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

Correlation

The correlation between WILIX and VWIGX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

WILIX:

0.35

VWIGX:

0.48

Sortino Ratio

WILIX:

0.46

VWIGX:

0.86

Omega Ratio

WILIX:

1.07

VWIGX:

1.11

Calmar Ratio

WILIX:

0.14

VWIGX:

0.35

Martin Ratio

WILIX:

0.74

VWIGX:

2.13

Ulcer Index

WILIX:

5.94%

VWIGX:

5.17%

Daily Std Dev

WILIX:

17.72%

VWIGX:

21.35%

Max Drawdown

WILIX:

-41.01%

VWIGX:

-59.58%

Current Drawdown

WILIX:

-14.74%

VWIGX:

-15.50%

Returns By Period

In the year-to-date period, WILIX achieves a 12.02% return, which is significantly higher than VWIGX's 11.27% return. Over the past 10 years, WILIX has underperformed VWIGX with an annualized return of 6.32%, while VWIGX has yielded a comparatively higher 8.69% annualized return.


WILIX

YTD

12.02%

1M

6.42%

6M

8.84%

1Y

6.15%

3Y*

5.64%

5Y*

6.03%

10Y*

6.32%

VWIGX

YTD

11.27%

1M

7.30%

6M

7.55%

1Y

11.89%

3Y*

9.30%

5Y*

8.23%

10Y*

8.69%

*Annualized

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WILIX vs. VWIGX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 2323
Overall Rank
The Sharpe Ratio Rank of WILIX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of WILIX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of WILIX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of WILIX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of WILIX is 2323
Martin Ratio Rank

VWIGX
The Risk-Adjusted Performance Rank of VWIGX is 4040
Overall Rank
The Sharpe Ratio Rank of VWIGX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIGX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VWIGX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VWIGX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VWIGX is 4747
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.


The current WILIX Sharpe Ratio is 0.35, which is comparable to the VWIGX Sharpe Ratio of 0.48. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

WILIX vs. VWIGX - Dividend Comparison

WILIX's dividend yield for the trailing twelve months is around 0.52%, less than VWIGX's 8.70% yield.


TTM20242023202220212020201920182017201620152014
WILIX
William Blair International Leaders Fund
0.52%0.58%0.44%0.18%2.82%0.80%0.56%4.14%2.17%1.01%0.74%0.76%
VWIGX
Vanguard International Growth Fund Investor Shares
8.70%9.68%1.82%6.90%13.85%2.28%1.20%5.34%0.84%1.26%1.39%2.29%

Drawdowns

WILIX vs. VWIGX - Drawdown Comparison

The maximum WILIX drawdown since its inception was -41.01%, smaller than the maximum VWIGX drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for WILIX and VWIGX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WILIX vs. VWIGX - Volatility Comparison

The current volatility for William Blair International Leaders Fund (WILIX) is 2.62%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 4.00%. 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.


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