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WTCOX vs. WISGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTCOX vs. WISGX - 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 Small Cap Growth Fund (WISGX). The values are adjusted to include any dividend payments, if applicable.

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WTCOX vs. WISGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WISGX
Segall Bryant & Hamill Small Cap Growth Fund
1.94%6.85%15.75%18.32%-32.48%11.79%57.84%28.67%3.03%26.05%

Returns By Period

In the year-to-date period, WTCOX achieves a -0.02% return, which is significantly lower than WISGX's 1.94% return. Over the past 10 years, WTCOX has underperformed WISGX with an annualized return of 1.72%, while WISGX has yielded a comparatively higher 13.10% 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%

WISGX

1D
4.27%
1M
-7.03%
YTD
1.94%
6M
5.24%
1Y
22.43%
3Y*
11.46%
5Y*
1.46%
10Y*
13.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTCOX vs. WISGX - Expense Ratio Comparison

WTCOX has a 0.65% expense ratio, which is lower than WISGX's 0.87% expense ratio.


Return for Risk

WTCOX vs. WISGX — Risk / Return Rank

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

WTCOX
WTCOX Risk / Return Rank: 4848
Overall Rank
WTCOX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WTCOX Sortino Ratio Rank: 4343
Sortino Ratio Rank
WTCOX Omega Ratio Rank: 7878
Omega Ratio Rank
WTCOX Calmar Ratio Rank: 3333
Calmar Ratio Rank
WTCOX Martin Ratio Rank: 3030
Martin Ratio Rank

WISGX
WISGX Risk / Return Rank: 4747
Overall Rank
WISGX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WISGX Sortino Ratio Rank: 4646
Sortino Ratio Rank
WISGX Omega Ratio Rank: 3838
Omega Ratio Rank
WISGX Calmar Ratio Rank: 5858
Calmar Ratio Rank
WISGX Martin Ratio Rank: 5555
Martin Ratio Rank
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. WISGX - 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 Small Cap Growth Fund (WISGX). 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.


WTCOXWISGXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.94

+0.15

Sortino ratio

Return per unit of downside risk

1.41

1.44

-0.03

Omega ratio

Gain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratio

Return relative to maximum drawdown

1.06

1.52

-0.46

Martin ratio

Return relative to average drawdown

3.72

5.85

-2.14

WTCOX vs. WISGX - Sharpe Ratio Comparison

The current WTCOX Sharpe Ratio is 1.09, which is comparable to the WISGX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of WTCOX and WISGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTCOXWISGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.94

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.06

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.55

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.44

+0.66

Correlation

The correlation between WTCOX and WISGX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WTCOX vs. WISGX - Dividend Comparison

WTCOX's dividend yield for the trailing twelve months is around 3.19%, while WISGX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
WISGX
Segall Bryant & Hamill Small Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%29.83%7.74%0.00%0.09%

Drawdowns

WTCOX vs. WISGX - Drawdown Comparison

The maximum WTCOX drawdown since its inception was -13.61%, smaller than the maximum WISGX drawdown of -43.22%. Use the drawdown chart below to compare losses from any high point for WTCOX and WISGX.


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Drawdown Indicators


WTCOXWISGXDifference

Max Drawdown

Largest peak-to-trough decline

-13.61%

-43.22%

+29.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-14.26%

+11.19%

Max Drawdown (5Y)

Largest decline over 5 years

-13.61%

-43.22%

+29.61%

Max Drawdown (10Y)

Largest decline over 10 years

-13.61%

-43.22%

+29.61%

Current Drawdown

Current decline from peak

-1.52%

-8.74%

+7.22%

Average Drawdown

Average peak-to-trough decline

-1.63%

-12.69%

+11.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

3.69%

-2.82%

Volatility

WTCOX vs. WISGX - Volatility Comparison

The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.74%, while Segall Bryant & Hamill Small Cap Growth Fund (WISGX) has a volatility of 9.23%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than WISGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTCOXWISGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

9.23%

-8.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

15.49%

-14.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.81%

24.34%

-21.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.87%

24.44%

-21.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.16%

23.93%

-20.77%