WTLTX vs. WTCOX
Compare and contrast key facts about Segall Bryant & Hamill Quality High Yield Fund (WTLTX) and Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX).
WTLTX is managed by Segall Bryant & Hamill. It was launched on Jun 1, 1988. WTCOX is managed by Segall Bryant & Hamill. It was launched on May 30, 1991.
Performance
WTLTX vs. WTCOX - Performance Comparison
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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 | -0.69% | 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 | -0.02% | 3.29% | 2.39% | 5.03% | -10.64% | 1.87% | 5.09% | 7.14% | 0.69% | 5.12% |
Returns By Period
In the year-to-date period, WTLTX achieves a -0.69% return, which is significantly lower than WTCOX's -0.02% return. Over the past 10 years, WTLTX has outperformed WTCOX with an annualized return of 4.86%, while WTCOX has yielded a comparatively lower 1.72% annualized return.
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%
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%
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WTLTX vs. WTCOX - Expense Ratio Comparison
WTLTX has a 0.85% expense ratio, which is higher than WTCOX's 0.65% expense ratio.
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.
| WTLTX | WTCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 1.09 | +0.88 |
Sortino ratioReturn per unit of downside risk | 2.61 | 1.41 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.31 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.06 | +1.09 |
Martin ratioReturn relative to average drawdown | 9.93 | 3.72 | +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
| WTLTX | WTCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.09 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.08 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.55 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 1.10 | -0.02 |
Correlation
The correlation between WTLTX and WTCOX 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
WTLTX vs. WTCOX - Dividend Comparison
WTLTX's dividend yield for the trailing twelve months is around 3.79%, more than WTCOX's 3.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
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.
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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 | -2.51% | -3.07% | +0.56% |
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 | -1.56% | -1.52% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -1.63% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.54% | 0.87% | -0.33% |
Volatility
WTLTX vs. WTCOX - Volatility Comparison
Segall Bryant & Hamill Quality High Yield Fund (WTLTX) has a higher volatility of 1.15% compared to Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) at 0.74%. 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.
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Volatility by Period
| WTLTX | WTCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 0.74% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 1.57% | 1.07% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.75% | 2.81% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.33% | 2.87% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.52% | 3.16% | +1.36% |