WBCIX vs. SPY
Compare and contrast key facts about William Blair Small-Mid Cap Core Fund (WBCIX) and SPDR S&P 500 ETF (SPY).
WBCIX is managed by William Blair. It was launched on Oct 1, 2019. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBCIX or SPY.
Performance
WBCIX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, WBCIX achieves a 17.92% return, which is significantly lower than SPY's 26.47% return.
WBCIX
17.92%
6.31%
14.62%
28.34%
11.85%
N/A
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| WBCIX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.77 | 2.69 |
| Sortino Ratio | 2.49 | 3.59 |
| Omega Ratio | 1.31 | 1.50 |
| Calmar Ratio | 1.63 | 3.88 |
| Martin Ratio | 9.39 | 17.47 |
| Ulcer Index | 3.02% | 1.87% |
| Daily Std Dev | 16.01% | 12.14% |
| Max Drawdown | -39.56% | -55.19% |
| Current Drawdown | 0.00% | -0.54% |
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WBCIX vs. SPY - Expense Ratio Comparison
WBCIX has a 1.25% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between WBCIX and SPY is 0.85, 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
WBCIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Small-Mid Cap Core Fund (WBCIX) and SPDR S&P 500 ETF (SPY). 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
WBCIX vs. SPY - Dividend Comparison
WBCIX's dividend yield for the trailing twelve months is around 0.12%, less than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBCIX William Blair Small-Mid Cap Core Fund | 0.12% | 0.14% | 0.00% | 0.00% | 0.00% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
WBCIX vs. SPY - Drawdown Comparison
The maximum WBCIX drawdown since its inception was -39.56%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WBCIX and SPY. For additional features, visit the drawdowns tool.
Volatility
WBCIX vs. SPY - Volatility Comparison
William Blair Small-Mid Cap Core Fund (WBCIX) has a higher volatility of 5.56% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that WBCIX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.