WICGX vs. TDF
WICGX (William Blair China Growth Fund) and TDF (Templeton Dragon Fund Inc.) are both China Equities funds. Over the past 3 years, WICGX returned 9.09%/yr vs 8.64%/yr for TDF. A 0.68 correlation means they provide meaningful diversification when combined.
Performance
WICGX vs. TDF - Performance Comparison
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Returns By Period
In the year-to-date period, WICGX achieves a 14.40% return, which is significantly higher than TDF's -2.73% return.
WICGX
- 1D
- 4.18%
- 1M
- 7.17%
- YTD
- 14.40%
- 6M
- 13.01%
- 1Y
- 31.92%
- 3Y*
- 9.09%
- 5Y*
- —
- 10Y*
- —
TDF
- 1D
- 1.50%
- 1M
- -1.18%
- YTD
- -2.73%
- 6M
- -3.92%
- 1Y
- 14.90%
- 3Y*
- 8.64%
- 5Y*
- -8.68%
- 10Y*
- 5.03%
WICGX vs. TDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WICGX William Blair China Growth Fund | 14.40% | 24.24% | 10.36% | -24.29% | -26.26% |
TDF Templeton Dragon Fund Inc. | -2.73% | 37.70% | 5.44% | -20.06% | -29.53% |
Correlation
The correlation between WICGX and TDF is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2022 | 0.68 |
The correlation between WICGX and TDF shifts across timeframes, from 0.52 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WICGX vs. TDF — Risk / Return Rank
WICGX
TDF
WICGX vs. TDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair China Growth Fund (WICGX) and Templeton Dragon Fund Inc. (TDF). 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 | TDF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.16 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.07 | +1.17 |
| Martin ratioReturn relative to average drawdown | 6.20 | 2.74 | +3.46 |
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Drawdowns
WICGX vs. TDF - Drawdown Comparison
The maximum WICGX drawdown since its inception was -50.35%, smaller than the maximum TDF drawdown of -68.15%. Use the drawdown chart below to compare losses from any high point for WICGX and TDF.
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Drawdown Indicators
| WICGX | TDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.35% | -68.15% | +17.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -13.95% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -24.72% | -28.25% | +3.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -61.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.87% | — |
Current DrawdownCurrent decline from peak | -13.80% | -47.19% | +33.39% |
Average DrawdownAverage peak-to-trough decline | -32.16% | -22.60% | -9.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 5.45% | -0.57% |
Volatility
WICGX vs. TDF - Volatility Comparison
William Blair China Growth Fund (WICGX) has a higher volatility of 10.36% compared to Templeton Dragon Fund Inc. (TDF) at 6.14%. This indicates that WICGX's price experiences larger fluctuations and is considered to be riskier than TDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WICGX | TDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.36% | 6.14% | +4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.29% | 13.48% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.91% | 18.42% | +4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.00% | 27.25% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.00% | 23.98% | +1.02% |
Dividends
WICGX vs. TDF - Dividend Comparison
WICGX's dividend yield for the trailing twelve months is around 0.73%, less than TDF's 2.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDF Templeton Dragon Fund Inc. | 2.76% | 3.55% | 1.36% | 0.00% | 12.73% | 14.13% | 24.72% | 10.75% | 12.43% | 7.95% | 10.34% | 22.49% |
WICGX William Blair China Growth Fund | 0.73% | 0.84% | 1.38% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WICGX and TDF have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WICGX has higher volatility (10.36%) compared to TDF (6.14%). In terms of maximum drawdown, WICGX dropped -50.35% vs TDF's -68.15%.
WICGX currently has the higher Sharpe Ratio (1.33 vs 0.81), 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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