WTCOX vs. LSMSX
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Western Asset SMASh Series TF Fund (LSMSX).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. LSMSX is managed by Franklin Templeton. It was launched on Dec 22, 2015.
Performance
WTCOX vs. LSMSX - Performance Comparison
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WTCOX vs. LSMSX - 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% | 4.52% |
LSMSX Western Asset SMASh Series TF Fund | -0.27% | 3.22% | 2.22% | 7.96% | -10.03% | 4.11% | 4.48% | 8.16% | 0.46% | 4.92% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.21% return, which is significantly higher than LSMSX's -0.27% 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%
LSMSX
- 1D
- 0.21%
- 1M
- -2.62%
- YTD
- -0.27%
- 6M
- 1.22%
- 1Y
- 3.63%
- 3Y*
- 3.26%
- 5Y*
- 1.12%
- 10Y*
- —
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WTCOX vs. LSMSX - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is higher than LSMSX's 0.01% expense ratio.
Return for Risk
WTCOX vs. LSMSX — Risk / Return Rank
WTCOX
LSMSX
WTCOX vs. LSMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Western Asset SMASh Series TF Fund (LSMSX). 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 | LSMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.67 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.89 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.20 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.71 | +0.35 |
Martin ratioReturn relative to average drawdown | 3.74 | 1.98 | +1.76 |
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 | LSMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.67 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.25 | -0.18 |
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 | 0.58 | +0.51 |
Correlation
The correlation between WTCOX and LSMSX 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. LSMSX - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.20%, less than LSMSX's 3.97% 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% |
LSMSX Western Asset SMASh Series TF Fund | 3.97% | 3.83% | 4.30% | 3.37% | 2.38% | 2.73% | 2.33% | 2.55% | 2.34% | 0.90% | 0.00% | 0.00% |
Drawdowns
WTCOX vs. LSMSX - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, smaller than the maximum LSMSX drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for WTCOX and LSMSX.
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Drawdown Indicators
| WTCOX | LSMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -15.00% | +1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -6.21% | +3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -15.00% | +1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | — | — |
Current DrawdownCurrent decline from peak | -1.71% | -2.62% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -2.88% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 2.21% | -1.34% |
Volatility
WTCOX vs. LSMSX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.70%, while Western Asset SMASh Series TF Fund (LSMSX) has a volatility of 1.10%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than LSMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | LSMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 1.10% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 1.05% | 1.60% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 5.78% | -2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 4.44% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 4.52% | -1.36% |