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WBGSX vs. RYGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WBGSX vs. RYGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Growth Fund (WBGSX) and Rydex S&P 500 Pure Growth Fund (RYGRX). The values are adjusted to include any dividend payments, if applicable.

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WBGSX vs. RYGRX - 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%
RYGRX
Rydex S&P 500 Pure Growth Fund
-4.70%11.00%25.73%5.80%-28.71%26.61%26.34%34.13%-6.28%23.74%

Returns By Period

In the year-to-date period, WBGSX achieves a -14.33% return, which is significantly lower than RYGRX's -4.70% return. Over the past 10 years, WBGSX has outperformed RYGRX with an annualized return of 17.34%, while RYGRX has yielded a comparatively lower 9.87% 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%

RYGRX

1D
-2.32%
1M
-10.45%
YTD
-4.70%
6M
-7.22%
1Y
14.57%
3Y*
12.18%
5Y*
4.84%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WBGSX vs. RYGRX - Expense Ratio Comparison

WBGSX has a 1.20% expense ratio, which is lower than RYGRX's 2.26% expense ratio.


Return for Risk

WBGSX vs. RYGRX — 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

RYGRX
RYGRX Risk / Return Rank: 2727
Overall Rank
RYGRX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RYGRX Sortino Ratio Rank: 2525
Sortino Ratio Rank
RYGRX Omega Ratio Rank: 2525
Omega Ratio Rank
RYGRX Calmar Ratio Rank: 3131
Calmar Ratio Rank
RYGRX Martin Ratio Rank: 3232
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. RYGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Growth Fund (WBGSX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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.


WBGSXRYGRXDifference

Sharpe ratio

Return per unit of total volatility

0.37

0.60

-0.23

Sortino ratio

Return per unit of downside risk

0.70

1.00

-0.30

Omega ratio

Gain probability vs. loss probability

1.09

1.14

-0.05

Calmar ratio

Return relative to maximum drawdown

0.23

0.87

-0.64

Martin ratio

Return relative to average drawdown

0.72

3.49

-2.76

WBGSX vs. RYGRX - Sharpe Ratio Comparison

The current WBGSX Sharpe Ratio is 0.37, which is lower than the RYGRX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of WBGSX and RYGRX, 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


WBGSXRYGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.60

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.21

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.44

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.37

+0.12

Correlation

The correlation between WBGSX and RYGRX is 0.92, 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.


Dividends

WBGSX vs. RYGRX - Dividend Comparison

WBGSX's dividend yield for the trailing twelve months is around 51.32%, more than RYGRX's 5.34% 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%
RYGRX
Rydex S&P 500 Pure Growth Fund
5.34%5.09%0.00%0.00%0.00%2.81%4.43%12.10%7.15%6.26%0.05%2.96%

Drawdowns

WBGSX vs. RYGRX - Drawdown Comparison

The maximum WBGSX drawdown since its inception was -53.05%, roughly equal to the maximum RYGRX drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for WBGSX and RYGRX.


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Drawdown Indicators


WBGSXRYGRXDifference

Max Drawdown

Largest peak-to-trough decline

-53.05%

-54.22%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-19.70%

-13.86%

-5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-36.90%

-36.57%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-36.90%

-36.63%

-0.27%

Current Drawdown

Current decline from peak

-19.70%

-11.17%

-8.53%

Average Drawdown

Average peak-to-trough decline

-11.53%

-9.48%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.36%

3.47%

+2.89%

Volatility

WBGSX vs. RYGRX - Volatility Comparison

The current volatility for William Blair Growth Fund (WBGSX) is 5.49%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 8.03%. This indicates that WBGSX experiences smaller price fluctuations and is considered to be less risky than RYGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBGSXRYGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

8.03%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

14.52%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.60%

25.02%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.93%

23.26%

+8.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.42%

22.66%

+3.76%