WBSIX vs. AVFIX
Compare and contrast key facts about William Blair Small Cap Growth Fund (WBSIX) and American Beacon Small Cap Value Fund (AVFIX).
WBSIX is managed by William Blair. It was launched on Dec 27, 1999. AVFIX is managed by American Beacon. It was launched on Dec 31, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBSIX or AVFIX.
Performance
WBSIX vs. AVFIX - Performance Comparison
Returns By Period
In the year-to-date period, WBSIX achieves a 23.19% return, which is significantly higher than AVFIX's 16.32% return. Over the past 10 years, WBSIX has underperformed AVFIX with an annualized return of 2.37%, while AVFIX has yielded a comparatively higher 8.66% annualized return.
WBSIX
23.19%
10.53%
15.71%
34.39%
5.38%
2.37%
AVFIX
16.32%
8.57%
13.45%
30.08%
11.91%
8.66%
Key characteristics
| WBSIX | AVFIX | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.53 |
| Sortino Ratio | 2.45 | 2.26 |
| Omega Ratio | 1.30 | 1.28 |
| Calmar Ratio | 0.87 | 3.04 |
| Martin Ratio | 9.94 | 8.23 |
| Ulcer Index | 3.46% | 3.65% |
| Daily Std Dev | 19.67% | 19.61% |
| Max Drawdown | -65.45% | -61.40% |
| Current Drawdown | -18.59% | -0.00% |
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WBSIX vs. AVFIX - Expense Ratio Comparison
WBSIX has a 1.25% expense ratio, which is higher than AVFIX's 0.81% expense ratio.
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.
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.
Dividends
WBSIX vs. AVFIX - Dividend Comparison
WBSIX has not paid dividends to shareholders, while AVFIX's dividend yield for the trailing twelve months is around 1.31%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.31% | 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.
Volatility
WBSIX vs. AVFIX - Volatility Comparison
William Blair Small Cap Growth Fund (WBSIX) and American Beacon Small Cap Value Fund (AVFIX) have volatilities of 7.26% and 7.43%, 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.