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WBSIX vs. AVFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WBSIX and AVFIX is 0.90, 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.


-0.50.00.51.00.9

Performance

WBSIX vs. AVFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Small Cap Growth Fund (WBSIX) and American Beacon Small Cap Value Fund (AVFIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
1.23%
-1.24%
WBSIX
AVFIX

Key characteristics

Sharpe Ratio

WBSIX:

0.51

AVFIX:

-0.03

Sortino Ratio

WBSIX:

0.80

AVFIX:

0.10

Omega Ratio

WBSIX:

1.11

AVFIX:

1.01

Calmar Ratio

WBSIX:

0.30

AVFIX:

-0.04

Martin Ratio

WBSIX:

3.00

AVFIX:

-0.16

Ulcer Index

WBSIX:

3.72%

AVFIX:

4.07%

Daily Std Dev

WBSIX:

21.94%

AVFIX:

20.64%

Max Drawdown

WBSIX:

-65.45%

AVFIX:

-61.40%

Current Drawdown

WBSIX:

-28.39%

AVFIX:

-16.36%

Returns By Period

In the year-to-date period, WBSIX achieves a 8.36% return, which is significantly higher than AVFIX's -1.20% return. Over the past 10 years, WBSIX has underperformed AVFIX with an annualized return of 2.58%, while AVFIX has yielded a comparatively higher 6.74% annualized return.


WBSIX

YTD

8.36%

1M

-11.00%

6M

1.70%

1Y

8.43%

5Y*

2.36%

10Y*

2.58%

AVFIX

YTD

-1.20%

1M

-15.06%

6M

-1.24%

1Y

-1.24%

5Y*

7.20%

10Y*

6.74%

Compare stocks, funds, or ETFs

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


WBSIX vs. AVFIX - Expense Ratio Comparison

WBSIX has a 1.25% expense ratio, which is higher than AVFIX's 0.81% expense ratio.


WBSIX
William Blair Small Cap Growth Fund
Expense ratio chart for WBSIX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for AVFIX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%

Risk-Adjusted Performance

WBSIX vs. AVFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Small Cap Growth Fund (WBSIX) and American Beacon Small Cap Value Fund (AVFIX). 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.


Sharpe ratio
The chart of Sharpe ratio for WBSIX, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.000.41-0.03
The chart of Sortino ratio for WBSIX, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.670.10
The chart of Omega ratio for WBSIX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.091.01
The chart of Calmar ratio for WBSIX, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.0014.000.24-0.04
The chart of Martin ratio for WBSIX, currently valued at 2.33, compared to the broader market0.0020.0040.0060.002.33-0.16
WBSIX
AVFIX

The current WBSIX Sharpe Ratio is 0.51, which is higher than the AVFIX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of WBSIX and AVFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.41
-0.03
WBSIX
AVFIX

Dividends

WBSIX vs. AVFIX - Dividend Comparison

Neither WBSIX nor AVFIX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
WBSIX
William Blair Small Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVFIX
American Beacon Small Cap Value Fund
0.00%1.52%1.80%0.85%0.88%1.18%0.91%0.56%0.81%0.89%0.77%0.51%

Drawdowns

WBSIX vs. AVFIX - Drawdown Comparison

The maximum WBSIX drawdown since its inception was -65.45%, which is greater than AVFIX's maximum drawdown of -61.40%. Use the drawdown chart below to compare losses from any high point for WBSIX and AVFIX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.39%
-16.36%
WBSIX
AVFIX

Volatility

WBSIX vs. AVFIX - Volatility Comparison

William Blair Small Cap Growth Fund (WBSIX) has a higher volatility of 11.17% compared to American Beacon Small Cap Value Fund (AVFIX) at 9.01%. This indicates that WBSIX's price experiences larger fluctuations and is considered to be riskier than AVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
11.17%
9.01%
WBSIX
AVFIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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