WTLTX vs. WTCOX
WTLTX (Segall Bryant & Hamill Quality High Yield Fund) and WTCOX (Segall Bryant & Hamill Colorado Tax Free Fund) are both mutual funds - WTLTX is a High Yield Bonds fund managed by Segall Bryant & Hamill, while WTCOX is a Municipal Bonds fund managed by Segall Bryant & Hamill. Over the past 10 years, WTLTX returned 4.66%/yr vs 1.72%/yr for WTCOX. At a 0.32 correlation, their price movements are largely independent. WTLTX charges 0.85%/yr vs 0.65%/yr for WTCOX.
Performance
WTLTX vs. WTCOX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WTLTX achieves a 1.27% return, which is significantly lower than WTCOX's 1.54% return. Over the past 10 years, WTLTX has outperformed WTCOX with an annualized return of 4.66%, while WTCOX has yielded a comparatively lower 1.72% annualized return.
WTLTX
- 1D
- 0.00%
- 1M
- 0.46%
- YTD
- 1.27%
- 6M
- 1.50%
- 1Y
- 5.48%
- 3Y*
- 7.34%
- 5Y*
- 3.53%
- 10Y*
- 4.66%
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%
WTLTX vs. WTCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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 WTLTX and WTCOX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
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 WTLTX and WTCOX shifts across timeframes, from 0.28 (10 years) to 0.42 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WTLTX vs. WTCOX — Risk / Return Rank
WTLTX
WTCOX
WTLTX vs. WTCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Quality High Yield Fund (WTLTX) 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.
| WTLTX | WTCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.69 | 1.91 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 3.33 | -0.13 |
| Martin ratioReturn relative to average drawdown | 15.56 | 11.46 | +4.10 |
Loading charts...
Drawdowns
WTLTX vs. WTCOX - Drawdown Comparison
The maximum WTLTX drawdown since its inception was -38.46%, which is greater than WTCOX's maximum drawdown of -13.61%. Use the drawdown chart below to compare losses from any high point for WTLTX and WTCOX.
Loading charts...
Drawdown Indicators
| WTLTX | WTCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -13.61% | -24.85% |
Max Drawdown (1Y)Largest decline over 1 year | -1.76% | -1.52% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -3.12% | -4.26% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -13.35% | -13.61% | +0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -16.97% | -13.61% | -3.36% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.25% | -1.62% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 0.44% | -0.08% |
Volatility
WTLTX vs. WTCOX - Volatility Comparison
Segall Bryant & Hamill Quality High Yield Fund (WTLTX) has a higher volatility of 0.50% compared to Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) at 0.38%. This indicates that WTLTX'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.
Loading charts...
Volatility by Period
| WTLTX | WTCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 0.38% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 1.18% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.97% | 1.49% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.32% | 2.87% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.49% | 3.16% | +1.33% |
WTLTX vs. WTCOX - Expense Ratio Comparison
WTLTX has a 0.85% expense ratio, which is higher than WTCOX's 0.65% expense ratio.
Dividends
WTLTX vs. WTCOX - Dividend Comparison
WTLTX's dividend yield for the trailing twelve months is around 4.09%, 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% |
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
WTLTX and WTCOX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTLTX has higher volatility (0.50%) compared to WTCOX (0.38%). In terms of maximum drawdown, WTLTX dropped -38.46% vs WTCOX's -13.61%.
WTCOX currently has the higher Sharpe Ratio (3.40 vs 2.85), 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.
Find the right allocation for WTLTX and WTCOX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer