BGFIX vs. MEIFX
BGFIX (William Blair Growth Fund) and MEIFX (Meridian Enhanced Equity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, BGFIX returned 14.33%/yr vs 13.76%/yr for MEIFX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. BGFIX charges 0.89%/yr vs 1.20%/yr for MEIFX.
Performance
BGFIX vs. MEIFX - Performance Comparison
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Returns By Period
In the year-to-date period, BGFIX achieves a 3.39% return, which is significantly lower than MEIFX's 7.49% return. Both investments have delivered pretty close results over the past 10 years, with BGFIX having a 14.33% annualized return and MEIFX not far behind at 13.76%.
BGFIX
- 1D
- 2.82%
- 1M
- -1.83%
- 6M
- 5.02%
- YTD
- 3.39%
- 1Y
- 10.28%
- 3Y*
- 14.10%
- 5Y*
- 7.41%
- 10Y*
- 14.33%
- ALL TIME*
- 8.56%
MEIFX
- 1D
- 1.08%
- 1M
- 2.18%
- 6M
- 6.11%
- YTD
- 7.49%
- 1Y
- 8.71%
- 3Y*
- 10.82%
- 5Y*
- 5.92%
- 10Y*
- 13.76%
- ALL TIME*
- 9.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BGFIX vs. MEIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGFIX William Blair Growth Fund | 3.39% | 10.83% | 22.26% | 38.13% | -29.60% | 22.24% | 36.48% | 32.43% | 5.25% | 24.53% |
MEIFX Meridian Enhanced Equity Fund | 7.49% | 6.51% | 13.19% | 18.96% | -16.43% | 15.15% | 26.18% | 44.95% | -0.51% | 27.94% |
Correlation
The correlation between BGFIX and MEIFX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2005 | 0.80 |
Over the past year, the correlation between BGFIX and MEIFX has dropped to 0.47 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
BGFIX vs. MEIFX — Risk / Return Rank
BGFIX
MEIFX
BGFIX vs. MEIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Growth Fund (BGFIX) and Meridian Enhanced Equity Fund (MEIFX). 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.
| BGFIX | MEIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.14 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 1.67 | -1.32 |
| Martin ratioReturn relative to average drawdown | 0.96 | 5.16 | -4.20 |
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Drawdowns
BGFIX vs. MEIFX - Drawdown Comparison
The maximum BGFIX drawdown since its inception was -53.45%, roughly equal to the maximum MEIFX drawdown of -54.37%. Use the drawdown chart below to compare losses from any high point for BGFIX and MEIFX.
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Drawdown Indicators
| BGFIX | MEIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.45% | -54.37% | +0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -19.83% | -4.80% | -15.03% |
Max Drawdown (3Y)Largest decline over 3 years | -25.34% | -19.30% | -6.04% |
Max Drawdown (5Y)Largest decline over 5 years | -36.70% | -23.54% | -13.16% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -28.67% | -8.03% |
Current DrawdownCurrent decline from peak | -6.69% | 0.00% | -6.69% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -7.67% | -5.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.21% | 1.55% | +5.66% |
Volatility
BGFIX vs. MEIFX - Volatility Comparison
William Blair Growth Fund (BGFIX) has a higher volatility of 5.92% compared to Meridian Enhanced Equity Fund (MEIFX) at 3.35%. This indicates that BGFIX's price experiences larger fluctuations and is considered to be riskier than MEIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGFIX | MEIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 3.35% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 7.43% | +7.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 9.96% | +8.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.81% | 15.99% | +5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.67% | 17.95% | +2.72% |
BGFIX vs. MEIFX - Expense Ratio Comparison
BGFIX has a 0.89% expense ratio, which is lower than MEIFX's 1.20% expense ratio.
Dividends
BGFIX vs. MEIFX - Dividend Comparison
BGFIX's dividend yield for the trailing twelve months is around 26.09%, more than MEIFX's 6.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGFIX William Blair Growth Fund | 26.09% | 26.97% | 24.13% | 9.67% | 3.60% | 11.74% | 12.31% | 8.62% | 33.23% | 34.05% | 8.35% | 12.91% |
MEIFX Meridian Enhanced Equity Fund | 6.74% | 7.25% | 14.61% | 0.61% | 9.28% | 25.44% | 13.26% | 40.49% | 11.67% | 1.18% | 0.78% | 4.24% |
Frequently Asked Questions
BGFIX and MEIFX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGFIX has higher volatility (5.92%) compared to MEIFX (3.35%). In terms of maximum drawdown, BGFIX dropped -53.45% vs MEIFX's -54.37%.
MEIFX currently has the higher Sharpe Ratio (0.80 vs 0.37), 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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