WTCOX vs. FGNSX
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. FGNSX is managed by Fidelity. It was launched on Dec 27, 2017.
Performance
WTCOX vs. FGNSX - Performance Comparison
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WTCOX vs. FGNSX - 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% | 0.00% |
FGNSX Strategic Advisers Tax-Sensitive Short Duration Fund | -0.10% | 3.08% | 3.47% | 3.56% | -0.36% | 0.14% | 1.04% | 2.11% | 1.47% | -0.10% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.02% return, which is significantly higher than FGNSX's -0.10% 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%
FGNSX
- 1D
- 0.00%
- 1M
- -0.40%
- YTD
- -0.10%
- 6M
- 0.34%
- 1Y
- 1.98%
- 3Y*
- 2.99%
- 5Y*
- 1.93%
- 10Y*
- —
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WTCOX vs. FGNSX - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is higher than FGNSX's 0.07% expense ratio.
Return for Risk
WTCOX vs. FGNSX — Risk / Return Rank
WTCOX
FGNSX
WTCOX vs. FGNSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX). 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 | FGNSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.64 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.92 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.07 | -0.01 |
Martin ratioReturn relative to average drawdown | 3.72 | 2.74 | +0.98 |
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 | FGNSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.64 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.98 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 1.06 | +0.04 |
Correlation
The correlation between WTCOX and FGNSX is 0.37, 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. FGNSX - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.19%, more than FGNSX's 1.86% 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% |
FGNSX Strategic Advisers Tax-Sensitive Short Duration Fund | 1.86% | 2.63% | 3.31% | 2.57% | 0.84% | 0.34% | 0.83% | 1.79% | 1.36% | 0.00% | 0.00% | 0.00% |
Drawdowns
WTCOX vs. FGNSX - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, which is greater than FGNSX's maximum drawdown of -2.35%. Use the drawdown chart below to compare losses from any high point for WTCOX and FGNSX.
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Drawdown Indicators
| WTCOX | FGNSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -2.35% | -11.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -2.35% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -2.35% | -11.26% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | — | — |
Current DrawdownCurrent decline from peak | -1.52% | -0.50% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -0.25% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.92% | -0.05% |
Volatility
WTCOX vs. FGNSX - Volatility Comparison
Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) has a higher volatility of 0.74% compared to Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) at 0.23%. This indicates that WTCOX's price experiences larger fluctuations and is considered to be riskier than FGNSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | FGNSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 0.23% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 1.07% | 0.66% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 3.85% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 2.04% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 1.66% | +1.50% |