Correlation
The correlation between WBGSX and SCHB 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.
WBGSX vs. SCHB
Compare and contrast key facts about William Blair Growth Fund (WBGSX) and Schwab U.S. Broad Market ETF (SCHB).
WBGSX is managed by William Blair. It was launched on Mar 20, 1946. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBGSX or SCHB.
Performance
WBGSX vs. SCHB - Performance Comparison
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Key characteristics
WBGSX:
0.26
SCHB:
0.70
WBGSX:
0.41
SCHB:
1.00
WBGSX:
1.06
SCHB:
1.14
WBGSX:
0.16
SCHB:
0.64
WBGSX:
0.50
SCHB:
2.36
WBGSX:
8.11%
SCHB:
5.21%
WBGSX:
23.98%
SCHB:
19.80%
WBGSX:
-52.50%
SCHB:
-35.27%
WBGSX:
-8.54%
SCHB:
-4.06%
Returns By Period
In the year-to-date period, WBGSX achieves a -3.98% return, which is significantly lower than SCHB's 0.38% return. Both investments have delivered pretty close results over the past 10 years, with WBGSX having a 12.38% annualized return and SCHB not far behind at 12.14%.
WBGSX
-3.98%
7.79%
-6.19%
6.38%
13.28%
12.32%
12.38%
SCHB
0.38%
5.72%
-2.65%
12.83%
13.73%
15.27%
12.14%
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WBGSX vs. SCHB - Expense Ratio Comparison
WBGSX has a 1.20% expense ratio, which is higher than SCHB's 0.03% expense ratio.
Risk-Adjusted Performance
WBGSX vs. SCHB — Risk-Adjusted Performance Rank
WBGSX
SCHB
WBGSX vs. SCHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Growth Fund (WBGSX) and Schwab U.S. Broad Market ETF (SCHB). 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.
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Dividends
WBGSX vs. SCHB - Dividend Comparison
WBGSX's dividend yield for the trailing twelve months is around 35.97%, more than SCHB's 1.25% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBGSX William Blair Growth Fund | 35.97% | 34.54% | 12.73% | 4.59% | 14.83% | 15.07% | 10.26% | 38.86% | 38.00% | 8.81% | 13.92% | 16.27% |
SCHB Schwab U.S. Broad Market ETF | 1.25% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% |
Drawdowns
WBGSX vs. SCHB - Drawdown Comparison
The maximum WBGSX drawdown since its inception was -52.50%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for WBGSX and SCHB.
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Volatility
WBGSX vs. SCHB - Volatility Comparison
William Blair Growth Fund (WBGSX) has a higher volatility of 5.79% compared to Schwab U.S. Broad Market ETF (SCHB) at 4.85%. This indicates that WBGSX's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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