WILIX vs. ANDIX

Last updated Jun 24, 2026

WILIX (William Blair International Leaders Fund) and ANDIX (AQR International Defensive Style Fund) are both Foreign Large Cap Equities funds. A 0.79 correlation means they provide meaningful diversification when combined. WILIX charges 0.90%/yr vs 0.55%/yr for ANDIX.

Performance

WILIX vs. ANDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair International Leaders Fund (WILIX) and AQR International Defensive Style Fund (ANDIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WILIX

• 1D: 1.63%
• 1M: 4.92%
• YTD: 18.80%
• 6M: 19.51%
• 1Y: 30.86%
• 3Y*: 14.51%
• 5Y*: 4.02%
• 10Y*: 9.99%

ANDIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WILIX vs. ANDIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WILIX William Blair International Leaders Fund	18.80%	23.21%	-0.50%	13.10%	-28.55%	10.16%	26.79%	31.76%	-12.43%	30.03%
ANDIX AQR International Defensive Style Fund	5.63%	21.41%	2.83%	12.06%	-14.26%	7.59%	8.43%	18.39%	-10.35%	22.86%

Correlation

The correlation between WILIX and ANDIX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.79

Over the past year, the correlation between WILIX and ANDIX has dropped to 0.48 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Return for Risk

WILIX vs. ANDIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WILIX

WILIX Risk / Return Rank: 43
WILIX Sharpe Ratio Rank: 44
WILIX Sortino Ratio Rank: 39
WILIX Omega Ratio Rank: 48
WILIX Calmar Ratio Rank: 41
WILIX Martin Ratio Rank: 42

ANDIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WILIX vs. ANDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair International Leaders Fund (WILIX) and AQR International Defensive Style Fund (ANDIX). 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.

	WILIX	ANDIX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	—	—
Sortino ratio: Return per unit of downside risk	2.43	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	2.31	—	—
Martin ratio: Return relative to average drawdown	8.45	—	—

Drawdowns

Drawdown Indicators

	WILIX	ANDIX	Difference
Max Drawdown Largest peak-to-trough decline	-41.01%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.67%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.21%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-41.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.01%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-9.75%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.72%	—	—

Volatility

Volatility by Period

	WILIX	ANDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.60%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.56%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.08%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.81%	—	—

WILIX vs. ANDIX - Expense Ratio Comparison

WILIX has a 0.90% expense ratio, which is higher than ANDIX's 0.55% expense ratio.

Dividends

WILIX vs. ANDIX - Dividend Comparison

WILIX's dividend yield for the trailing twelve months is around 6.72%, less than ANDIX's 70.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ANDIX AQR International Defensive Style Fund	70.16%	4.74%	2.29%	3.02%	2.00%	2.53%	1.73%	2.51%	2.40%	3.30%	1.47%	2.09%
WILIX William Blair International Leaders Fund	6.72%	7.98%	0.58%	0.45%	0.19%	2.82%	0.80%	0.56%	4.14%	2.17%	1.01%	0.74%

Frequently Asked Questions

Can I hold both WILIX and ANDIX in my portfolio?

WILIX and ANDIX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.