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WBSIX vs. IGSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WBSIX vs. IGSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Small Cap Growth Fund (WBSIX) and iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WBSIX achieves a 19.23% return, which is significantly higher than IGSB's 0.66% return. Over the past 10 years, WBSIX has outperformed IGSB with an annualized return of 15.09%, while IGSB has yielded a comparatively lower 2.70% annualized return.


WBSIX

1D
2.77%
1M
6.13%
YTD
19.23%
6M
16.34%
1Y
33.70%
3Y*
20.12%
5Y*
8.72%
10Y*
15.09%

IGSB

1D
-0.13%
1M
0.21%
YTD
0.66%
6M
0.83%
1Y
4.20%
3Y*
5.68%
5Y*
2.45%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WBSIX vs. IGSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBSIX
William Blair Small Cap Growth Fund
19.23%3.03%32.88%16.38%-21.46%12.64%38.87%22.53%-2.08%26.81%
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
0.66%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%

Correlation

The correlation between WBSIX and IGSB is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2007

0.07

Over the past year, WBSIX and IGSB have become more correlated (0.40) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

WBSIX vs. IGSB — Risk / Return Rank

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

WBSIX
WBSIX Risk / Return Rank: 4040
Overall Rank
WBSIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
WBSIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
WBSIX Omega Ratio Rank: 3131
Omega Ratio Rank
WBSIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
WBSIX Martin Ratio Rank: 4848
Martin Ratio Rank

IGSB
IGSB Risk / Return Rank: 7070
Overall Rank
IGSB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 7878
Sortino Ratio Rank
IGSB Omega Ratio Rank: 7676
Omega Ratio Rank
IGSB Calmar Ratio Rank: 6060
Calmar Ratio Rank
IGSB Martin Ratio Rank: 6565
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.

WBSIX vs. IGSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Small Cap Growth Fund (WBSIX) and iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WBSIXIGSBDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.27

1.43

-0.16

Calmar ratioReturn relative to maximum drawdown

2.61

2.89

-0.28

Martin ratioReturn relative to average drawdown

9.39

11.59

-2.20

WBSIX vs. IGSB - Sharpe Ratio Comparison

The current WBSIX Sharpe Ratio is 1.61, which is comparable to the IGSB Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of WBSIX and IGSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WBSIX vs. IGSB - Drawdown Comparison

The maximum WBSIX drawdown since its inception was -62.35%, which is greater than IGSB's maximum drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for WBSIX and IGSB.


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Drawdown Indicators


WBSIXIGSBDifference

Max Drawdown

Largest peak-to-trough decline

-62.35%

-13.38%

-48.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-1.46%

-11.29%

Max Drawdown (3Y)

Largest decline over 3 years

-24.76%

-1.46%

-23.30%

Max Drawdown (5Y)

Largest decline over 5 years

-38.13%

-9.46%

-28.67%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

-13.38%

-25.78%

Current Drawdown

Current decline from peak

0.00%

-0.38%

+0.38%

Average Drawdown

Average peak-to-trough decline

-11.12%

-0.85%

-10.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

0.36%

+3.17%

Volatility

WBSIX vs. IGSB - Volatility Comparison

William Blair Small Cap Growth Fund (WBSIX) has a higher volatility of 7.28% compared to iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB) at 0.68%. This indicates that WBSIX's price experiences larger fluctuations and is considered to be riskier than IGSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBSIXIGSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

0.68%

+6.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.41%

1.50%

+13.91%

Volatility (1Y)

Calculated over the trailing 1-year period

20.74%

1.96%

+18.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

2.94%

+21.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.09%

3.47%

+19.62%

WBSIX vs. IGSB - Expense Ratio Comparison

WBSIX has a 1.25% expense ratio, which is higher than IGSB's 0.04% expense ratio.


Dividends

WBSIX vs. IGSB - Dividend Comparison

WBSIX's dividend yield for the trailing twelve months is around 6.28%, more than IGSB's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
4.58%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%
WBSIX
William Blair Small Cap Growth Fund
6.28%7.49%20.14%1.53%3.55%17.85%9.73%2.07%12.60%16.89%5.42%8.25%

Frequently Asked Questions


WBSIX and IGSB have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WBSIX has higher volatility (7.28%) compared to IGSB (0.68%). In terms of maximum drawdown, WBSIX dropped -62.35% vs IGSB's -13.38%.

IGSB currently has the higher Sharpe Ratio (2.16 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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