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WBIGX vs. GSIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WBIGX vs. GSIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair International Growth Fund (WBIGX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). The values are adjusted to include any dividend payments, if applicable.

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WBIGX vs. GSIMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBIGX
William Blair International Growth Fund
-0.77%17.90%2.11%15.16%-28.65%8.61%31.66%30.25%-17.99%28.89%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.76%20.85%9.66%22.10%-11.06%12.50%15.77%27.64%-6.04%29.92%

Returns By Period

In the year-to-date period, WBIGX achieves a -0.77% return, which is significantly lower than GSIMX's 4.76% return.


WBIGX

1D
2.95%
1M
-8.84%
YTD
-0.77%
6M
0.87%
1Y
16.42%
3Y*
8.28%
5Y*
1.11%
10Y*
6.98%

GSIMX

1D
0.94%
1M
-3.92%
YTD
4.76%
6M
8.19%
1Y
16.65%
3Y*
17.74%
5Y*
10.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WBIGX vs. GSIMX - Expense Ratio Comparison

WBIGX has a 1.31% expense ratio, which is higher than GSIMX's 0.76% expense ratio.


Return for Risk

WBIGX vs. GSIMX — Risk / Return Rank

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

WBIGX
WBIGX Risk / Return Rank: 4141
Overall Rank
WBIGX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
WBIGX Sortino Ratio Rank: 4444
Sortino Ratio Rank
WBIGX Omega Ratio Rank: 4848
Omega Ratio Rank
WBIGX Calmar Ratio Rank: 3333
Calmar Ratio Rank
WBIGX Martin Ratio Rank: 3333
Martin Ratio Rank

GSIMX
GSIMX Risk / Return Rank: 7474
Overall Rank
GSIMX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GSIMX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GSIMX Omega Ratio Rank: 7474
Omega Ratio Rank
GSIMX Calmar Ratio Rank: 7777
Calmar Ratio Rank
GSIMX Martin Ratio Rank: 7676
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.

WBIGX vs. GSIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair International Growth Fund (WBIGX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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.


WBIGXGSIMXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.37

-0.35

Sortino ratio

Return per unit of downside risk

1.44

1.81

-0.36

Omega ratio

Gain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratio

Return relative to maximum drawdown

1.08

1.88

-0.80

Martin ratio

Return relative to average drawdown

4.19

7.59

-3.40

WBIGX vs. GSIMX - Sharpe Ratio Comparison

The current WBIGX Sharpe Ratio is 1.02, which is comparable to the GSIMX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of WBIGX and GSIMX, 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


WBIGXGSIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.37

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.73

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.82

-0.34

Correlation

The correlation between WBIGX and GSIMX is 0.78, 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

WBIGX vs. GSIMX - Dividend Comparison

WBIGX's dividend yield for the trailing twelve months is around 19.12%, more than GSIMX's 4.89% yield.


TTM20252024202320222021202020192018201720162015
WBIGX
William Blair International Growth Fund
19.12%18.97%7.47%3.38%7.92%11.75%0.82%1.07%8.56%1.28%1.51%0.92%
GSIMX
Goldman Sachs GQG Partners International Opportunities Fund
4.89%5.12%11.18%2.36%4.89%2.23%0.18%0.65%0.53%0.16%0.00%0.00%

Drawdowns

WBIGX vs. GSIMX - Drawdown Comparison

The maximum WBIGX drawdown since its inception was -65.35%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for WBIGX and GSIMX.


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Drawdown Indicators


WBIGXGSIMXDifference

Max Drawdown

Largest peak-to-trough decline

-65.35%

-28.84%

-36.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.23%

-8.75%

-4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-41.18%

-25.37%

-15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

Current Drawdown

Current decline from peak

-10.67%

-5.23%

-5.44%

Average Drawdown

Average peak-to-trough decline

-14.83%

-4.85%

-9.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

2.17%

+1.26%

Volatility

WBIGX vs. GSIMX - Volatility Comparison

William Blair International Growth Fund (WBIGX) has a higher volatility of 7.82% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.80%. This indicates that WBIGX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBIGXGSIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

4.80%

+3.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

7.38%

+4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.81%

12.48%

+4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.57%

14.43%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

15.77%

+1.33%