WBIGX vs. BIGIX

Last updated Jun 5, 2026

WBIGX (William Blair International Growth Fund) and BIGIX (William Blair International Growth Fund Class I) are both Foreign Large Cap Equities funds from William Blair. Over the past 10 years, WBIGX returned 8.27%/yr vs 8.58%/yr for BIGIX. With a 1.00 correlation, they move nearly in lockstep. WBIGX charges 1.31%/yr vs 0.90%/yr for BIGIX.

Performance

WBIGX vs. BIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair International Growth Fund (WBIGX) and William Blair International Growth Fund Class I (BIGIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with WBIGX having a 15.51% return and BIGIX slightly higher at 15.67%. Both investments have delivered pretty close results over the past 10 years, with WBIGX having a 8.27% annualized return and BIGIX not far ahead at 8.58%.

WBIGX

• 1D: -0.07%
• 1M: 5.78%
• YTD: 15.51%
• 6M: 17.34%
• 1Y: 23.06%
• 3Y*: 13.36%
• 5Y*: 2.95%
• 10Y*: 8.27%

BIGIX

• 1D: -0.03%
• 1M: 5.84%
• YTD: 15.67%
• 6M: 17.54%
• 1Y: 23.41%
• 3Y*: 13.66%
• 5Y*: 3.22%
• 10Y*: 8.58%

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

WBIGX vs. BIGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WBIGX William Blair International Growth Fund	15.51%	17.90%	2.11%	15.16%	-28.65%	8.61%	31.66%	30.25%	-17.99%	29.10%
BIGIX William Blair International Growth Fund Class I	15.67%	18.17%	2.38%	15.43%	-28.46%	8.95%	32.01%	30.66%	-17.71%	29.48%

Correlation

The correlation between WBIGX and BIGIX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (10Y) Calculated over the trailing 10-year period	1.00
Correlation (All Time) Calculated using the full available price history since Oct 1, 1999	1.00

The correlation between WBIGX and BIGIX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Return for Risk

WBIGX vs. BIGIX — Risk / Return Rank

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

WBIGX

WBIGX Risk / Return Rank: 31
WBIGX Sharpe Ratio Rank: 33
WBIGX Sortino Ratio Rank: 31
WBIGX Omega Ratio Rank: 37
WBIGX Calmar Ratio Rank: 26
WBIGX Martin Ratio Rank: 31

BIGIX

BIGIX Risk / Return Rank: 33
BIGIX Sharpe Ratio Rank: 35
BIGIX Sortino Ratio Rank: 33
BIGIX Omega Ratio Rank: 40
BIGIX Calmar Ratio Rank: 27
BIGIX Martin Ratio Rank: 32

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.

WBIGX vs. BIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair International Growth Fund (WBIGX) and William Blair International Growth Fund Class I (BIGIX). 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.

	WBIGX	BIGIX	Difference
Sharpe ratio: Return per unit of total volatility	1.61	1.64	-0.02
Sortino ratio: Return per unit of downside risk	2.25	2.28	-0.03
Omega ratio: Gain probability vs. loss probability	1.31	1.32	-0.01
Calmar ratio: Return relative to maximum drawdown	1.84	1.87	-0.03
Martin ratio: Return relative to average drawdown	6.90	7.02	-0.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WBIGX vs. BIGIX - Sharpe Ratio Comparison

The current WBIGX Sharpe Ratio is 1.61, which is comparable to the BIGIX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of WBIGX and BIGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WBIGX	BIGIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	1.64	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.18	0.19	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.50	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.40	+0.11

Drawdowns

WBIGX vs. BIGIX - Drawdown Comparison

The maximum WBIGX drawdown since its inception was -65.35%, roughly equal to the maximum BIGIX drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for WBIGX and BIGIX.

Drawdown Indicators

	WBIGX	BIGIX	Difference
Max Drawdown Largest peak-to-trough decline	-65.35%	-65.22%	-0.13%
Max Drawdown (1Y) Largest decline over 1 year	-13.23%	-13.21%	-0.02%
Max Drawdown (3Y) Largest decline over 3 years	-17.22%	-17.09%	-0.13%
Max Drawdown (5Y) Largest decline over 5 years	-41.18%	-41.03%	-0.15%
Max Drawdown (10Y) Largest decline over 10 years	-41.18%	-41.03%	-0.15%
Current Drawdown Current decline from peak	-0.07%	-0.03%	-0.04%
Average Drawdown Average peak-to-trough decline	-14.76%	-17.16%	+2.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	3.50%	+0.01%

Volatility

WBIGX vs. BIGIX - Volatility Comparison

William Blair International Growth Fund (WBIGX) and William Blair International Growth Fund Class I (BIGIX) have volatilities of 5.44% and 5.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WBIGX	BIGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.44%	5.45%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	12.75%	12.77%	-0.02%
Volatility (1Y) Calculated over the trailing 1-year period	15.06%	15.06%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.69%	16.69%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.22%	17.23%	-0.01%

WBIGX vs. BIGIX - Expense Ratio Comparison

WBIGX has a 1.31% expense ratio, which is higher than BIGIX's 0.90% expense ratio.

Dividends

WBIGX vs. BIGIX - Dividend Comparison

WBIGX's dividend yield for the trailing twelve months is around 16.42%, more than BIGIX's 15.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIGIX William Blair International Growth Fund Class I	15.95%	18.45%	7.49%	3.52%	7.84%	11.41%	1.11%	1.29%	9.05%	1.54%	1.80%	1.18%
WBIGX William Blair International Growth Fund	16.42%	18.97%	7.47%	3.38%	7.92%	11.75%	0.82%	1.07%	8.56%	1.28%	1.51%	0.92%

Frequently Asked Questions

Can I hold both WBIGX and BIGIX in my portfolio?

With a correlation of 1.00, WBIGX and BIGIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, WBIGX or BIGIX?

BIGIX has higher volatility (5.45%) compared to WBIGX (5.44%). In terms of maximum drawdown, WBIGX dropped -65.35% vs BIGIX's -65.22%.

Which has better risk-adjusted returns?

BIGIX currently has the higher Sharpe Ratio (1.64 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.