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LCGFX vs. VINIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

LCGFX vs. VINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Large Cap Growth Fund (LCGFX) and Vanguard Institutional Index Fund Institutional Shares (VINIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.12%
11.45%
LCGFX
VINIX

Returns By Period

The year-to-date returns for both stocks are quite close, with LCGFX having a 25.93% return and VINIX slightly lower at 25.02%. Over the past 10 years, LCGFX has underperformed VINIX with an annualized return of 10.20%, while VINIX has yielded a comparatively higher 13.11% annualized return.


LCGFX

YTD

25.93%

1M

0.16%

6M

8.38%

1Y

33.29%

5Y (annualized)

13.63%

10Y (annualized)

10.20%

VINIX

YTD

25.02%

1M

0.59%

6M

11.74%

1Y

32.35%

5Y (annualized)

15.49%

10Y (annualized)

13.11%

Key characteristics


LCGFXVINIX
Sharpe Ratio2.002.66
Sortino Ratio2.633.55
Omega Ratio1.371.49
Calmar Ratio2.003.85
Martin Ratio11.0017.34
Ulcer Index3.01%1.88%
Daily Std Dev16.59%12.27%
Max Drawdown-39.85%-55.19%
Current Drawdown-2.91%-1.75%

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LCGFX vs. VINIX - Expense Ratio Comparison

LCGFX has a 0.65% expense ratio, which is higher than VINIX's 0.04% expense ratio.


LCGFX
William Blair Large Cap Growth Fund
Expense ratio chart for LCGFX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VINIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between LCGFX and VINIX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

LCGFX vs. VINIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Large Cap Growth Fund (LCGFX) and Vanguard Institutional Index Fund Institutional Shares (VINIX). 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.


Sharpe ratio
The chart of Sharpe ratio for LCGFX, currently valued at 2.00, compared to the broader market0.002.004.002.002.66
The chart of Sortino ratio for LCGFX, currently valued at 2.63, compared to the broader market0.005.0010.002.633.55
The chart of Omega ratio for LCGFX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.49
The chart of Calmar ratio for LCGFX, currently valued at 2.00, compared to the broader market0.005.0010.0015.0020.0025.002.003.85
The chart of Martin ratio for LCGFX, currently valued at 11.00, compared to the broader market0.0020.0040.0060.0080.00100.0011.0017.34
LCGFX
VINIX

The current LCGFX Sharpe Ratio is 2.00, which is comparable to the VINIX Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of LCGFX and VINIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.00
2.66
LCGFX
VINIX

Dividends

LCGFX vs. VINIX - Dividend Comparison

LCGFX has not paid dividends to shareholders, while VINIX's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
LCGFX
William Blair Large Cap Growth Fund
0.00%0.00%0.11%0.00%0.21%0.28%0.13%0.00%0.31%0.00%0.00%0.00%
VINIX
Vanguard Institutional Index Fund Institutional Shares
1.26%1.47%1.74%1.28%1.59%1.91%2.13%1.82%2.07%2.45%1.88%1.85%

Drawdowns

LCGFX vs. VINIX - Drawdown Comparison

The maximum LCGFX drawdown since its inception was -39.85%, smaller than the maximum VINIX drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for LCGFX and VINIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.91%
-1.75%
LCGFX
VINIX

Volatility

LCGFX vs. VINIX - Volatility Comparison

William Blair Large Cap Growth Fund (LCGFX) has a higher volatility of 5.74% compared to Vanguard Institutional Index Fund Institutional Shares (VINIX) at 4.05%. This indicates that LCGFX's price experiences larger fluctuations and is considered to be riskier than VINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.74%
4.05%
LCGFX
VINIX