WTCOX vs. TFCYX
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. TFCYX is managed by BlackRock. It was launched on Apr 21, 2016.
Performance
WTCOX vs. TFCYX - Performance Comparison
Loading graphics...
WTCOX vs. TFCYX - 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% |
TFCYX SEI Institutional Managed Trust Tax-Free Conservative Income Fund | 0.32% | 2.71% | 3.24% | 2.77% | 0.72% | 0.10% | 0.46% | 1.40% | 1.25% | 0.69% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.02% return, which is significantly lower than TFCYX's 0.32% 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%
TFCYX
- 1D
- 0.00%
- 1M
- -0.10%
- YTD
- 0.32%
- 6M
- 0.99%
- 1Y
- 2.34%
- 3Y*
- 2.75%
- 5Y*
- 1.95%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WTCOX vs. TFCYX - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is higher than TFCYX's 0.13% expense ratio.
Return for Risk
WTCOX vs. TFCYX — Risk / Return Rank
WTCOX
TFCYX
WTCOX vs. TFCYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX). 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 | TFCYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 3.02 | -1.93 |
Sortino ratioReturn per unit of downside risk | 1.41 | 8.81 | -7.40 |
Omega ratioGain probability vs. loss probability | 1.31 | 4.32 | -3.01 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 26.02 | -24.96 |
Martin ratioReturn relative to average drawdown | 3.72 | 68.88 | -65.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WTCOX | TFCYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 3.02 | -1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 1.61 | -1.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 1.61 | -0.51 |
Correlation
The correlation between WTCOX and TFCYX is 0.09, 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. TFCYX - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.19%, more than TFCYX's 2.31% 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% |
TFCYX SEI Institutional Managed Trust Tax-Free Conservative Income Fund | 2.31% | 2.68% | 3.19% | 2.63% | 0.72% | 0.00% | 0.46% | 1.39% | 1.24% | 0.68% | 0.00% | 0.00% |
Drawdowns
WTCOX vs. TFCYX - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, which is greater than TFCYX's maximum drawdown of -1.10%. Use the drawdown chart below to compare losses from any high point for WTCOX and TFCYX.
Loading graphics...
Drawdown Indicators
| WTCOX | TFCYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -1.10% | -12.51% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -0.10% | -2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -1.10% | -12.51% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | — | — |
Current DrawdownCurrent decline from peak | -1.52% | -0.10% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -0.02% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.04% | +0.83% |
Volatility
WTCOX vs. TFCYX - Volatility Comparison
Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) has a higher volatility of 0.74% compared to SEI Institutional Managed Trust Tax-Free Conservative Income Fund (TFCYX) at 0.10%. This indicates that WTCOX's price experiences larger fluctuations and is considered to be riskier than TFCYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WTCOX | TFCYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 0.10% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 1.07% | 0.55% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 0.81% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 1.21% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 0.92% | +2.24% |