WBSIX vs. WBCIX
WBSIX (William Blair Small Cap Growth Fund) and WBCIX (William Blair Small-Mid Cap Core Fund) are both mutual funds - WBSIX is a Small Cap Growth Equities fund managed by William Blair, while WBCIX is a Small Cap Blend Equities fund managed by William Blair. Over the past 5 years, WBSIX returned 8.19%/yr vs 5.38%/yr for WBCIX. With a 0.95 correlation, they move nearly in lockstep. Both charge a 1.25% expense ratio.
Performance
WBSIX vs. WBCIX - Performance Comparison
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Returns By Period
In the year-to-date period, WBSIX achieves a 19.52% return, which is significantly higher than WBCIX's 13.42% return.
WBSIX
- 1D
- 0.25%
- 1M
- 6.39%
- YTD
- 19.52%
- 6M
- 17.13%
- 1Y
- 32.93%
- 3Y*
- 21.13%
- 5Y*
- 8.19%
- 10Y*
- 15.39%
WBCIX
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 13.42%
- 6M
- 11.54%
- 1Y
- 21.20%
- 3Y*
- 11.84%
- 5Y*
- 5.38%
- 10Y*
- —
WBSIX vs. WBCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WBSIX William Blair Small Cap Growth Fund | 19.52% | 3.03% | 32.88% | 16.38% | -21.46% | 12.64% | 38.87% | 8.36% |
WBCIX William Blair Small-Mid Cap Core Fund | 13.42% | 1.29% | 12.04% | 13.26% | -17.11% | 26.63% | 20.60% | 10.29% |
Correlation
The correlation between WBSIX and WBCIX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2019 | 0.95 |
The correlation between WBSIX and WBCIX has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.
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Return for Risk
WBSIX vs. WBCIX — Risk / Return Rank
WBSIX
WBCIX
WBSIX vs. WBCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Small Cap Growth Fund (WBSIX) and William Blair Small-Mid Cap Core Fund (WBCIX). 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.
| WBSIX | WBCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.07 | +0.63 |
| Martin ratioReturn relative to average drawdown | 9.68 | 7.19 | +2.49 |
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Drawdowns
WBSIX vs. WBCIX - Drawdown Comparison
The maximum WBSIX drawdown since its inception was -62.35%, which is greater than WBCIX's maximum drawdown of -39.56%. Use the drawdown chart below to compare losses from any high point for WBSIX and WBCIX.
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Drawdown Indicators
| WBSIX | WBCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.35% | -39.56% | -22.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -11.06% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -23.53% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -38.13% | -27.65% | -10.48% |
Max Drawdown (10Y)Largest decline over 10 years | -39.16% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.12% | -9.07% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 3.17% | +0.36% |
Volatility
WBSIX vs. WBCIX - Volatility Comparison
William Blair Small Cap Growth Fund (WBSIX) has a higher volatility of 6.86% compared to William Blair Small-Mid Cap Core Fund (WBCIX) at 5.65%. This indicates that WBSIX's price experiences larger fluctuations and is considered to be riskier than WBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WBSIX | WBCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 5.65% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 13.17% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.77% | 17.42% | +3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.98% | 20.77% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.09% | 23.80% | -0.71% |
WBSIX vs. WBCIX - Expense Ratio Comparison
Both WBSIX and WBCIX have an expense ratio of 1.25%.
Dividends
WBSIX vs. WBCIX - Dividend Comparison
WBSIX's dividend yield for the trailing twelve months is around 6.26%, more than WBCIX's 2.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBCIX William Blair Small-Mid Cap Core Fund | 2.63% | 2.98% | 1.35% | 0.15% | 0.00% | 0.00% | 0.00% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
WBSIX William Blair Small Cap Growth Fund | 6.26% | 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
With a correlation of 0.95, WBSIX and WBCIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WBSIX has higher volatility (6.86%) compared to WBCIX (5.65%). In terms of maximum drawdown, WBSIX dropped -62.35% vs WBCIX's -39.56%.
WBSIX currently has the higher Sharpe Ratio (1.66 vs 1.31), 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.
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