WBGSX vs. WEDIX

Last updated Apr 1, 2026

Compare and contrast key facts about William Blair Growth Fund (WBGSX) and William Blair Emerging Markets Debt Fund (WEDIX).

WBGSX is managed by William Blair. It was launched on Mar 20, 1946. WEDIX is managed by William Blair. It was launched on May 24, 2021.

Performance

WBGSX vs. WEDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Growth Fund (WBGSX) and William Blair Emerging Markets Debt Fund (WEDIX). The values are adjusted to include any dividend payments, if applicable.

WBGSX vs. WEDIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WBGSX William Blair Growth Fund	-14.33%	10.69%	85.99%	37.75%	-29.75%	12.53%
WEDIX William Blair Emerging Markets Debt Fund	-1.16%	16.13%	9.09%	12.18%	-18.02%	-1.05%

Returns By Period

In the year-to-date period, WBGSX achieves a -14.33% return, which is significantly lower than WEDIX's -1.16% 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%

WEDIX

• 1D: -0.12%
• 1M: -4.46%
• YTD: -1.16%
• 6M: 2.76%
• 1Y: 11.80%
• 3Y*: 11.30%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WBGSX vs. WEDIX - Expense Ratio Comparison

WBGSX has a 1.20% expense ratio, which is higher than WEDIX's 0.70% expense ratio.

WBGSX

William Blair Growth Fund

WEDIX

William Blair Emerging Markets Debt Fund

Return for Risk

WBGSX vs. WEDIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WBGSX

WBGSX Risk / Return Rank: 13
WBGSX Sharpe Ratio Rank: 15
WBGSX Sortino Ratio Rank: 16
WBGSX Omega Ratio Rank: 15
WBGSX Calmar Ratio Rank: 10
WBGSX Martin Ratio Rank: 10

WEDIX

WEDIX Risk / Return Rank: 93
WEDIX Sharpe Ratio Rank: 95
WEDIX Sortino Ratio Rank: 95
WEDIX Omega Ratio Rank: 93
WEDIX Calmar Ratio Rank: 91
WEDIX Martin Ratio Rank: 92

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. WEDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Growth Fund (WBGSX) and William Blair Emerging Markets Debt Fund (WEDIX). 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	WEDIX	Difference
Sharpe ratio Return per unit of total volatility	0.37	2.26	-1.89
Sortino ratio Return per unit of downside risk	0.70	3.21	-2.51
Omega ratio Gain probability vs. loss probability	1.09	1.47	-0.38
Calmar ratio Return relative to maximum drawdown	0.23	2.62	-2.39
Martin ratio Return relative to average drawdown	0.72	11.03	-10.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WBGSX vs. WEDIX - Sharpe Ratio Comparison

The current WBGSX Sharpe Ratio is 0.37, which is lower than the WEDIX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of WBGSX and WEDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WBGSX	WEDIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.37	2.26	-1.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.38	+0.11

Correlation

The correlation between WBGSX and WEDIX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WBGSX vs. WEDIX - Dividend Comparison

WBGSX's dividend yield for the trailing twelve months is around 51.32%, more than WEDIX's 5.84% 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%
WEDIX William Blair Emerging Markets Debt Fund	5.84%	6.32%	6.53%	5.37%	5.85%	3.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WBGSX vs. WEDIX - Drawdown Comparison

The maximum WBGSX drawdown since its inception was -53.05%, which is greater than WEDIX's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for WBGSX and WEDIX.

Drawdown Indicators

	WBGSX	WEDIX	Difference
Max Drawdown Largest peak-to-trough decline	-53.05%	-30.80%	-22.25%
Max Drawdown (1Y) Largest decline over 1 year	-19.70%	-4.53%	-15.17%
Max Drawdown (5Y) Largest decline over 5 years	-36.90%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.90%	—	—
Current Drawdown Current decline from peak	-19.70%	-4.46%	-15.24%
Average Drawdown Average peak-to-trough decline	-11.53%	-9.56%	-1.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.36%	1.08%	+5.28%

Volatility

WBGSX vs. WEDIX - Volatility Comparison

William Blair Growth Fund (WBGSX) has a higher volatility of 5.49% compared to William Blair Emerging Markets Debt Fund (WEDIX) at 1.79%. This indicates that WBGSX's price experiences larger fluctuations and is considered to be riskier than WEDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WBGSX	WEDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.49%	1.79%	+3.70%
Volatility (6M) Calculated over the trailing 6-month period	12.56%	3.22%	+9.34%
Volatility (1Y) Calculated over the trailing 1-year period	22.60%	5.49%	+17.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.93%	7.27%	+24.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.42%	7.27%	+19.15%