WTCOX vs. ATOIX
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and abrdn Ultra Short Municipal Income Fund (ATOIX).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. ATOIX is managed by Aberdeen. It was launched on Dec 4, 2002.
Performance
WTCOX vs. ATOIX - Performance Comparison
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WTCOX vs. ATOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ATOIX abrdn Ultra Short Municipal Income Fund | 0.35% | 3.33% | 3.14% | 3.27% | 0.87% | -0.04% | 0.88% | 1.40% | 1.54% | 2.24% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.21% return, which is significantly lower than ATOIX's 0.35% return. Both investments have delivered pretty close results over the past 10 years, with WTCOX having a 1.70% annualized return and ATOIX not far ahead at 1.73%.
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%
ATOIX
- 1D
- 0.00%
- 1M
- -0.10%
- YTD
- 0.35%
- 6M
- 1.37%
- 1Y
- 2.95%
- 3Y*
- 3.07%
- 5Y*
- 2.17%
- 10Y*
- 1.73%
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WTCOX vs. ATOIX - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is higher than ATOIX's 0.44% expense ratio.
Return for Risk
WTCOX vs. ATOIX — Risk / Return Rank
WTCOX
ATOIX
WTCOX vs. ATOIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and abrdn Ultra Short Municipal Income Fund (ATOIX). 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 | ATOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 3.51 | -2.42 |
Sortino ratioReturn per unit of downside risk | 1.41 | 18.38 | -16.97 |
Omega ratioGain probability vs. loss probability | 1.31 | 11.59 | -10.28 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 32.23 | -31.17 |
Martin ratioReturn relative to average drawdown | 3.74 | 93.42 | -89.68 |
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 | ATOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 3.51 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 2.69 | -2.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 2.24 | -1.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 2.45 | -1.36 |
Correlation
The correlation between WTCOX and ATOIX is 0.19, 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
WTCOX vs. ATOIX - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.20%, more than ATOIX's 2.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ATOIX abrdn Ultra Short Municipal Income Fund | 2.90% | 3.27% | 3.09% | 3.02% | 1.07% | 0.06% | 0.88% | 1.39% | 1.42% | 2.20% | 0.61% | 0.52% |
Drawdowns
WTCOX vs. ATOIX - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, which is greater than ATOIX's maximum drawdown of -1.46%. Use the drawdown chart below to compare losses from any high point for WTCOX and ATOIX.
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Drawdown Indicators
| WTCOX | ATOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -1.46% | -12.15% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -0.10% | -2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -0.37% | -13.24% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | -0.43% | -13.18% |
Current DrawdownCurrent decline from peak | -1.71% | -0.10% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -0.06% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.03% | +0.84% |
Volatility
WTCOX vs. ATOIX - Volatility Comparison
Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) has a higher volatility of 0.70% compared to abrdn Ultra Short Municipal Income Fund (ATOIX) at 0.10%. This indicates that WTCOX's price experiences larger fluctuations and is considered to be riskier than ATOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | ATOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.10% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 1.05% | 0.65% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 0.92% | +1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 0.81% | +2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 0.78% | +2.38% |