WTCOX vs. NMI
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Nuveen Municipal Income Fund, Inc. (NMI).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. NMI is managed by Nuveen. It was launched on Apr 20, 1998.
Performance
WTCOX vs. NMI - Performance Comparison
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WTCOX vs. NMI - 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% | 5.12% |
NMI Nuveen Municipal Income Fund, Inc. | 6.43% | 10.52% | 7.03% | 1.90% | -15.09% | 3.86% | 4.70% | 16.02% | -8.07% | 7.49% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.21% return, which is significantly lower than NMI's 6.43% return. Over the past 10 years, WTCOX has underperformed NMI with an annualized return of 1.70%, while NMI has yielded a comparatively higher 2.38% annualized 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%
NMI
- 1D
- 5.56%
- 1M
- 5.32%
- YTD
- 6.43%
- 6M
- 7.87%
- 1Y
- 11.18%
- 3Y*
- 8.47%
- 5Y*
- 2.21%
- 10Y*
- 2.38%
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WTCOX vs. NMI - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is lower than NMI's 0.72% expense ratio.
Return for Risk
WTCOX vs. NMI — Risk / Return Rank
WTCOX
NMI
WTCOX vs. NMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Nuveen Municipal Income Fund, Inc. (NMI). 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 | NMI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.93 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.64 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.43 | -0.37 |
Martin ratioReturn relative to average drawdown | 3.74 | 2.89 | +0.85 |
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 | NMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.93 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.16 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.16 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.34 | +0.76 |
Correlation
The correlation between WTCOX and NMI is 0.15, 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. NMI - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.20%, less than NMI's 4.36% 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% |
NMI Nuveen Municipal Income Fund, Inc. | 4.36% | 4.59% | 4.63% | 4.04% | 3.51% | 3.22% | 3.53% | 4.15% | 5.12% | 4.21% | 4.45% | 4.28% |
Drawdowns
WTCOX vs. NMI - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, smaller than the maximum NMI drawdown of -28.92%. Use the drawdown chart below to compare losses from any high point for WTCOX and NMI.
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Drawdown Indicators
| WTCOX | NMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -28.92% | +15.31% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -8.71% | +5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -28.92% | +15.31% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | -28.92% | +15.31% |
Current DrawdownCurrent decline from peak | -1.71% | 0.00% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -5.93% | +4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 4.31% | -3.44% |
Volatility
WTCOX vs. NMI - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.70%, while Nuveen Municipal Income Fund, Inc. (NMI) has a volatility of 5.73%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than NMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | NMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 5.73% | -5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 1.05% | 7.38% | -6.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 12.13% | -9.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 13.58% | -10.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 14.60% | -11.44% |