WTCOX vs. FSMUX
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Strategic Advisers Municipal Bond Fund (FSMUX).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. FSMUX is managed by Fidelity. It was launched on Jun 24, 2021.
Performance
WTCOX vs. FSMUX - Performance Comparison
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WTCOX vs. FSMUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | -0.21% | 3.29% | 2.39% | 5.03% | -10.64% | 0.50% |
FSMUX Strategic Advisers Municipal Bond Fund | -1.13% | 3.14% | 2.99% | 6.78% | -11.25% | 0.39% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.21% return, which is significantly higher than FSMUX's -1.13% 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%
FSMUX
- 1D
- 0.11%
- 1M
- -2.56%
- YTD
- -1.13%
- 6M
- 0.12%
- 1Y
- 2.39%
- 3Y*
- 2.93%
- 5Y*
- —
- 10Y*
- —
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WTCOX vs. FSMUX - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is higher than FSMUX's 0.06% expense ratio.
Return for Risk
WTCOX vs. FSMUX — Risk / Return Rank
WTCOX
FSMUX
WTCOX vs. FSMUX - 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 Municipal Bond Fund (FSMUX). 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 | FSMUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.63 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.87 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.28 | +0.78 |
Martin ratioReturn relative to average drawdown | 3.74 | 0.78 | +2.96 |
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 | FSMUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.63 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | — | — |
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 | -0.00 | +1.10 |
Correlation
The correlation between WTCOX and FSMUX is 0.81, 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. FSMUX - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.20%, more than FSMUX's 2.35% 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% |
FSMUX Strategic Advisers Municipal Bond Fund | 2.35% | 3.26% | 3.74% | 3.18% | 2.14% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WTCOX vs. FSMUX - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, smaller than the maximum FSMUX drawdown of -16.27%. Use the drawdown chart below to compare losses from any high point for WTCOX and FSMUX.
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Drawdown Indicators
| WTCOX | FSMUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -16.27% | +2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -5.30% | +2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | — | — |
Current DrawdownCurrent decline from peak | -1.71% | -2.56% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -5.61% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 1.96% | -1.09% |
Volatility
WTCOX vs. FSMUX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.70%, while Strategic Advisers Municipal Bond Fund (FSMUX) has a volatility of 0.99%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than FSMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | FSMUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.99% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 1.05% | 2.12% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 6.65% | -3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 4.67% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 4.67% | -1.51% |