WBCIX vs. VSMPX
Compare and contrast key facts about William Blair Small-Mid Cap Core Fund (WBCIX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX).
WBCIX is managed by William Blair. It was launched on Oct 1, 2019. VSMPX is managed by Vanguard. It was launched on Apr 28, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBCIX or VSMPX.
Performance
WBCIX vs. VSMPX - Performance Comparison
Returns By Period
In the year-to-date period, WBCIX achieves a 13.54% return, which is significantly lower than VSMPX's 24.11% return.
WBCIX
13.54%
-0.00%
8.77%
24.19%
10.87%
N/A
VSMPX
24.11%
0.90%
11.76%
32.53%
14.85%
N/A
Key characteristics
| WBCIX | VSMPX | |
|---|---|---|
| Sharpe Ratio | 1.56 | 2.62 |
| Sortino Ratio | 2.22 | 3.50 |
| Omega Ratio | 1.27 | 1.48 |
| Calmar Ratio | 1.42 | 3.84 |
| Martin Ratio | 8.25 | 16.75 |
| Ulcer Index | 3.01% | 1.96% |
| Daily Std Dev | 15.92% | 12.58% |
| Max Drawdown | -39.56% | -34.97% |
| Current Drawdown | -3.50% | -2.01% |
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WBCIX vs. VSMPX - Expense Ratio Comparison
WBCIX has a 1.25% expense ratio, which is higher than VSMPX's 0.02% expense ratio.
Correlation
The correlation between WBCIX and VSMPX is 0.89, 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. VSMPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Small-Mid Cap Core Fund (WBCIX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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. VSMPX - Dividend Comparison
WBCIX's dividend yield for the trailing twelve months is around 0.13%, less than VSMPX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
WBCIX William Blair Small-Mid Cap Core Fund | 0.13% | 0.14% | 0.00% | 0.00% | 0.00% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% |
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares | 1.28% | 1.44% | 1.67% | 1.22% | 1.43% | 1.78% | 2.05% | 1.73% | 1.95% | 1.52% |
Drawdowns
WBCIX vs. VSMPX - Drawdown Comparison
The maximum WBCIX drawdown since its inception was -39.56%, which is greater than VSMPX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for WBCIX and VSMPX. For additional features, visit the drawdowns tool.
Volatility
WBCIX vs. VSMPX - Volatility Comparison
William Blair Small-Mid Cap Core Fund (WBCIX) has a higher volatility of 5.49% compared to Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) at 4.25%. This indicates that WBCIX's price experiences larger fluctuations and is considered to be riskier than VSMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.