WGFIX vs. VHGEX
Compare and contrast key facts about William Blair Global Leaders Fund (WGFIX) and Vanguard Global Equity Fund (VHGEX).
WGFIX is managed by William Blair. It was launched on Oct 14, 2007. VHGEX is managed by Vanguard. It was launched on Aug 14, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WGFIX or VHGEX.
Key characteristics
| WGFIX | VHGEX | |
|---|---|---|
| YTD Return | 12.09% | 17.49% |
| 1Y Return | 17.01% | 32.76% |
| 3Y Return (Ann) | -6.50% | 2.81% |
| 5Y Return (Ann) | 3.87% | 10.25% |
| 10Y Return (Ann) | 3.96% | 9.43% |
| Sharpe Ratio | 1.12 | 2.34 |
| Sortino Ratio | 1.50 | 3.21 |
| Omega Ratio | 1.21 | 1.41 |
| Calmar Ratio | 0.54 | 1.71 |
| Martin Ratio | 4.81 | 15.91 |
| Ulcer Index | 3.40% | 1.99% |
| Daily Std Dev | 14.64% | 13.55% |
| Max Drawdown | -59.34% | -64.62% |
| Current Drawdown | -18.28% | -1.03% |
Correlation
The correlation between WGFIX and VHGEX is 0.94, 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.
Performance
WGFIX vs. VHGEX - Performance Comparison
In the year-to-date period, WGFIX achieves a 12.09% return, which is significantly lower than VHGEX's 17.49% return. Over the past 10 years, WGFIX has underperformed VHGEX with an annualized return of 3.96%, while VHGEX has yielded a comparatively higher 9.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WGFIX vs. VHGEX - Expense Ratio Comparison
WGFIX has a 0.90% expense ratio, which is higher than VHGEX's 0.45% expense ratio.
Risk-Adjusted Performance
WGFIX vs. VHGEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Global Leaders Fund (WGFIX) and Vanguard Global Equity Fund (VHGEX). 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
WGFIX vs. VHGEX - Dividend Comparison
WGFIX's dividend yield for the trailing twelve months is around 0.04%, less than VHGEX's 0.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WGFIX William Blair Global Leaders Fund | 0.04% | 0.05% | 0.07% | 0.00% | 0.02% | 0.42% | 0.50% | 0.97% | 0.28% | 0.35% | 0.14% | 0.38% |
VHGEX Vanguard Global Equity Fund | 0.97% | 1.15% | 1.65% | 0.92% | 0.67% | 2.33% | 1.59% | 1.29% | 1.51% | 1.71% | 1.56% | 1.53% |
Drawdowns
WGFIX vs. VHGEX - Drawdown Comparison
The maximum WGFIX drawdown since its inception was -59.34%, smaller than the maximum VHGEX drawdown of -64.62%. Use the drawdown chart below to compare losses from any high point for WGFIX and VHGEX. For additional features, visit the drawdowns tool.
Volatility
WGFIX vs. VHGEX - Volatility Comparison
William Blair Global Leaders Fund (WGFIX) and Vanguard Global Equity Fund (VHGEX) have volatilities of 3.80% and 3.90%, 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.