WTCOX vs. SBAPX

Last updated Jun 23, 2026

WTCOX (Segall Bryant & Hamill Colorado Tax Free Fund) and SBAPX (Segall Bryant & Hamill Short Term Plus Fund) are both mutual funds - WTCOX is a Municipal Bonds fund managed by Segall Bryant & Hamill, while SBAPX is a Short-Term Bond fund managed by Segall Bryant & Hamill. At a 0.35 correlation, their price movements are largely independent. WTCOX charges 0.65%/yr vs 0.68%/yr for SBAPX.

Performance

WTCOX vs. SBAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Segall Bryant & Hamill Short Term Plus Fund (SBAPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WTCOX

• 1D: 0.10%
• 1M: 1.07%
• YTD: 1.54%
• 6M: 1.76%
• 1Y: 5.05%
• 3Y*: 3.60%
• 5Y*: 0.26%
• 10Y*: 1.72%

SBAPX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTCOX vs. SBAPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund	1.54%	3.29%	2.39%	5.03%	-10.64%	1.87%	5.09%	7.14%	0.62%
SBAPX Segall Bryant & Hamill Short Term Plus Fund	0.05%	5.65%	5.17%	5.17%	-1.98%	-0.05%	2.19%	3.62%	0.20%

Correlation

The correlation between WTCOX and SBAPX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018	0.35

Return for Risk

WTCOX vs. SBAPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTCOX

WTCOX Risk / Return Rank: 86
WTCOX Sharpe Ratio Rank: 97
WTCOX Sortino Ratio Rank: 97
WTCOX Omega Ratio Rank: 97
WTCOX Calmar Ratio Rank: 78
WTCOX Martin Ratio Rank: 62

SBAPX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTCOX vs. SBAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Segall Bryant & Hamill Short Term Plus Fund (SBAPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WTCOX	SBAPX	Difference
Sharpe ratio: Return per unit of total volatility	3.40	—	—
Sortino ratio: Return per unit of downside risk	5.20	—	—
Omega ratio: Gain probability vs. loss probability	1.91	—	—
Calmar ratio: Return relative to maximum drawdown	3.33	—	—
Martin ratio: Return relative to average drawdown	11.46	—	—

Drawdowns

Drawdown Indicators

	WTCOX	SBAPX	Difference
Max Drawdown Largest peak-to-trough decline	-13.61%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-1.52%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-4.26%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.61%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-13.61%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-1.62%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.44%	—	—

Volatility

Volatility by Period

	WTCOX	SBAPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.38%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.18%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.49%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.87%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.16%	—	—

WTCOX vs. SBAPX - Expense Ratio Comparison

WTCOX has a 0.65% expense ratio, which is lower than SBAPX's 0.68% expense ratio.

Dividends

WTCOX vs. SBAPX - Dividend Comparison

WTCOX's dividend yield for the trailing twelve months is around 3.46%, less than SBAPX's 3.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SBAPX Segall Bryant & Hamill Short Term Plus Fund	3.72%	4.70%	4.24%	2.48%	0.93%	0.84%	1.65%	2.65%	0.00%	0.00%	0.00%	0.00%
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund	3.46%	3.41%	3.43%	3.11%	2.91%	2.20%	2.71%	3.48%	3.06%	2.80%	2.98%	2.70%

Frequently Asked Questions

Can I hold both WTCOX and SBAPX in my portfolio?

WTCOX and SBAPX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.