WTCOX vs. SBEMX
WTCOX (Segall Bryant & Hamill Colorado Tax Free Fund) and SBEMX (Segall Bryant & Hamill Emerging Markets Fund) are both mutual funds - WTCOX is a Municipal Bonds fund managed by Segall Bryant & Hamill, while SBEMX is a Emerging Markets Equities fund managed by Segall Bryant & Hamill. Over the past 10 years, WTCOX returned 1.60%/yr vs 10.89%/yr for SBEMX. Their -0.02 correlation means they have often moved in opposite directions in the past. WTCOX charges 0.65%/yr vs 1.23%/yr for SBEMX.
Performance
WTCOX vs. SBEMX - Performance Comparison
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Returns By Period
In the year-to-date period, WTCOX achieves a 0.77% return, which is significantly lower than SBEMX's 18.97% return. Over the past 10 years, WTCOX has underperformed SBEMX with an annualized return of 1.60%, while SBEMX has yielded a comparatively higher 10.89% annualized return.
WTCOX
- 1D
- 0.10%
- 1M
- -1.05%
- 6M
- 0.18%
- YTD
- 0.77%
- 1Y
- 3.76%
- 3Y*
- 3.45%
- 5Y*
- -0.02%
- 10Y*
- 1.60%
- ALL TIME*
- 3.76%
SBEMX
- 1D
- 1.15%
- 1M
- -1.26%
- 6M
- 8.49%
- YTD
- 18.97%
- 1Y
- 36.72%
- 3Y*
- 24.86%
- 5Y*
- 12.29%
- 10Y*
- 10.89%
- ALL TIME*
- 6.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WTCOX vs. SBEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | 0.77% | 3.29% | 2.39% | 5.03% | -10.64% | 1.87% | 5.09% | 7.14% | 0.69% | 5.12% |
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 18.97% | 35.14% | 13.83% | 20.64% | -16.04% | 5.46% | 7.17% | 18.83% | -17.07% | 36.08% |
Correlation
The correlation between WTCOX and SBEMX is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | -0.02 |
The correlation between WTCOX and SBEMX shifts across timeframes, from -0.02 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WTCOX vs. SBEMX — Risk / Return Rank
WTCOX
SBEMX
WTCOX vs. SBEMX - 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 Emerging Markets Fund (SBEMX). 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 | SBEMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.32 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.52 | +0.03 |
| Martin ratioReturn relative to average drawdown | 8.09 | 8.22 | -0.13 |
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Drawdowns
WTCOX vs. SBEMX - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, smaller than the maximum SBEMX drawdown of -41.05%. Use the drawdown chart below to compare losses from any high point for WTCOX and SBEMX.
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Drawdown Indicators
| WTCOX | SBEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -41.05% | +27.44% |
Max Drawdown (1Y)Largest decline over 1 year | -1.52% | -15.29% | +13.77% |
Max Drawdown (3Y)Largest decline over 3 years | -3.51% | -15.29% | +11.78% |
Max Drawdown (5Y)Largest decline over 5 years | -13.53% | -28.51% | +14.98% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | -41.05% | +27.44% |
Current DrawdownCurrent decline from peak | -1.05% | -9.76% | +8.71% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -12.39% | +10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.48% | 4.67% | -4.19% |
Volatility
WTCOX vs. SBEMX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.65%, while Segall Bryant & Hamill Emerging Markets Fund (SBEMX) has a volatility of 10.10%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than SBEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | SBEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 10.10% | -9.45% |
Volatility (6M)Calculated over the trailing 6-month period | 1.32% | 21.51% | -20.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.61% | 23.08% | -21.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.88% | 16.81% | -13.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 17.10% | -13.94% |
WTCOX vs. SBEMX - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is lower than SBEMX's 1.23% expense ratio.
Dividends
WTCOX vs. SBEMX - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.54%, more than SBEMX's 2.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBEMX Segall Bryant & Hamill Emerging Markets Fund | 2.32% | 2.76% | 6.69% | 5.59% | 4.19% | 5.38% | 1.77% | 2.61% | 3.32% | 4.89% | 2.09% | 4.06% |
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | 3.54% | 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
WTCOX and SBEMX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBEMX has higher volatility (10.10%) compared to WTCOX (0.65%). In terms of maximum drawdown, WTCOX dropped -13.61% vs SBEMX's -41.05%.
WTCOX currently has the higher Sharpe Ratio (2.42 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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