11% | 4.96% | 4.02% | 2.77% | 3.50% | 3.35% | 4.08% | 3.90% | 3.61% | 3.61% | 3.91% |
Drawdowns
WTCOX vs. ABHYX - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, smaller than the maximum ABHYX drawdown of -26.34%. Use the drawdown chart below to compare losses from any high point for WTCOX and ABHYX.
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Drawdown Indicators
| WTCOX | ABHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -26.34% | +12.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -6.09% | +3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -18.54% | +4.93% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | -18.54% | +4.93% |
Current DrawdownCurrent decline from peak | -1.52% | -2.59% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -3.12% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 1.99% | -1.12% |
Volatility
WTCOX vs. ABHYX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.74%, while American Century High-Yield Municipal Fund (ABHYX) has a volatility of 1.33%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than ABHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | ABHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 1.33% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 1.07% | 2.09% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 6.17% | -3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 4.90% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 4.96% | -1.80% |