WTCOX vs. VTEB
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Vanguard Tax-Exempt Bond ETF (VTEB).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. VTEB is a passively managed fund by Vanguard that tracks the performance of the S&P National AMT-Free Municipal Bond Index. It was launched on Aug 21, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTCOX or VTEB.
Key characteristics
| WTCOX | VTEB | |
|---|---|---|
| YTD Return | 2.19% | 1.60% |
| 1Y Return | 7.08% | 7.56% |
| 3Y Return (Ann) | -1.25% | -0.17% |
| 5Y Return (Ann) | 0.73% | 1.30% |
| Sharpe Ratio | 2.77 | 1.80 |
| Sortino Ratio | 4.17 | 2.67 |
| Omega Ratio | 1.70 | 1.36 |
| Calmar Ratio | 0.68 | 0.88 |
| Martin Ratio | 13.71 | 7.97 |
| Ulcer Index | 0.52% | 0.90% |
| Daily Std Dev | 2.59% | 3.98% |
| Max Drawdown | -13.59% | -17.00% |
| Current Drawdown | -4.21% | -1.20% |
Correlation
The correlation between WTCOX and VTEB is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WTCOX vs. VTEB - Performance Comparison
In the year-to-date period, WTCOX achieves a 2.19% return, which is significantly higher than VTEB's 1.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WTCOX vs. VTEB - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is higher than VTEB's 0.05% expense ratio.
Risk-Adjusted Performance
WTCOX vs. VTEB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.
Dividends
WTCOX vs. VTEB - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.33%, more than VTEB's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | 3.33% | 3.13% | 2.94% | 2.20% | 2.72% | 3.01% | 3.09% | 2.80% | 2.75% | 2.71% | 2.84% | 3.15% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.09% | 2.79% | 2.09% | 1.65% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% | 0.00% | 0.00% |
Drawdowns
WTCOX vs. VTEB - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.59%, smaller than the maximum VTEB drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for WTCOX and VTEB. For additional features, visit the drawdowns tool.
Volatility
WTCOX vs. VTEB - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 1.38%, while Vanguard Tax-Exempt Bond ETF (VTEB) has a volatility of 1.96%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.