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WBSIX vs. IGSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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 Short-Term Corporate Bond ETF (IGSB). The values are adjusted to include any dividend payments, if applicable.

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WBSIX vs. IGSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBSIX
William Blair Small Cap Growth Fund
-1.71%3.03%32.88%16.38%-21.46%12.64%38.87%22.53%-2.08%26.81%
IGSB
iShares Short-Term Corporate Bond ETF
0.24%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%

Returns By Period

In the year-to-date period, WBSIX achieves a -1.71% return, which is significantly lower than IGSB's 0.24% return. Over the past 10 years, WBSIX has outperformed IGSB with an annualized return of 13.48%, while IGSB has yielded a comparatively lower 2.75% annualized return.


WBSIX

1D
3.71%
1M
-7.68%
YTD
-1.71%
6M
1.24%
1Y
13.76%
3Y*
13.68%
5Y*
4.70%
10Y*
13.48%

IGSB

1D
0.10%
1M
-0.58%
YTD
0.24%
6M
1.28%
1Y
5.00%
3Y*
5.52%
5Y*
2.47%
10Y*
2.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WBSIX vs. IGSB - Expense Ratio Comparison

WBSIX has a 1.25% expense ratio, which is higher than IGSB's 0.06% expense ratio.


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: 2121
Overall Rank
WBSIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WBSIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
WBSIX Omega Ratio Rank: 1818
Omega Ratio Rank
WBSIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
WBSIX Martin Ratio Rank: 2222
Martin Ratio Rank

IGSB
IGSB Risk / Return Rank: 9494
Overall Rank
IGSB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 9595
Sortino Ratio Rank
IGSB Omega Ratio Rank: 9494
Omega Ratio Rank
IGSB Calmar Ratio Rank: 9292
Calmar Ratio Rank
IGSB Martin Ratio Rank: 9393
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 Short-Term 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.


WBSIXIGSBDifference

Sharpe ratio

Return per unit of total volatility

0.59

2.19

-1.60

Sortino ratio

Return per unit of downside risk

0.99

3.24

-2.24

Omega ratio

Gain probability vs. loss probability

1.13

1.45

-0.33

Calmar ratio

Return relative to maximum drawdown

0.83

3.49

-2.66

Martin ratio

Return relative to average drawdown

2.77

14.27

-11.50

WBSIX vs. IGSB - Sharpe Ratio Comparison

The current WBSIX Sharpe Ratio is 0.59, which is lower than the IGSB Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of WBSIX and IGSB, 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


WBSIXIGSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

2.19

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.85

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.80

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.70

-0.18

Correlation

The correlation between WBSIX and IGSB is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WBSIX vs. IGSB - Dividend Comparison

WBSIX's dividend yield for the trailing twelve months is around 7.62%, more than IGSB's 4.55% yield.


TTM20252024202320222021202020192018201720162015
WBSIX
William Blair Small Cap Growth Fund
7.62%7.49%20.14%1.53%3.55%17.85%9.73%2.07%12.60%16.89%5.42%8.25%
IGSB
iShares Short-Term Corporate Bond ETF
4.55%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%

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

-13.31%

-1.46%

-11.85%

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

-9.52%

-0.79%

-8.73%

Average Drawdown

Average peak-to-trough decline

-11.20%

-0.85%

-10.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

0.36%

+3.61%

Volatility

WBSIX vs. IGSB - Volatility Comparison

William Blair Small Cap Growth Fund (WBSIX) has a higher volatility of 7.98% compared to iShares Short-Term Corporate Bond ETF (IGSB) at 0.97%. 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

7.98%

0.97%

+7.01%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

1.32%

+13.99%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

2.29%

+21.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.83%

2.91%

+20.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.94%

3.46%

+19.48%