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.
WILIX vs. VWIGX
Compare and contrast key facts about William Blair International Leaders Fund (WILIX) and Vanguard International Growth Fund Investor Shares (VWIGX).
WILIX is managed by William Blair. It was launched on Aug 15, 2012. VWIGX is managed by Vanguard. It was launched on Sep 30, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WILIX or VWIGX.
Performance
WILIX vs. VWIGX - Performance Comparison
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Key characteristics
WILIX:
0.35
VWIGX:
0.48
WILIX:
0.46
VWIGX:
0.86
WILIX:
1.07
VWIGX:
1.11
WILIX:
0.14
VWIGX:
0.35
WILIX:
0.74
VWIGX:
2.13
WILIX:
5.94%
VWIGX:
5.17%
WILIX:
17.72%
VWIGX:
21.35%
WILIX:
-41.01%
VWIGX:
-59.58%
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
12.02%
6.42%
8.84%
6.15%
5.64%
6.03%
6.32%
VWIGX
11.27%
7.30%
7.55%
11.89%
9.30%
8.23%
8.69%
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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.
Risk-Adjusted Performance
WILIX vs. VWIGX — Risk-Adjusted Performance Rank
WILIX
VWIGX
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.
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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.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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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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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