WTCOX vs. WITAX
WTCOX (Segall Bryant & Hamill Colorado Tax Free Fund) and WITAX (Segall Bryant & Hamill Municipal Opportunities Fund) are both Municipal Bonds funds from Segall Bryant & Hamill. Over the past 5 years, WTCOX returned 0.25%/yr vs 0.90%/yr for WITAX. A 0.78 correlation means they provide meaningful diversification when combined. WTCOX charges 0.65%/yr vs 0.50%/yr for WITAX.
Performance
WTCOX vs. WITAX - Performance Comparison
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Returns By Period
In the year-to-date period, WTCOX achieves a 1.44% return, which is significantly lower than WITAX's 1.74% return.
WTCOX
- 1D
- -0.10%
- 1M
- 0.97%
- YTD
- 1.44%
- 6M
- 1.66%
- 1Y
- 4.85%
- 3Y*
- 3.43%
- 5Y*
- 0.25%
- 10Y*
- 1.66%
WITAX
- 1D
- -0.10%
- 1M
- 1.21%
- YTD
- 1.74%
- 6M
- 1.98%
- 1Y
- 5.95%
- 3Y*
- 4.57%
- 5Y*
- 0.90%
- 10Y*
- —
WTCOX vs. WITAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | 1.44% | 3.29% | 2.39% | 5.03% | -10.64% | 1.87% | 5.09% | 7.14% | 0.69% | 5.12% |
WITAX Segall Bryant & Hamill Municipal Opportunities Fund | 1.74% | 5.32% | 3.09% | 5.50% | -11.11% | 2.87% | 6.71% | 7.20% | 1.46% | 8.57% |
Correlation
The correlation between WTCOX and WITAX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.78 |
The correlation between WTCOX and WITAX has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
WTCOX vs. WITAX — Risk / Return Rank
WTCOX
WITAX
WTCOX vs. WITAX - 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 Municipal Opportunities Fund (WITAX). 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 | WITAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.88 | 1.84 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 3.01 | +0.25 |
| Martin ratioReturn relative to average drawdown | 11.23 | 11.41 | -0.18 |
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Drawdowns
WTCOX vs. WITAX - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, roughly equal to the maximum WITAX drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for WTCOX and WITAX.
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Drawdown Indicators
| WTCOX | WITAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -13.87% | +0.26% |
Max Drawdown (1Y)Largest decline over 1 year | -1.52% | -2.02% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -4.26% | -3.27% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -13.87% | +0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.10% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -2.92% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 0.53% | -0.09% |
Volatility
WTCOX vs. WITAX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.41%, while Segall Bryant & Hamill Municipal Opportunities Fund (WITAX) has a volatility of 0.54%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than WITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | WITAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.41% | 0.54% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 1.18% | 1.40% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.50% | 1.82% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 2.90% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 3.10% | +0.06% |
WTCOX vs. WITAX - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is higher than WITAX's 0.50% expense ratio.
Dividends
WTCOX vs. WITAX - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.46%, more than WITAX's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WITAX Segall Bryant & Hamill Municipal Opportunities Fund | 3.18% | 3.49% | 3.68% | 3.61% | 3.17% | 2.75% | 3.30% | 4.19% | 3.56% | 3.76% | 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
WTCOX and WITAX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WITAX has higher volatility (0.54%) compared to WTCOX (0.41%). In terms of maximum drawdown, WTCOX dropped -13.61% vs WITAX's -13.87%.
WITAX currently has the higher Sharpe Ratio (3.35 vs 3.32), 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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