WTCOX vs. NRK
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Nuveen New York AMT Free Quality Municipal Income (NRK).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. NRK is an actively managed fund by Nuveen. It was launched on Nov 21, 2002.
Performance
WTCOX vs. NRK - Performance Comparison
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WTCOX vs. NRK - 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% |
NRK Nuveen New York AMT Free Quality Municipal Income | 4.26% | 4.74% | 5.93% | 7.03% | -21.84% | 6.24% | 4.08% | 21.43% | -5.98% | 6.16% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.02% return, which is significantly lower than NRK's 4.26% return. Over the past 10 years, WTCOX has underperformed NRK with an annualized return of 1.72%, while NRK has yielded a comparatively higher 2.54% 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%
NRK
- 1D
- 0.98%
- 1M
- -2.09%
- YTD
- 4.26%
- 6M
- 4.75%
- 1Y
- 8.11%
- 3Y*
- 5.97%
- 5Y*
- 0.06%
- 10Y*
- 2.54%
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WTCOX vs. NRK - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is lower than NRK's 2.16% expense ratio.
Return for Risk
WTCOX vs. NRK — Risk / Return Rank
WTCOX
NRK
WTCOX vs. NRK - 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 New York AMT Free Quality Municipal Income (NRK). 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 | NRK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.96 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.49 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.16 | -0.10 |
Martin ratioReturn relative to average drawdown | 3.72 | 2.62 | +1.09 |
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 | NRK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.96 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.01 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.25 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.29 | +0.81 |
Correlation
The correlation between WTCOX and NRK 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. NRK - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.19%, less than NRK's 8.03% 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% |
NRK Nuveen New York AMT Free Quality Municipal Income | 8.03% | 8.21% | 6.74% | 4.06% | 5.41% | 4.18% | 4.15% | 3.98% | 4.68% | 4.85% | 5.37% | 5.44% |
Drawdowns
WTCOX vs. NRK - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, smaller than the maximum NRK drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for WTCOX and NRK.
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Drawdown Indicators
| WTCOX | NRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -40.18% | +26.57% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -7.55% | +4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -31.06% | +17.45% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | -31.06% | +17.45% |
Current DrawdownCurrent decline from peak | -1.52% | -5.91% | +4.39% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -8.22% | +6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 3.33% | -2.46% |
Volatility
WTCOX vs. NRK - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.74%, while Nuveen New York AMT Free Quality Municipal Income (NRK) has a volatility of 3.50%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than NRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | NRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 3.50% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 1.07% | 5.50% | -4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 8.54% | -5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 9.76% | -6.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 10.28% | -7.12% |