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WBGSX vs. BESIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WBGSX vs. BESIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Growth Fund (WBGSX) and William Blair Emerging Markets Small Cap Growth Fund (BESIX). The values are adjusted to include any dividend payments, if applicable.

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WBGSX vs. BESIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBGSX
William Blair Growth Fund
-14.33%10.69%85.99%37.75%-29.75%21.71%36.12%32.11%4.88%24.19%
BESIX
William Blair Emerging Markets Small Cap Growth Fund
3.79%13.93%8.37%22.25%-27.95%15.52%32.60%20.58%-23.29%40.54%

Returns By Period

In the year-to-date period, WBGSX achieves a -14.33% return, which is significantly lower than BESIX's 3.79% return. Over the past 10 years, WBGSX has outperformed BESIX with an annualized return of 17.34%, while BESIX has yielded a comparatively lower 8.19% annualized return.


WBGSX

1D
-0.17%
1M
-8.60%
YTD
-14.33%
6M
-14.51%
1Y
8.39%
3Y*
29.23%
5Y*
14.76%
10Y*
17.34%

BESIX

1D
-1.86%
1M
-10.74%
YTD
3.79%
6M
6.00%
1Y
33.70%
3Y*
14.17%
5Y*
4.93%
10Y*
8.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WBGSX vs. BESIX - Expense Ratio Comparison

WBGSX has a 1.20% expense ratio, which is lower than BESIX's 1.30% expense ratio.


Return for Risk

WBGSX vs. BESIX — Risk / Return Rank

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

WBGSX
WBGSX Risk / Return Rank: 1313
Overall Rank
WBGSX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
WBGSX Sortino Ratio Rank: 1616
Sortino Ratio Rank
WBGSX Omega Ratio Rank: 1515
Omega Ratio Rank
WBGSX Calmar Ratio Rank: 1010
Calmar Ratio Rank
WBGSX Martin Ratio Rank: 1010
Martin Ratio Rank

BESIX
BESIX Risk / Return Rank: 8989
Overall Rank
BESIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BESIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
BESIX Omega Ratio Rank: 8484
Omega Ratio Rank
BESIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
BESIX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WBGSX vs. BESIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Growth Fund (WBGSX) and William Blair Emerging Markets Small Cap Growth Fund (BESIX). 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.


WBGSXBESIXDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.86

-1.49

Sortino ratio

Return per unit of downside risk

0.70

2.41

-1.71

Omega ratio

Gain probability vs. loss probability

1.09

1.34

-0.25

Calmar ratio

Return relative to maximum drawdown

0.23

2.84

-2.61

Martin ratio

Return relative to average drawdown

0.72

9.98

-9.26

WBGSX vs. BESIX - Sharpe Ratio Comparison

The current WBGSX Sharpe Ratio is 0.37, which is lower than the BESIX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of WBGSX and BESIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WBGSXBESIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.86

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.34

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.51

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.60

-0.11

Correlation

The correlation between WBGSX and BESIX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WBGSX vs. BESIX - Dividend Comparison

WBGSX's dividend yield for the trailing twelve months is around 51.32%, more than BESIX's 9.19% yield.


TTM20252024202320222021202020192018201720162015
WBGSX
William Blair Growth Fund
51.32%43.96%69.07%12.73%4.59%14.82%15.07%10.27%38.86%38.00%8.81%13.92%
BESIX
William Blair Emerging Markets Small Cap Growth Fund
9.19%9.53%0.00%0.26%4.84%8.51%0.04%0.16%2.32%3.17%2.67%4.17%

Drawdowns

WBGSX vs. BESIX - Drawdown Comparison

The maximum WBGSX drawdown since its inception was -53.05%, which is greater than BESIX's maximum drawdown of -38.05%. Use the drawdown chart below to compare losses from any high point for WBGSX and BESIX.


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Drawdown Indicators


WBGSXBESIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.05%

-38.05%

-15.00%

Max Drawdown (1Y)

Largest decline over 1 year

-19.70%

-11.45%

-8.25%

Max Drawdown (5Y)

Largest decline over 5 years

-36.90%

-31.41%

-5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.90%

-38.05%

+1.15%

Current Drawdown

Current decline from peak

-19.70%

-11.45%

-8.25%

Average Drawdown

Average peak-to-trough decline

-11.53%

-10.28%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.36%

3.26%

+3.10%

Volatility

WBGSX vs. BESIX - Volatility Comparison

The current volatility for William Blair Growth Fund (WBGSX) is 5.49%, while William Blair Emerging Markets Small Cap Growth Fund (BESIX) has a volatility of 8.27%. This indicates that WBGSX experiences smaller price fluctuations and is considered to be less risky than BESIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBGSXBESIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

8.27%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

13.89%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

22.60%

17.62%

+4.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.93%

14.67%

+17.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.42%

16.01%

+10.41%