WBGSX vs. SCHX

In the year-to-date period, WBGSX achieves a 2.62% return, which is significantly lower than SCHX's 4.40% return. Over the past 10 years, WBGSX has underperformed SCHX with an annualized return of -4.29%, while SCHX has yielded a comparatively higher 15.79% annualized return.

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WBGSX has a 1.20% expense ratio, which is higher than SCHX's 0.03% expense ratio.

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.

The current WBGSX Sharpe Ratio is -0.40, which is lower than the SCHX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of WBGSX and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WBGSX has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 2.27%.

The maximum WBGSX drawdown since its inception was -72.76%, 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. For additional features, visit the drawdowns tool.

William Blair Growth Fund (WBGSX) has a higher volatility of 4.31% compared to Schwab U.S. Large-Cap ETF (SCHX) at 3.11%. 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.