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

Performance

LCGFX vs. VUG - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.38%
13.65%
LCGFX
VUG

Returns By Period

In the year-to-date period, LCGFX achieves a 25.93% return, which is significantly lower than VUG's 29.03% return. Over the past 10 years, LCGFX has underperformed VUG with an annualized return of 10.20%, while VUG has yielded a comparatively higher 15.45% annualized return.


LCGFX

YTD

25.93%

1M

0.16%

6M

8.38%

1Y

33.29%

5Y (annualized)

13.63%

10Y (annualized)

10.20%

VUG

YTD

29.03%

1M

1.90%

6M

13.65%

1Y

36.18%

5Y (annualized)

18.78%

10Y (annualized)

15.45%

Key characteristics


LCGFXVUG
Sharpe Ratio2.002.14
Sortino Ratio2.632.80
Omega Ratio1.371.39
Calmar Ratio2.002.78
Martin Ratio11.0010.98
Ulcer Index3.01%3.29%
Daily Std Dev16.59%16.87%
Max Drawdown-39.85%-50.68%
Current Drawdown-2.91%-2.24%

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LCGFX vs. VUG - Expense Ratio Comparison

LCGFX has a 0.65% expense ratio, which is higher than VUG'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 VUG: 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

-0.50.00.51.01.0

The correlation between LCGFX and VUG is 0.96, 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. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Large Cap Growth Fund (LCGFX) and Vanguard Growth ETF (VUG). 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 market0.002.004.002.002.14
The chart of Sortino ratio for LCGFX, currently valued at 2.63, compared to the broader market0.005.0010.002.632.80
The chart of Omega ratio for LCGFX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.39
The chart of Calmar ratio for LCGFX, currently valued at 2.00, compared to the broader market0.005.0010.0015.0020.0025.002.002.78
The chart of Martin ratio for LCGFX, currently valued at 11.00, compared to the broader market0.0020.0040.0060.0080.00100.0011.0010.98
LCGFX
VUG

The current LCGFX Sharpe Ratio is 2.00, which is comparable to the VUG Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of LCGFX and VUG, 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 Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.00
2.14
LCGFX
VUG

Dividends

LCGFX vs. VUG - Dividend Comparison

LCGFX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.49%.


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%
VUG
Vanguard Growth ETF
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

LCGFX vs. VUG - Drawdown Comparison

The maximum LCGFX drawdown since its inception was -39.85%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for LCGFX and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.91%
-2.24%
LCGFX
VUG

Volatility

LCGFX vs. VUG - Volatility Comparison

William Blair Large Cap Growth Fund (LCGFX) and Vanguard Growth ETF (VUG) have volatilities of 5.74% and 5.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.74%
5.47%
LCGFX
VUG