WTCOX vs. DCARX
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and DFA California Municipal Real Return Portfolio (DCARX).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. DCARX is managed by Dimensional. It was launched on Oct 31, 2017.
Performance
WTCOX vs. DCARX - Performance Comparison
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WTCOX vs. DCARX - 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% | 0.92% |
DCARX DFA California Municipal Real Return Portfolio | 1.09% | 2.64% | 3.16% | 2.63% | -1.06% | 6.21% | 2.35% | 5.08% | -0.46% | 1.16% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.21% return, which is significantly lower than DCARX's 1.09% return.
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%
DCARX
- 1D
- 0.04%
- 1M
- 0.42%
- YTD
- 1.09%
- 6M
- 1.13%
- 1Y
- 2.59%
- 3Y*
- 2.55%
- 5Y*
- 2.70%
- 10Y*
- —
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WTCOX vs. DCARX - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is higher than DCARX's 0.26% expense ratio.
Return for Risk
WTCOX vs. DCARX — Risk / Return Rank
WTCOX
DCARX
WTCOX vs. DCARX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and DFA California Municipal Real Return Portfolio (DCARX). 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 | DCARX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.19 | -1.10 |
Sortino ratioReturn per unit of downside risk | 1.41 | 3.19 | -1.78 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.61 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.89 | -1.83 |
Martin ratioReturn relative to average drawdown | 3.74 | 11.77 | -8.03 |
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 | DCARX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.19 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 1.21 | -1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.93 | +0.17 |
Correlation
The correlation between WTCOX and DCARX is 0.25, 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. DCARX - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.20%, less than DCARX's 3.41% 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% |
DCARX DFA California Municipal Real Return Portfolio | 3.41% | 3.11% | 3.52% | 1.84% | 0.90% | 0.78% | 1.12% | 1.43% | 1.27% | 0.09% | 0.00% | 0.00% |
Drawdowns
WTCOX vs. DCARX - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, which is greater than DCARX's maximum drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for WTCOX and DCARX.
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Drawdown Indicators
| WTCOX | DCARX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -12.27% | -1.34% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -0.93% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -4.79% | -8.82% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | — | — |
Current DrawdownCurrent decline from peak | -1.71% | -0.24% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -0.76% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.23% | +0.64% |
Volatility
WTCOX vs. DCARX - Volatility Comparison
Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) has a higher volatility of 0.70% compared to DFA California Municipal Real Return Portfolio (DCARX) at 0.52%. This indicates that WTCOX's price experiences larger fluctuations and is considered to be riskier than DCARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | DCARX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.52% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 1.05% | 0.72% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 1.28% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 2.25% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 2.93% | +0.23% |