VHGEX vs. WGFIX
Compare and contrast key facts about Vanguard Global Equity Fund (VHGEX) and William Blair Global Leaders Fund (WGFIX).
VHGEX is managed by Vanguard. It was launched on Aug 14, 1995. WGFIX is managed by William Blair. It was launched on Oct 14, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VHGEX or WGFIX.
Performance
VHGEX vs. WGFIX - Performance Comparison
Returns By Period
In the year-to-date period, VHGEX achieves a 15.65% return, which is significantly higher than WGFIX's 8.71% return. Over the past 10 years, VHGEX has outperformed WGFIX with an annualized return of 9.15%, while WGFIX has yielded a comparatively lower 3.61% annualized return.
VHGEX
15.65%
-0.87%
5.62%
23.70%
9.92%
9.15%
WGFIX
8.71%
-2.28%
1.27%
8.13%
3.13%
3.61%
Key characteristics
| VHGEX | WGFIX | |
|---|---|---|
| Sharpe Ratio | 1.85 | 0.60 |
| Sortino Ratio | 2.55 | 0.85 |
| Omega Ratio | 1.33 | 1.12 |
| Calmar Ratio | 1.73 | 0.30 |
| Martin Ratio | 12.17 | 2.54 |
| Ulcer Index | 2.03% | 3.43% |
| Daily Std Dev | 13.31% | 14.58% |
| Max Drawdown | -64.62% | -59.34% |
| Current Drawdown | -2.58% | -20.75% |
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VHGEX vs. WGFIX - Expense Ratio Comparison
VHGEX has a 0.45% expense ratio, which is lower than WGFIX's 0.90% expense ratio.
Correlation
The correlation between VHGEX and WGFIX is 0.94, 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
VHGEX vs. WGFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Equity Fund (VHGEX) and William Blair Global Leaders Fund (WGFIX). 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.
Dividends
VHGEX vs. WGFIX - Dividend Comparison
VHGEX's dividend yield for the trailing twelve months is around 0.99%, more than WGFIX's 0.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHGEX Vanguard Global Equity Fund | 0.99% | 1.15% | 1.65% | 0.92% | 0.67% | 2.33% | 1.59% | 1.29% | 1.51% | 1.71% | 1.56% | 1.53% |
WGFIX William Blair Global Leaders Fund | 0.04% | 0.05% | 0.07% | 0.00% | 0.02% | 0.42% | 0.50% | 0.97% | 0.28% | 0.35% | 0.14% | 0.38% |
Drawdowns
VHGEX vs. WGFIX - Drawdown Comparison
The maximum VHGEX drawdown since its inception was -64.62%, which is greater than WGFIX's maximum drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for VHGEX and WGFIX. For additional features, visit the drawdowns tool.
Volatility
VHGEX vs. WGFIX - Volatility Comparison
The current volatility for Vanguard Global Equity Fund (VHGEX) is 3.79%, while William Blair Global Leaders Fund (WGFIX) has a volatility of 4.04%. This indicates that VHGEX experiences smaller price fluctuations and is considered to be less risky than WGFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.