WICGX vs. CHILX
WICGX (William Blair China Growth Fund) and CHILX (BlackRock China A Opportunities Fund) are both China Equities funds. Over the past 3 years, WICGX returned 4.33%/yr vs 9.50%/yr for CHILX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. WICGX charges 1.01%/yr vs 0.99%/yr for CHILX.
Performance
WICGX vs. CHILX - Performance Comparison
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Returns By Period
In the year-to-date period, WICGX achieves a -0.61% return, which is significantly lower than CHILX's 5.98% return.
WICGX
- 1D
- -1.22%
- 1M
- -8.59%
- 6M
- -5.39%
- YTD
- -0.61%
- 1Y
- 10.74%
- 3Y*
- 4.33%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -5.91%
CHILX
- 1D
- 0.72%
- 1M
- -4.86%
- 6M
- 2.25%
- YTD
- 5.98%
- 1Y
- 23.73%
- 3Y*
- 9.50%
- 5Y*
- -0.01%
- 10Y*
- —
- ALL TIME*
- 11.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WICGX vs. CHILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WICGX William Blair China Growth Fund | -0.61% | 24.24% | 10.36% | -24.29% | -26.26% |
CHILX BlackRock China A Opportunities Fund | 5.98% | 26.30% | 15.44% | -12.29% | -22.53% |
Correlation
The correlation between WICGX and CHILX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022 | 0.73 |
The correlation between WICGX and CHILX has been stable across timeframes, ranging from 0.73 to 0.74 - a consistent structural relationship.
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Return for Risk
WICGX vs. CHILX — Risk / Return Rank
WICGX
CHILX
WICGX vs. CHILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair China Growth Fund (WICGX) and BlackRock China A Opportunities Fund (CHILX). 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.
| WICGX | CHILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.19 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 1.81 | -1.29 |
| Martin ratioReturn relative to average drawdown | 1.41 | 5.84 | -4.43 |
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Drawdowns
WICGX vs. CHILX - Drawdown Comparison
The maximum WICGX drawdown since its inception was -50.35%, which is greater than CHILX's maximum drawdown of -47.73%. Use the drawdown chart below to compare losses from any high point for WICGX and CHILX.
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Drawdown Indicators
| WICGX | CHILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.35% | -47.73% | -2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -15.38% | -11.64% | -3.74% |
Max Drawdown (3Y)Largest decline over 3 years | -23.54% | -22.21% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | — | -43.88% | — |
Current DrawdownCurrent decline from peak | -25.11% | -11.34% | -13.77% |
Average DrawdownAverage peak-to-trough decline | -31.82% | -20.18% | -11.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.72% | 3.61% | +2.11% |
Volatility
WICGX vs. CHILX - Volatility Comparison
William Blair China Growth Fund (WICGX) has a higher volatility of 12.60% compared to BlackRock China A Opportunities Fund (CHILX) at 10.16%. This indicates that WICGX's price experiences larger fluctuations and is considered to be riskier than CHILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WICGX | CHILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.60% | 10.16% | +2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 21.71% | 17.04% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.65% | 20.70% | +5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.58% | 20.76% | +4.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.58% | 22.11% | +3.47% |
WICGX vs. CHILX - Expense Ratio Comparison
WICGX has a 1.01% expense ratio, which is higher than CHILX's 0.99% expense ratio.
Dividends
WICGX vs. CHILX - Dividend Comparison
WICGX's dividend yield for the trailing twelve months is around 0.84%, less than CHILX's 2.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CHILX BlackRock China A Opportunities Fund | 2.77% | 2.94% | 2.11% | 2.02% | 0.92% | 1.19% | 3.64% | 12.77% |
WICGX William Blair China Growth Fund | 0.84% | 0.84% | 1.38% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WICGX and CHILX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WICGX has higher volatility (12.60%) compared to CHILX (10.16%). In terms of maximum drawdown, WICGX dropped -50.35% vs CHILX's -47.73%.
CHILX currently has the higher Sharpe Ratio (1.02 vs 0.30), 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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