WTCOX vs. WTLTX
Compare and contrast key facts about Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) and Segall Bryant & Hamill Quality High Yield Fund (WTLTX).
WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991. WTLTX is managed by Segall Bryant & Hamill. It was launched on Jun 1, 1988.
Performance
WTCOX vs. WTLTX - Performance Comparison
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WTCOX vs. WTLTX - 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% |
WTLTX Segall Bryant & Hamill Quality High Yield Fund | -0.69% | 7.97% | 5.53% | 12.16% | -9.75% | 3.13% | 7.31% | 12.21% | -2.19% | 6.19% |
Returns By Period
In the year-to-date period, WTCOX achieves a -0.02% return, which is significantly higher than WTLTX's -0.69% return. Over the past 10 years, WTCOX has underperformed WTLTX with an annualized return of 1.72%, while WTLTX has yielded a comparatively higher 4.86% 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%
WTLTX
- 1D
- 0.34%
- 1M
- -1.45%
- YTD
- -0.69%
- 6M
- 0.78%
- 1Y
- 5.27%
- 3Y*
- 7.17%
- 5Y*
- 3.43%
- 10Y*
- 4.86%
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WTCOX vs. WTLTX - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is lower than WTLTX's 0.85% expense ratio.
Return for Risk
WTCOX vs. WTLTX — Risk / Return Rank
WTCOX
WTLTX
WTCOX vs. WTLTX - 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 Quality High Yield Fund (WTLTX). 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 | WTLTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.97 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.61 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.49 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.14 | -1.09 |
Martin ratioReturn relative to average drawdown | 3.72 | 9.93 | -6.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTCOX | WTLTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.97 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.80 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 1.08 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 1.08 | +0.02 |
Correlation
The correlation between WTCOX and WTLTX is 0.32, 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. WTLTX - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.19%, less than WTLTX's 3.79% 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% |
WTLTX Segall Bryant & Hamill Quality High Yield Fund | 3.79% | 4.09% | 4.21% | 4.26% | 4.23% | 3.41% | 3.88% | 4.88% | 4.76% | 4.55% | 4.51% | 5.33% |
Drawdowns
WTCOX vs. WTLTX - Drawdown Comparison
The maximum WTCOX drawdown since its inception was -13.61%, smaller than the maximum WTLTX drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for WTCOX and WTLTX.
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Drawdown Indicators
| WTCOX | WTLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.61% | -38.46% | +24.85% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -2.51% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -13.61% | -13.35% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -13.61% | -16.97% | +3.36% |
Current DrawdownCurrent decline from peak | -1.52% | -1.56% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -3.27% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.54% | +0.33% |
Volatility
WTCOX vs. WTLTX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.74%, while Segall Bryant & Hamill Quality High Yield Fund (WTLTX) has a volatility of 1.15%. This indicates that WTCOX experiences smaller price fluctuations and is considered to be less risky than WTLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTCOX | WTLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 1.15% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 1.07% | 1.57% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 2.75% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 4.33% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 4.52% | -1.36% |