WTIBX vs. WTCOX
WTIBX (Segall Bryant & Hamill Plus Bond Fund) and WTCOX (Segall Bryant & Hamill Colorado Tax Free Fund) are both mutual funds - WTIBX is a Intermediate Core-Plus Bond fund managed by Segall Bryant & Hamill, while WTCOX is a Municipal Bonds fund managed by Segall Bryant & Hamill. Over the past 10 years, WTIBX returned 2.27%/yr vs 1.72%/yr for WTCOX. A 0.53 correlation means they provide meaningful diversification when combined. WTIBX charges 0.55%/yr vs 0.65%/yr for WTCOX.
Performance
WTIBX vs. WTCOX - Performance Comparison
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Returns By Period
In the year-to-date period, WTIBX achieves a 0.74% return, which is significantly lower than WTCOX's 1.54% return. Over the past 10 years, WTIBX has outperformed WTCOX with an annualized return of 2.27%, while WTCOX has yielded a comparatively lower 1.72% annualized return.
WTIBX
- 1D
- 0.32%
- 1M
- 0.88%
- YTD
- 0.74%
- 6M
- 0.88%
- 1Y
- 5.19%
- 3Y*
- 4.71%
- 5Y*
- 0.65%
- 10Y*
- 2.27%
WTCOX
- 1D
- 0.10%
- 1M
- 1.07%
- YTD
- 1.54%
- 6M
- 1.76%
- 1Y
- 5.05%
- 3Y*
- 3.60%
- 5Y*
- 0.26%
- 10Y*
- 1.72%
WTIBX vs. WTCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTIBX Segall Bryant & Hamill Plus Bond Fund | 0.74% | 7.38% | 1.99% | 7.47% | -13.13% | -0.58% | 8.49% | 8.80% | -0.17% | 4.74% |
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund | 1.54% | 3.29% | 2.39% | 5.03% | -10.64% | 1.87% | 5.09% | 7.14% | 0.69% | 5.12% |
Correlation
The correlation between WTIBX and WTCOX is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since May 31, 1991 | 0.53 |
The correlation between WTIBX and WTCOX has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.
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Return for Risk
WTIBX vs. WTCOX — Risk / Return Rank
WTIBX
WTCOX
WTIBX vs. WTCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Plus Bond Fund (WTIBX) and Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX). 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.
| WTIBX | WTCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -3.11 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.91 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 3.33 | -1.54 |
| Martin ratioReturn relative to average drawdown | 5.20 | 11.46 | -6.26 |
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Drawdowns
WTIBX vs. WTCOX - Drawdown Comparison
The maximum WTIBX drawdown since its inception was -17.72%, which is greater than WTCOX's maximum drawdown of -13.61%. Use the drawdown chart below to compare losses from any high point for WTIBX and WTCOX.
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Drawdown Indicators
| WTIBX | WTCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.72% | -13.61% | -4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -1.52% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -5.83% | -4.26% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -17.72% | -13.61% | -4.11% |
Max Drawdown (10Y)Largest decline over 10 years | -17.72% | -13.61% | -4.11% |
Current DrawdownCurrent decline from peak | -1.28% | 0.00% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -1.62% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.44% | +0.58% |
Volatility
WTIBX vs. WTCOX - Volatility Comparison
Segall Bryant & Hamill Plus Bond Fund (WTIBX) has a higher volatility of 1.21% compared to Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) at 0.38%. This indicates that WTIBX's price experiences larger fluctuations and is considered to be riskier than WTCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIBX | WTCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 0.38% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 1.18% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.79% | 1.49% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 2.87% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 3.16% | +1.51% |
WTIBX vs. WTCOX - Expense Ratio Comparison
WTIBX has a 0.55% expense ratio, which is lower than WTCOX's 0.65% expense ratio.
Dividends
WTIBX vs. WTCOX - Dividend Comparison
WTIBX's dividend yield for the trailing twelve months is around 4.13%, more than WTCOX's 3.46% 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% |
WTIBX Segall Bryant & Hamill Plus Bond Fund | 4.13% | 4.11% | 4.04% | 3.66% | 3.23% | 3.08% | 3.95% | 3.95% | 3.55% | 3.50% | 3.43% | 3.55% |
Frequently Asked Questions
WTIBX and WTCOX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTIBX has higher volatility (1.21%) compared to WTCOX (0.38%). In terms of maximum drawdown, WTIBX dropped -17.72% vs WTCOX's -13.61%.
WTCOX currently has the higher Sharpe Ratio (3.40 vs 1.41), 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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