WGFIX vs. SSGLX
Compare and contrast key facts about William Blair Global Leaders Fund (WGFIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
WGFIX is managed by William Blair. It was launched on Oct 14, 2007. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
WGFIX vs. SSGLX - Performance Comparison
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WGFIX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WGFIX William Blair Global Leaders Fund | -10.88% | 16.06% | 7.52% | 23.02% | -29.32% | 16.71% | 32.06% | 31.97% | -8.04% | 30.67% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, WGFIX achieves a -10.88% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, WGFIX has outperformed SSGLX with an annualized return of 9.41%, while SSGLX has yielded a comparatively lower 8.58% annualized return.
WGFIX
- 1D
- -0.34%
- 1M
- -10.33%
- YTD
- -10.88%
- 6M
- -8.47%
- 1Y
- 7.95%
- 3Y*
- 7.22%
- 5Y*
- 2.24%
- 10Y*
- 9.41%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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WGFIX vs. SSGLX - Expense Ratio Comparison
WGFIX has a 0.90% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
WGFIX vs. SSGLX — Risk / Return Rank
WGFIX
SSGLX
WGFIX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Global Leaders Fund (WGFIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| WGFIX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 1.56 | -1.11 |
Sortino ratioReturn per unit of downside risk | 0.76 | 2.12 | -1.36 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.32 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 2.00 | -1.56 |
Martin ratioReturn relative to average drawdown | 1.73 | 7.90 | -6.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WGFIX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.56 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.48 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.53 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.37 | -0.07 |
Correlation
The correlation between WGFIX and SSGLX is 0.80, 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.
Dividends
WGFIX vs. SSGLX - Dividend Comparison
WGFIX's dividend yield for the trailing twelve months is around 95.97%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WGFIX William Blair Global Leaders Fund | 95.97% | 85.53% | 54.25% | 6.65% | 2.17% | 5.65% | 12.57% | 1.35% | 17.62% | 4.24% | 0.72% | 5.05% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
WGFIX vs. SSGLX - Drawdown Comparison
The maximum WGFIX drawdown since its inception was -59.51%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for WGFIX and SSGLX.
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Drawdown Indicators
| WGFIX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.51% | -35.88% | -23.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -11.22% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -38.76% | -30.08% | -8.68% |
Max Drawdown (10Y)Largest decline over 10 years | -38.76% | -35.88% | -2.88% |
Current DrawdownCurrent decline from peak | -13.11% | -10.87% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -11.96% | -8.32% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.84% | +0.45% |
Volatility
WGFIX vs. SSGLX - Volatility Comparison
The current volatility for William Blair Global Leaders Fund (WGFIX) is 5.49%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that WGFIX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WGFIX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 6.44% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 10.02% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 15.49% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.66% | 14.49% | +4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 16.15% | +2.63% |