WTMVX vs. WTCOX

Last updated Jun 4, 2026

WTMVX (Segall Bryant & Hamill Global All Cap Fund) and WTCOX (Segall Bryant & Hamill Colorado Tax Free Fund) are both mutual funds - WTMVX is a Global Equities fund managed by Segall Bryant & Hamill, while WTCOX is a Municipal Bonds fund managed by Segall Bryant & Hamill. Over the past 10 years, WTMVX returned 10.04%/yr vs 1.76%/yr for WTCOX. At a correlation of -0.02, they often move in opposite directions. WTMVX charges 0.89%/yr vs 0.65%/yr for WTCOX.

Performance

WTMVX vs. WTCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Global All Cap Fund (WTMVX) and Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTMVX achieves a 13.81% return, which is significantly higher than WTCOX's 1.25% return. Over the past 10 years, WTMVX has outperformed WTCOX with an annualized return of 10.04%, while WTCOX has yielded a comparatively lower 1.76% annualized return.

WTMVX

• 1D: 1.28%
• 1M: 6.76%
• YTD: 13.81%
• 6M: 14.14%
• 1Y: 20.43%
• 3Y*: 16.84%
• 5Y*: 10.22%
• 10Y*: 10.04%

WTCOX

• 1D: 0.10%
• 1M: 0.39%
• YTD: 1.25%
• 6M: 1.66%
• 1Y: 5.16%
• 3Y*: 3.60%
• 5Y*: 0.25%
• 10Y*: 1.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTMVX vs. WTCOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WTMVX Segall Bryant & Hamill Global All Cap Fund	13.81%	9.82%	16.27%	21.64%	-18.70%	25.74%	2.91%	25.37%	-8.76%	19.55%
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund	1.25%	3.29%	2.39%	5.03%	-10.64%	1.87%	5.09%	7.14%	0.69%	5.12%

Correlation

The correlation between WTMVX and WTCOX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.04
Correlation (All Time) Calculated using the full available price history since Jun 3, 1991	-0.02

The correlation between WTMVX and WTCOX shifts across timeframes, from -0.02 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

WTMVX vs. WTCOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTMVX

WTMVX Risk / Return Rank: 30
WTMVX Sharpe Ratio Rank: 29
WTMVX Sortino Ratio Rank: 31
WTMVX Omega Ratio Rank: 28
WTMVX Calmar Ratio Rank: 28
WTMVX Martin Ratio Rank: 37

WTCOX

WTCOX Risk / Return Rank: 83
WTCOX Sharpe Ratio Rank: 95
WTCOX Sortino Ratio Rank: 95
WTCOX Omega Ratio Rank: 97
WTCOX Calmar Ratio Rank: 73
WTCOX Martin Ratio Rank: 57

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTMVX vs. WTCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Global All Cap Fund (WTMVX) 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.

	WTMVX	WTCOX	Difference
Sharpe ratio: Return per unit of total volatility	1.56	3.39	-1.82
Sortino ratio: Return per unit of downside risk	2.33	5.17	-2.85
Omega ratio: Gain probability vs. loss probability	1.28	1.90	-0.62
Calmar ratio: Return relative to maximum drawdown	1.96	3.33	-1.37
Martin ratio: Return relative to average drawdown	8.15	11.51	-3.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTMVX vs. WTCOX - Sharpe Ratio Comparison

The current WTMVX Sharpe Ratio is 1.56, which is lower than the WTCOX Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of WTMVX and WTCOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WTMVX	WTCOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.56	3.39	-1.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.09	+0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.56	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	1.11	-0.59

Drawdowns

WTMVX vs. WTCOX - Drawdown Comparison

The maximum WTMVX drawdown since its inception was -52.59%, which is greater than WTCOX's maximum drawdown of -13.61%. Use the drawdown chart below to compare losses from any high point for WTMVX and WTCOX.

Drawdown Indicators

	WTMVX	WTCOX	Difference
Max Drawdown Largest peak-to-trough decline	-52.59%	-13.61%	-38.98%
Max Drawdown (1Y) Largest decline over 1 year	-10.58%	-1.52%	-9.06%
Max Drawdown (3Y) Largest decline over 3 years	-20.66%	-4.26%	-16.40%
Max Drawdown (5Y) Largest decline over 5 years	-26.82%	-13.61%	-13.21%
Max Drawdown (10Y) Largest decline over 10 years	-35.43%	-13.61%	-21.82%
Current Drawdown Current decline from peak	0.00%	-0.28%	+0.28%
Average Drawdown Average peak-to-trough decline	-7.61%	-1.62%	-5.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.54%	0.44%	+2.10%

Volatility

WTMVX vs. WTCOX - Volatility Comparison

Segall Bryant & Hamill Global All Cap Fund (WTMVX) has a higher volatility of 4.31% compared to Segall Bryant & Hamill Colorado Tax Free Fund (WTCOX) at 0.60%. This indicates that WTMVX'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.

Volatility by Period

	WTMVX	WTCOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	0.60%	+3.71%
Volatility (6M) Calculated over the trailing 6-month period	10.69%	1.18%	+9.51%
Volatility (1Y) Calculated over the trailing 1-year period	13.27%	1.50%	+11.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	2.87%	+14.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.72%	3.16%	+13.56%

WTMVX vs. WTCOX - Expense Ratio Comparison

WTMVX has a 0.89% expense ratio, which is higher than WTCOX's 0.65% expense ratio.

Dividends

WTMVX vs. WTCOX - Dividend Comparison

WTMVX's dividend yield for the trailing twelve months is around 5.04%, more than WTCOX's 3.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WTCOX Segall Bryant & Hamill Colorado Tax Free Fund	3.47%	3.41%	3.43%	3.11%	2.91%	2.20%	2.71%	3.48%	3.06%	2.80%	2.98%	2.70%
WTMVX Segall Bryant & Hamill Global All Cap Fund	5.04%	5.73%	5.66%	3.45%	2.21%	6.13%	20.59%	8.47%	6.77%	5.07%	4.75%	11.13%

Frequently Asked Questions

Can I hold both WTMVX and WTCOX in my portfolio?

WTMVX and WTCOX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTMVX or WTCOX?

WTMVX has higher volatility (4.31%) compared to WTCOX (0.60%). In terms of maximum drawdown, WTMVX dropped -52.59% vs WTCOX's -13.61%.

Which has better risk-adjusted returns?

WTCOX currently has the higher Sharpe Ratio (3.39 vs 1.56), 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.