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WILIX vs. VWIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WILIX and VWIGX is 0.84, 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.


-0.50.00.51.00.8

Performance

WILIX vs. VWIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair International Leaders Fund (WILIX) and Vanguard International Growth Fund Investor Shares (VWIGX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-1.64%
0.45%
WILIX
VWIGX

Key characteristics

Sharpe Ratio

WILIX:

0.26

VWIGX:

0.49

Sortino Ratio

WILIX:

0.44

VWIGX:

0.73

Omega Ratio

WILIX:

1.06

VWIGX:

1.11

Calmar Ratio

WILIX:

0.13

VWIGX:

0.22

Martin Ratio

WILIX:

0.68

VWIGX:

1.86

Ulcer Index

WILIX:

4.99%

VWIGX:

5.10%

Daily Std Dev

WILIX:

13.09%

VWIGX:

19.23%

Max Drawdown

WILIX:

-42.56%

VWIGX:

-65.63%

Current Drawdown

WILIX:

-20.49%

VWIGX:

-34.97%

Returns By Period

In the year-to-date period, WILIX achieves a 7.48% return, which is significantly lower than VWIGX's 11.64% return. Both investments have delivered pretty close results over the past 10 years, with WILIX having a 5.44% annualized return and VWIGX not far ahead at 5.68%.


WILIX

YTD

7.48%

1M

3.78%

6M

-1.64%

1Y

3.81%

5Y*

2.72%

10Y*

5.44%

VWIGX

YTD

11.64%

1M

7.08%

6M

0.45%

1Y

10.12%

5Y*

2.15%

10Y*

5.68%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WILIX vs. VWIGX - Expense Ratio Comparison

WILIX has a 0.90% expense ratio, which is higher than VWIGX's 0.43% expense ratio.


WILIX
William Blair International Leaders Fund
Expense ratio chart for WILIX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for VWIGX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%

Risk-Adjusted Performance

WILIX vs. VWIGX — Risk-Adjusted Performance Rank

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

WILIX
The Risk-Adjusted Performance Rank of WILIX is 1212
Overall Rank
The Sharpe Ratio Rank of WILIX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of WILIX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of WILIX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of WILIX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of WILIX is 1212
Martin Ratio Rank

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 2222
Overall Rank
The Sharpe Ratio Rank of VWIGX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WILIX vs. VWIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair International Leaders Fund (WILIX) and Vanguard International Growth Fund Investor Shares (VWIGX). 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.


Sharpe ratio
The chart of Sharpe ratio for WILIX, currently valued at 0.26, compared to the broader market-1.000.001.002.003.004.000.260.49
The chart of Sortino ratio for WILIX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.000.440.73
The chart of Omega ratio for WILIX, currently valued at 1.05, compared to the broader market1.002.003.004.001.061.11
The chart of Calmar ratio for WILIX, currently valued at 0.13, compared to the broader market0.005.0010.0015.0020.000.130.22
The chart of Martin ratio for WILIX, currently valued at 0.68, compared to the broader market0.0020.0040.0060.0080.000.681.86
WILIX
VWIGX

The current WILIX Sharpe Ratio is 0.26, which is lower than the VWIGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of WILIX and VWIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.26
0.49
WILIX
VWIGX

Dividends

WILIX vs. VWIGX - Dividend Comparison

WILIX's dividend yield for the trailing twelve months is around 0.54%, less than VWIGX's 0.74% yield.


TTM20242023202220212020201920182017201620152014
WILIX
William Blair International Leaders Fund
0.54%0.58%0.44%0.00%0.18%0.05%0.56%0.91%1.43%1.01%0.18%0.76%
VWIGX
Vanguard International Growth Fund Investor Shares
0.74%0.83%1.01%1.37%0.93%0.21%1.20%1.62%0.84%1.26%1.39%2.29%

Drawdowns

WILIX vs. VWIGX - Drawdown Comparison

The maximum WILIX drawdown since its inception was -42.56%, smaller than the maximum VWIGX drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for WILIX and VWIGX. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%SeptemberOctoberNovemberDecember2025February
-20.49%
-34.97%
WILIX
VWIGX

Volatility

WILIX vs. VWIGX - Volatility Comparison

The current volatility for William Blair International Leaders Fund (WILIX) is 3.43%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 4.74%. This indicates that WILIX experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
3.43%
4.74%
WILIX
VWIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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