PortfoliosLab logoPortfoliosLab logo
WBIIX vs. WGFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WBIIX vs. WGFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Institutional International Growth Fund (WBIIX) and William Blair Global Leaders Fund (WGFIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WBIIX vs. WGFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBIIX
William Blair Institutional International Growth Fund
-3.55%18.16%2.40%15.23%-28.39%9.30%32.69%30.75%-17.49%29.51%
WGFIX
William Blair Global Leaders Fund
-10.88%16.06%7.52%23.02%-29.32%16.71%32.06%31.97%-8.04%30.67%

Returns By Period

In the year-to-date period, WBIIX achieves a -3.55% return, which is significantly higher than WGFIX's -10.88% return. Over the past 10 years, WBIIX has underperformed WGFIX with an annualized return of 7.09%, while WGFIX has yielded a comparatively higher 9.41% annualized return.


WBIIX

1D
-1.14%
1M
-12.89%
YTD
-3.55%
6M
-1.60%
1Y
13.88%
3Y*
7.44%
5Y*
1.27%
10Y*
7.09%

WGFIX

1D
-0.34%
1M
-10.33%
YTD
-10.88%
6M
-8.47%
1Y
7.95%
3Y*
7.22%
5Y*
2.24%
10Y*
9.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WBIIX vs. WGFIX - Expense Ratio Comparison

WBIIX has a 0.98% expense ratio, which is higher than WGFIX's 0.90% expense ratio.


Return for Risk

WBIIX vs. WGFIX — Risk / Return Rank

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

WBIIX
WBIIX Risk / Return Rank: 3232
Overall Rank
WBIIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WBIIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
WBIIX Omega Ratio Rank: 3333
Omega Ratio Rank
WBIIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
WBIIX Martin Ratio Rank: 3131
Martin Ratio Rank

WGFIX
WGFIX Risk / Return Rank: 1717
Overall Rank
WGFIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WGFIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
WGFIX Omega Ratio Rank: 1717
Omega Ratio Rank
WGFIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
WGFIX Martin Ratio Rank: 1717
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.

WBIIX vs. WGFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Institutional International Growth Fund (WBIIX) and William Blair Global Leaders Fund (WGFIX). 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.


WBIIXWGFIXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.45

+0.32

Sortino ratio

Return per unit of downside risk

1.11

0.76

+0.35

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.06

Calmar ratio

Return relative to maximum drawdown

0.86

0.43

+0.43

Martin ratio

Return relative to average drawdown

3.41

1.73

+1.68

WBIIX vs. WGFIX - Sharpe Ratio Comparison

The current WBIIX Sharpe Ratio is 0.76, which is higher than the WGFIX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of WBIIX and WGFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WBIIXWGFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.45

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.12

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.50

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.30

+0.10

Correlation

The correlation between WBIIX and WGFIX is 0.89, 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

WBIIX vs. WGFIX - Dividend Comparison

WBIIX's dividend yield for the trailing twelve months is around 12.99%, less than WGFIX's 95.97% yield.


TTM20252024202320222021202020192018201720162015
WBIIX
William Blair Institutional International Growth Fund
12.99%12.53%7.49%2.51%6.57%16.58%12.61%0.95%11.74%4.16%1.15%1.28%
WGFIX
William Blair Global Leaders Fund
95.97%85.53%54.25%6.65%2.17%5.65%12.57%1.35%17.62%4.24%0.72%5.05%

Drawdowns

WBIIX vs. WGFIX - Drawdown Comparison

The maximum WBIIX drawdown since its inception was -65.13%, which is greater than WGFIX's maximum drawdown of -59.51%. Use the drawdown chart below to compare losses from any high point for WBIIX and WGFIX.


Loading graphics...

Drawdown Indicators


WBIIXWGFIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.13%

-59.51%

-5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-13.11%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-40.91%

-38.76%

-2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-40.91%

-38.76%

-2.15%

Current Drawdown

Current decline from peak

-13.17%

-13.11%

-0.06%

Average Drawdown

Average peak-to-trough decline

-14.89%

-11.96%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.29%

+0.04%

Volatility

WBIIX vs. WGFIX - Volatility Comparison

William Blair Institutional International Growth Fund (WBIIX) has a higher volatility of 7.03% compared to William Blair Global Leaders Fund (WGFIX) at 5.49%. This indicates that WBIIX's price experiences larger fluctuations and is considered to be riskier than WGFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WBIIXWGFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

5.49%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

10.13%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

17.57%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

18.66%

-2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

18.78%

-1.76%