WBGSX vs. SCHG
Compare and contrast key facts about William Blair Growth Fund (WBGSX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
WBGSX is managed by William Blair. It was launched on Mar 20, 1946. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
WBGSX vs. SCHG - Performance Comparison
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WBGSX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | -10.59% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, WBGSX achieves a -14.33% return, which is significantly lower than SCHG's -10.59% return. Both investments have delivered pretty close results over the past 10 years, with WBGSX having a 17.34% annualized return and SCHG not far behind at 16.83%.
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%
SCHG
- 1D
- 3.67%
- 1M
- -5.12%
- YTD
- -10.59%
- 6M
- -8.51%
- 1Y
- 16.81%
- 3Y*
- 21.91%
- 5Y*
- 12.55%
- 10Y*
- 16.83%
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WBGSX vs. SCHG - Expense Ratio Comparison
WBGSX has a 1.20% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
WBGSX vs. SCHG — Risk / Return Rank
WBGSX
SCHG
WBGSX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Growth Fund (WBGSX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| WBGSX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 0.75 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.70 | 1.23 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.17 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.23 | 1.03 | -0.80 |
Martin ratioReturn relative to average drawdown | 0.72 | 3.54 | -2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WBGSX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.75 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.57 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.79 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.79 | -0.30 |
Correlation
The correlation between WBGSX and SCHG is 0.95, 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. SCHG - Dividend Comparison
WBGSX's dividend yield for the trailing twelve months is around 51.32%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
WBGSX vs. SCHG - Drawdown Comparison
The maximum WBGSX drawdown since its inception was -53.05%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for WBGSX and SCHG.
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Drawdown Indicators
| WBGSX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.05% | -34.59% | -18.46% |
Max Drawdown (1Y)Largest decline over 1 year | -19.70% | -16.41% | -3.29% |
Max Drawdown (5Y)Largest decline over 5 years | -36.90% | -34.59% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -34.59% | -2.31% |
Current DrawdownCurrent decline from peak | -19.70% | -13.34% | -6.36% |
Average DrawdownAverage peak-to-trough decline | -11.53% | -5.22% | -6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.36% | 4.78% | +1.58% |
Volatility
WBGSX vs. SCHG - Volatility Comparison
The current volatility for William Blair Growth Fund (WBGSX) is 5.49%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.67%. This indicates that WBGSX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WBGSX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 6.67% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 12.51% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 22.43% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.93% | 22.32% | +9.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.42% | 21.51% | +4.91% |