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WBGSX vs. SCHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WBGSX vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Growth Fund (WBGSX) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

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WBGSX vs. SCHF - 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%
SCHF
Schwab International Equity ETF
2.95%34.55%3.28%18.35%-14.80%11.40%9.48%22.26%-14.29%26.03%

Returns By Period

In the year-to-date period, WBGSX achieves a -14.33% return, which is significantly lower than SCHF's 2.95% return. Over the past 10 years, WBGSX has outperformed SCHF with an annualized return of 17.34%, while SCHF has yielded a comparatively lower 9.42% 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%

SCHF

1D
3.25%
1M
-8.44%
YTD
2.95%
6M
9.36%
1Y
29.56%
3Y*
16.15%
5Y*
8.69%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WBGSX vs. SCHF - Expense Ratio Comparison

WBGSX has a 1.20% expense ratio, which is higher than SCHF's 0.06% expense ratio.


Return for Risk

WBGSX vs. SCHF — 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

SCHF
SCHF Risk / Return Rank: 8787
Overall Rank
SCHF Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCHF Omega Ratio Rank: 8787
Omega Ratio Rank
SCHF Calmar Ratio Rank: 8686
Calmar Ratio Rank
SCHF Martin Ratio Rank: 8686
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. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Growth Fund (WBGSX) and Schwab International Equity ETF (SCHF). 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.


WBGSXSCHFDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.68

-1.31

Sortino ratio

Return per unit of downside risk

0.70

2.30

-1.60

Omega ratio

Gain probability vs. loss probability

1.09

1.34

-0.24

Calmar ratio

Return relative to maximum drawdown

0.23

2.47

-2.24

Martin ratio

Return relative to average drawdown

0.72

9.63

-8.91

WBGSX vs. SCHF - Sharpe Ratio Comparison

The current WBGSX Sharpe Ratio is 0.37, which is lower than the SCHF Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of WBGSX and SCHF, 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


WBGSXSCHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.68

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.54

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.55

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.40

+0.09

Correlation

The correlation between WBGSX and SCHF is 0.75, 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. SCHF - Dividend Comparison

WBGSX's dividend yield for the trailing twelve months is around 51.32%, more than SCHF's 3.32% 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%
SCHF
Schwab International Equity ETF
3.32%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Drawdowns

WBGSX vs. SCHF - Drawdown Comparison

The maximum WBGSX drawdown since its inception was -53.05%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for WBGSX and SCHF.


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Drawdown Indicators


WBGSXSCHFDifference

Max Drawdown

Largest peak-to-trough decline

-53.05%

-34.87%

-18.18%

Max Drawdown (1Y)

Largest decline over 1 year

-19.70%

-11.48%

-8.22%

Max Drawdown (5Y)

Largest decline over 5 years

-36.90%

-29.14%

-7.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.90%

-34.87%

-2.03%

Current Drawdown

Current decline from peak

-19.70%

-8.60%

-11.10%

Average Drawdown

Average peak-to-trough decline

-11.53%

-7.44%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.36%

2.95%

+3.41%

Volatility

WBGSX vs. SCHF - Volatility Comparison

The current volatility for William Blair Growth Fund (WBGSX) is 5.49%, while Schwab International Equity ETF (SCHF) has a volatility of 8.47%. This indicates that WBGSX experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBGSXSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

8.47%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

11.70%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

22.60%

17.72%

+4.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.93%

16.14%

+15.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.42%

17.09%

+9.33%