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WBIIX vs. WILIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WBIIX vs. WILIX - 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 International Leaders Fund (WILIX). The values are adjusted to include any dividend payments, if applicable.

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WBIIX vs. WILIX - 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%
WILIX
William Blair International Leaders Fund
-2.72%23.21%-0.50%13.10%-28.55%10.16%26.79%31.76%-12.43%30.03%

Returns By Period

In the year-to-date period, WBIIX achieves a -3.55% return, which is significantly lower than WILIX's -2.72% return. Over the past 10 years, WBIIX has underperformed WILIX with an annualized return of 7.09%, while WILIX has yielded a comparatively higher 7.72% 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%

WILIX

1D
-1.15%
1M
-13.39%
YTD
-2.72%
6M
0.96%
1Y
18.46%
3Y*
7.52%
5Y*
1.48%
10Y*
7.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WBIIX vs. WILIX - Expense Ratio Comparison

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


Return for Risk

WBIIX vs. WILIX — 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

WILIX
WILIX Risk / Return Rank: 4747
Overall Rank
WILIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WILIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
WILIX Omega Ratio Rank: 5151
Omega Ratio Rank
WILIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
WILIX Martin Ratio Rank: 4343
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. WILIX - 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 International Leaders Fund (WILIX). 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.


WBIIXWILIXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.96

-0.19

Sortino ratio

Return per unit of downside risk

1.11

1.36

-0.25

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

0.86

1.14

-0.28

Martin ratio

Return relative to average drawdown

3.41

4.45

-1.04

WBIIX vs. WILIX - Sharpe Ratio Comparison

The current WBIIX Sharpe Ratio is 0.76, which is comparable to the WILIX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of WBIIX and WILIX, 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


WBIIXWILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.96

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.08

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.44

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.43

-0.03

Correlation

The correlation between WBIIX and WILIX is 0.97, 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. WILIX - Dividend Comparison

WBIIX's dividend yield for the trailing twelve months is around 12.99%, more than WILIX's 8.20% 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%
WILIX
William Blair International Leaders Fund
8.20%7.98%0.58%0.45%0.19%2.82%0.80%0.56%4.14%2.17%1.01%0.74%

Drawdowns

WBIIX vs. WILIX - Drawdown Comparison

The maximum WBIIX drawdown since its inception was -65.13%, which is greater than WILIX's maximum drawdown of -41.01%. Use the drawdown chart below to compare losses from any high point for WBIIX and WILIX.


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Drawdown Indicators


WBIIXWILIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.13%

-41.01%

-24.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-13.67%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-40.91%

-41.01%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-40.91%

-41.01%

+0.10%

Current Drawdown

Current decline from peak

-13.17%

-13.67%

+0.50%

Average Drawdown

Average peak-to-trough decline

-14.89%

-9.87%

-5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

3.50%

-0.17%

Volatility

WBIIX vs. WILIX - Volatility Comparison

William Blair Institutional International Growth Fund (WBIIX) and William Blair International Leaders Fund (WILIX) have volatilities of 7.03% and 7.02%, 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.


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Volatility by Period


WBIIXWILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

7.02%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

12.45%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

17.80%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

17.60%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

17.56%

-0.54%