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WBCIX vs. TRLGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WBCIX and TRLGX is 0.72, 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.


-0.50.00.51.00.7

Performance

WBCIX vs. TRLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Small-Mid Cap Core Fund (WBCIX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.35%
1.41%
WBCIX
TRLGX

Key characteristics

Sharpe Ratio

WBCIX:

0.56

TRLGX:

0.69

Sortino Ratio

WBCIX:

0.89

TRLGX:

1.01

Omega Ratio

WBCIX:

1.11

TRLGX:

1.13

Calmar Ratio

WBCIX:

0.72

TRLGX:

0.94

Martin Ratio

WBCIX:

2.34

TRLGX:

2.90

Ulcer Index

WBCIX:

3.75%

TRLGX:

3.99%

Daily Std Dev

WBCIX:

15.63%

TRLGX:

16.77%

Max Drawdown

WBCIX:

-39.56%

TRLGX:

-56.16%

Current Drawdown

WBCIX:

-8.77%

TRLGX:

-10.09%

Returns By Period

In the year-to-date period, WBCIX achieves a -1.42% return, which is significantly higher than TRLGX's -1.60% return.


WBCIX

YTD

-1.42%

1M

-5.02%

6M

0.35%

1Y

7.25%

5Y*

11.45%

10Y*

N/A

TRLGX

YTD

-1.60%

1M

-5.16%

6M

1.42%

1Y

12.18%

5Y*

13.94%

10Y*

10.80%

*Annualized

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WBCIX vs. TRLGX - Expense Ratio Comparison

WBCIX has a 1.25% expense ratio, which is higher than TRLGX's 0.55% expense ratio.


Expense ratio chart for WBCIX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for TRLGX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

WBCIX vs. TRLGX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WBCIX
The Risk-Adjusted Performance Rank of WBCIX is 4242
Overall Rank
The Sharpe Ratio Rank of WBCIX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of WBCIX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of WBCIX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of WBCIX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of WBCIX is 4343
Martin Ratio Rank

TRLGX
The Risk-Adjusted Performance Rank of TRLGX is 4646
Overall Rank
The Sharpe Ratio Rank of TRLGX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of TRLGX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of TRLGX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of TRLGX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of TRLGX is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WBCIX vs. TRLGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Small-Mid Cap Core Fund (WBCIX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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.


The chart of Sharpe ratio for WBCIX, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.000.560.69
The chart of Sortino ratio for WBCIX, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.000.891.01
The chart of Omega ratio for WBCIX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.13
The chart of Calmar ratio for WBCIX, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.720.94
The chart of Martin ratio for WBCIX, currently valued at 2.34, compared to the broader market0.0020.0040.0060.0080.002.342.90
WBCIX
TRLGX

The current WBCIX Sharpe Ratio is 0.56, which is comparable to the TRLGX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of WBCIX and TRLGX, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.56
0.69
WBCIX
TRLGX

Dividends

WBCIX vs. TRLGX - Dividend Comparison

WBCIX's dividend yield for the trailing twelve months is around 0.11%, while TRLGX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WBCIX
William Blair Small-Mid Cap Core Fund
0.11%0.11%0.14%0.00%0.00%0.00%0.07%0.00%0.00%0.00%0.00%0.00%
TRLGX
T. Rowe Price Large-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.41%0.28%0.24%0.24%0.03%0.07%

Drawdowns

WBCIX vs. TRLGX - Drawdown Comparison

The maximum WBCIX drawdown since its inception was -39.56%, smaller than the maximum TRLGX drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for WBCIX and TRLGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.77%
-10.09%
WBCIX
TRLGX

Volatility

WBCIX vs. TRLGX - Volatility Comparison

William Blair Small-Mid Cap Core Fund (WBCIX) and T. Rowe Price Large-Cap Growth Fund (TRLGX) have volatilities of 4.19% and 4.16%, 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%SeptemberOctoberNovemberDecember2025February
4.19%
4.16%
WBCIX
TRLGX