WBGSX vs. SCHX
Compare and contrast key facts about William Blair Growth Fund (WBGSX) and Schwab U.S. Large-Cap ETF (SCHX).
WBGSX is managed by William Blair. It was launched on Mar 20, 1946. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Performance
WBGSX vs. SCHX - Performance Comparison
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WBGSX vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WBGSX William Blair Growth Fund | -11.49% | 10.69% | 85.99% | 37.75% | -29.75% | 21.71% | 36.12% | 32.11% | 4.88% | 24.19% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
Returns By Period
In the year-to-date period, WBGSX achieves a -11.49% return, which is significantly lower than SCHX's -3.70% return. Over the past 10 years, WBGSX has outperformed SCHX with an annualized return of 17.73%, while SCHX has yielded a comparatively lower 14.02% annualized return.
WBGSX
- 1D
- 3.31%
- 1M
- -6.02%
- YTD
- -11.49%
- 6M
- -11.86%
- 1Y
- 10.97%
- 3Y*
- 30.64%
- 5Y*
- 15.07%
- 10Y*
- 17.73%
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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WBGSX vs. SCHX - Expense Ratio Comparison
WBGSX has a 1.20% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
WBGSX vs. SCHX — Risk / Return Rank
WBGSX
SCHX
WBGSX vs. SCHX - 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 ETF (SCHX). 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 | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.98 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.93 | 1.50 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.51 | -1.05 |
Martin ratioReturn relative to average drawdown | 1.41 | 7.02 | -5.61 |
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 | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.98 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.66 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.78 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.80 | -0.31 |
Correlation
The correlation between WBGSX and SCHX is 0.93, 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. SCHX - Dividend Comparison
WBGSX's dividend yield for the trailing twelve months is around 49.67%, more than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBGSX William Blair Growth Fund | 49.67% | 43.96% | 69.07% | 12.73% | 4.59% | 14.82% | 15.07% | 10.27% | 38.86% | 38.00% | 8.81% | 13.92% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
WBGSX vs. SCHX - Drawdown Comparison
The maximum WBGSX drawdown since its inception was -53.05%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for WBGSX and SCHX.
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Drawdown Indicators
| WBGSX | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.05% | -34.33% | -18.72% |
Max Drawdown (1Y)Largest decline over 1 year | -19.70% | -12.19% | -7.51% |
Max Drawdown (5Y)Largest decline over 5 years | -36.90% | -25.41% | -11.49% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -34.33% | -2.57% |
Current DrawdownCurrent decline from peak | -17.04% | -5.67% | -11.37% |
Average DrawdownAverage peak-to-trough decline | -11.53% | -4.00% | -7.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 2.62% | +3.77% |
Volatility
WBGSX vs. SCHX - Volatility Comparison
William Blair Growth Fund (WBGSX) has a higher volatility of 6.57% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. This indicates that WBGSX's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WBGSX | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 5.36% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 9.67% | +3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 18.33% | +4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.96% | 17.13% | +14.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.44% | 18.13% | +8.31% |