BESIX vs. WAESX

In the year-to-date period, BESIX achieves a -7.03% return, which is significantly lower than WAESX's 3.94% return. Over the past 10 years, BESIX has underperformed WAESX with an annualized return of 2.09%, while WAESX has yielded a comparatively higher 5.41% annualized return.

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BESIX has a 1.30% expense ratio, which is lower than WAESX's 1.32% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for William Blair Emerging Markets Small Cap Growth Fund (BESIX) and Wasatch Emerging Markets Select Fund (WAESX). 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.

The current BESIX Sharpe Ratio is -0.29, which is lower than the WAESX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of BESIX and WAESX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither BESIX nor WAESX has paid dividends to shareholders.

The maximum BESIX drawdown since its inception was -39.37%, smaller than the maximum WAESX drawdown of -46.09%. Use the drawdown chart below to compare losses from any high point for BESIX and WAESX. For additional features, visit the drawdowns tool.

The current volatility for William Blair Emerging Markets Small Cap Growth Fund (BESIX) is 4.15%, while Wasatch Emerging Markets Select Fund (WAESX) has a volatility of 6.07%. This indicates that BESIX experiences smaller price fluctuations and is considered to be less risky than WAESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.