WTCOX vs. MIY
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and BlackRock MuniYield Michigan Quality Fund (MIY).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. MIY is an actively managed fund by BlackRock. It was launched on Oct 30, 1992.
Performance
WTCOX vs. MIY - Performance Comparison
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WTCOX vs. MIY - 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% | 5.12% |
MIY BlackRock MuniYield Michigan Quality Fund | 3.67% | 11.24% | 3.48% | 6.60% | -24.10% | 10.04% | 7.27% | 19.51% | -6.71% | 8.86% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.02% return, which is significantly lower than MIY's 3.67% return. Over the past 10 years, WTCOX has underperformed MIY with an annualized return of 1.72%, while MIY has yielded a comparatively higher 3.02% annualized 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%
MIY
- 1D
- 1.09%
- 1M
- -4.49%
- YTD
- 3.67%
- 6M
- 8.86%
- 1Y
- 10.42%
- 3Y*
- 7.67%
- 5Y*
- 0.23%
- 10Y*
- 3.02%
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WTCOX vs. MIY - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is lower than MIY's 2.25% expense ratio.
Return for Risk
WTCOX vs. MIY — Risk / Return Rank
WTCOX
MIY
WTCOX vs. MIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and BlackRock MuniYield Michigan Quality Fund (MIY). 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 | MIY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.92 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.37 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.18 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.44 | -0.38 |
Martin ratioReturn relative to average drawdown | 3.72 | 3.89 | -0.17 |
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 | MIY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.92 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.02 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.26 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.37 | +0.73 |
Correlation
The correlation between WTCOX and MIY 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. MIY - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.19%, less than MIY's 5.45% 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% |
MIY BlackRock MuniYield Michigan Quality Fund | 5.45% | 5.57% | 5.21% | 3.86% | 5.70% | 4.38% | 4.23% | 4.27% | 5.27% | 5.46% | 5.85% | 5.66% |
Drawdowns
WTCOX vs. MIY - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, smaller than the maximum MIY drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for WTCOX and MIY.
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Drawdown Indicators
| WTCOX | MIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -42.19% | +28.58% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -8.12% | +5.05% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -34.59% | +20.98% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | -34.59% | +20.98% |
Current DrawdownCurrent decline from peak | -1.52% | -5.68% | +4.16% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -8.33% | +6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 3.01% | -2.14% |
Volatility
WTCOX vs. MIY - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.74%, while BlackRock MuniYield Michigan Quality Fund (MIY) has a volatility of 4.80%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than MIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | MIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 4.80% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 1.07% | 8.73% | -7.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 11.37% | -8.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 11.43% | -8.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 11.83% | -8.67% |