WBGSX vs. VTMGX
Compare and contrast key facts about William Blair Growth Fund (WBGSX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
WBGSX is managed by William Blair. It was launched on Mar 20, 1946. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
WBGSX vs. VTMGX - Performance Comparison
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WBGSX vs. VTMGX - 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | -0.48% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, WBGSX achieves a -14.33% return, which is significantly lower than VTMGX's -0.48% return. Over the past 10 years, WBGSX has outperformed VTMGX with an annualized return of 17.34%, while VTMGX has yielded a comparatively lower 8.99% 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%
VTMGX
- 1D
- 0.05%
- 1M
- -11.62%
- YTD
- -0.48%
- 6M
- 5.23%
- 1Y
- 25.87%
- 3Y*
- 14.82%
- 5Y*
- 8.15%
- 10Y*
- 8.99%
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WBGSX vs. VTMGX - Expense Ratio Comparison
WBGSX has a 1.20% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
WBGSX vs. VTMGX — Risk / Return Rank
WBGSX
VTMGX
WBGSX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Growth Fund (WBGSX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 1.51 | -1.14 |
Sortino ratioReturn per unit of downside risk | 0.70 | 2.01 | -1.31 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.30 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.23 | 2.01 | -1.78 |
Martin ratioReturn relative to average drawdown | 0.72 | 7.98 | -7.26 |
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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 1.51 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.52 | -0.06 |
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 | 0.28 | +0.21 |
Correlation
The correlation between WBGSX and VTMGX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WBGSX vs. VTMGX - Dividend Comparison
WBGSX's dividend yield for the trailing twelve months is around 51.32%, more than VTMGX's 3.01% 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.01% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
WBGSX vs. VTMGX - Drawdown Comparison
The maximum WBGSX drawdown since its inception was -53.05%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for WBGSX and VTMGX.
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Drawdown Indicators
| WBGSX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.05% | -60.58% | +7.53% |
Max Drawdown (1Y)Largest decline over 1 year | -19.70% | -11.67% | -8.03% |
Max Drawdown (5Y)Largest decline over 5 years | -36.90% | -29.71% | -7.19% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -35.68% | -1.22% |
Current DrawdownCurrent decline from peak | -19.70% | -11.62% | -8.08% |
Average DrawdownAverage peak-to-trough decline | -11.53% | -14.74% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.36% | 2.94% | +3.42% |
Volatility
WBGSX vs. VTMGX - Volatility Comparison
The current volatility for William Blair Growth Fund (WBGSX) is 5.49%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that WBGSX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WBGSX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 7.09% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 10.91% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 16.47% | +6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.93% | 15.60% | +16.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.42% | 16.42% | +10.00% |