WTCOX vs. WTLTX
WTCOX (Segall Bryant & Hamill Colorado Tax Free Fund) and WTLTX (Segall Bryant & Hamill Quality High Yield Fund) are both mutual funds - WTCOX is a Municipal Bonds fund managed by Segall Bryant & Hamill, while WTLTX is a High Yield Bonds fund managed by Segall Bryant & Hamill. Over the past 10 years, WTCOX returned 1.66%/yr vs 4.69%/yr for WTLTX. At a 0.32 correlation, their price movements are largely independent. WTCOX charges 0.65%/yr vs 0.85%/yr for WTLTX.
Performance
WTCOX vs. WTLTX - Performance Comparison
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Returns By Period
In the year-to-date period, WTCOX achieves a 1.44% return, which is significantly higher than WTLTX's 1.27% return. Over the past 10 years, WTCOX has underperformed WTLTX with an annualized return of 1.66%, while WTLTX has yielded a comparatively higher 4.69% annualized 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%
WTLTX
- 1D
- 0.00%
- 1M
- 0.46%
- YTD
- 1.27%
- 6M
- 1.50%
- 1Y
- 5.48%
- 3Y*
- 7.56%
- 5Y*
- 3.51%
- 10Y*
- 4.69%
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 | 1.44% | 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 | 1.27% | 7.97% | 5.53% | 12.16% | -9.75% | 3.13% | 7.31% | 12.21% | -2.19% | 6.19% |
Correlation
The correlation between WTCOX and WTLTX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 31, 1991 | 0.32 |
The correlation between WTCOX and WTLTX shifts across timeframes, from 0.28 (10 years) to 0.42 (3 years), reflecting how their relationship changes across market environments.
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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.
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 | WTLTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.88 | 1.68 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 3.13 | +0.13 |
| Martin ratioReturn relative to average drawdown | 11.23 | 15.23 | -4.00 |
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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 | -1.52% | -1.76% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -4.26% | -3.12% | -1.14% |
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 | -0.10% | 0.00% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -1.62% | -3.25% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 0.36% | +0.08% |
Volatility
WTCOX vs. WTLTX - Volatility Comparison
The current volatility for Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) is 0.41%, while Segall Bryant & Hamill Quality High Yield Fund (WTLTX) has a volatility of 0.46%. 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 | 0.41% | 0.46% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 1.18% | 1.43% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.50% | 1.97% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 4.32% | -1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 4.49% | -1.33% |
WTCOX vs. WTLTX - Expense Ratio Comparison
WTCOX has a 0.65% expense ratio, which is lower than WTLTX's 0.85% expense ratio.
Dividends
WTCOX vs. WTLTX - Dividend Comparison
WTCOX's dividend yield for the trailing twelve months is around 3.46%, less than WTLTX's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTLTX Segall Bryant & Hamill Quality High Yield Fund | 4.09% | 4.09% | 4.21% | 4.26% | 4.23% | 3.41% | 3.88% | 4.88% | 4.76% | 4.55% | 4.51% | 5.33% |
Frequently Asked Questions
WTCOX and WTLTX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTLTX has higher volatility (0.46%) compared to WTCOX (0.41%). In terms of maximum drawdown, WTCOX dropped -13.61% vs WTLTX's -38.46%.
WTCOX currently has the higher Sharpe Ratio (3.32 vs 2.80), 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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