WTCOX vs. NQP
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Nuveen Pennsylvania Quality Municipal Income (NQP).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. NQP is an actively managed fund by Nuveen. It was launched on Feb 21, 1991.
Performance
WTCOX vs. NQP - Performance Comparison
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WTCOX vs. NQP - 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% |
NQP Nuveen Pennsylvania Quality Municipal Income | 2.31% | 15.46% | 2.70% | 7.44% | -21.95% | 7.75% | 7.08% | 21.21% | -2.28% | 5.96% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.21% return, which is significantly lower than NQP's 2.31% return. Over the past 10 years, WTCOX has underperformed NQP with an annualized return of 1.70%, while NQP has yielded a comparatively higher 3.35% 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%
NQP
- 1D
- 3.20%
- 1M
- -0.18%
- YTD
- 2.31%
- 6M
- 3.36%
- 1Y
- 15.31%
- 3Y*
- 8.00%
- 5Y*
- 1.69%
- 10Y*
- 3.35%
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WTCOX vs. NQP - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is lower than NQP's 1.27% expense ratio.
Return for Risk
WTCOX vs. NQP — Risk / Return Rank
WTCOX
NQP
WTCOX vs. NQP - 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 Pennsylvania Quality Municipal Income (NQP). 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 | NQP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.67 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.52 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 3.53 | -2.47 |
Martin ratioReturn relative to average drawdown | 3.74 | 9.67 | -5.93 |
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 | NQP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.67 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.17 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.31 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.41 | +0.69 |
Correlation
The correlation between WTCOX and NQP is 0.23, 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. NQP - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.20%, less than NQP's 7.85% 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% |
NQP Nuveen Pennsylvania Quality Municipal Income | 7.85% | 7.87% | 6.69% | 3.07% | 4.89% | 4.51% | 4.38% | 4.23% | 5.34% | 5.34% | 5.67% | 6.10% |
Drawdowns
WTCOX vs. NQP - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, smaller than the maximum NQP drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for WTCOX and NQP.
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Drawdown Indicators
| WTCOX | NQP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -41.87% | +28.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -4.63% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -32.41% | +18.80% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | -32.41% | +18.80% |
Current DrawdownCurrent decline from peak | -1.71% | -1.52% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -6.93% | +5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 1.69% | -0.82% |
Volatility
WTCOX vs. NQP - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.70%, while Nuveen Pennsylvania Quality Municipal Income (NQP) has a volatility of 4.14%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than NQP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | NQP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 4.14% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 1.05% | 5.42% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 9.26% | -6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 9.80% | -6.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 10.85% | -7.69% |