WILIX vs. WBIGX

Last updated Jun 24, 2026

WILIX (William Blair International Leaders Fund) and WBIGX (William Blair International Growth Fund) are both Foreign Large Cap Equities funds from William Blair. Over the past 10 years, WILIX returned 9.99%/yr vs 9.22%/yr for WBIGX. With a 0.97 correlation, they move nearly in lockstep. WILIX charges 0.90%/yr vs 1.31%/yr for WBIGX.

Performance

WILIX vs. WBIGX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with WILIX having a 18.80% return and WBIGX slightly lower at 18.51%. Over the past 10 years, WILIX has outperformed WBIGX with an annualized return of 9.99%, while WBIGX has yielded a comparatively lower 9.22% annualized return.

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%

WBIGX

• 1D: 0.75%
• 1M: 5.30%
• YTD: 18.51%
• 6M: 18.83%
• 1Y: 28.23%
• 3Y*: 14.57%
• 5Y*: 3.37%
• 10Y*: 9.22%

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

WILIX vs. WBIGX - 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%
WBIGX William Blair International Growth Fund	18.51%	17.90%	2.11%	15.16%	-28.65%	8.61%	31.66%	30.25%	-17.99%	29.10%

Correlation

The correlation between WILIX and WBIGX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.97

The correlation between WILIX and WBIGX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

Return for Risk

WILIX vs. WBIGX — 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

WBIGX

WBIGX Risk / Return Rank: 41
WBIGX Sharpe Ratio Rank: 42
WBIGX Sortino Ratio Rank: 38
WBIGX Omega Ratio Rank: 47
WBIGX Calmar Ratio Rank: 37
WBIGX Martin Ratio Rank: 40

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. WBIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair International Leaders Fund (WILIX) and William Blair International Growth Fund (WBIGX). 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	WBIGX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.75	+0.05
Sortino ratio: Return per unit of downside risk	2.43	2.40	+0.03
Omega ratio: Gain probability vs. loss probability	1.35	1.35	0.00
Calmar ratio: Return relative to maximum drawdown	2.31	2.18	+0.13
Martin ratio: Return relative to average drawdown	8.45	8.11	+0.35

WILIX vs. WBIGX - Sharpe Ratio Comparison

The current WILIX Sharpe Ratio is 1.80, which is comparable to the WBIGX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of WILIX and WBIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WILIX vs. WBIGX - Drawdown Comparison

The maximum WILIX drawdown since its inception was -41.01%, smaller than the maximum WBIGX drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for WILIX and WBIGX.

Drawdown Indicators

	WILIX	WBIGX	Difference
Max Drawdown Largest peak-to-trough decline	-41.01%	-65.35%	+24.34%
Max Drawdown (1Y) Largest decline over 1 year	-13.67%	-13.23%	-0.44%
Max Drawdown (3Y) Largest decline over 3 years	-18.21%	-17.22%	-0.99%
Max Drawdown (5Y) Largest decline over 5 years	-41.01%	-41.18%	+0.17%
Max Drawdown (10Y) Largest decline over 10 years	-41.01%	-41.18%	+0.17%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.75%	-14.74%	+4.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.72%	3.55%	+0.17%

Volatility

WILIX vs. WBIGX - Volatility Comparison

William Blair International Leaders Fund (WILIX) and William Blair International Growth Fund (WBIGX) have volatilities of 7.60% and 7.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WILIX	WBIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.60%	7.58%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	15.27%	14.52%	+0.75%
Volatility (1Y) Calculated over the trailing 1-year period	17.56%	16.54%	+1.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.08%	16.98%	+1.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.81%	17.31%	+0.50%

WILIX vs. WBIGX - Expense Ratio Comparison

WILIX has a 0.90% expense ratio, which is lower than WBIGX's 1.31% expense ratio.

Dividends

WILIX vs. WBIGX - Dividend Comparison

WILIX's dividend yield for the trailing twelve months is around 6.72%, less than WBIGX's 16.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WBIGX William Blair International Growth Fund	16.01%	18.97%	7.47%	3.38%	7.92%	11.75%	0.82%	1.07%	8.56%	1.28%	1.51%	0.92%
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 WBIGX in my portfolio?

With a correlation of 0.92, WILIX and WBIGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, WILIX or WBIGX?

WILIX has higher volatility (7.60%) compared to WBIGX (7.58%). In terms of maximum drawdown, WILIX dropped -41.01% vs WBIGX's -65.35%.

Which has better risk-adjusted returns?

WILIX currently has the higher Sharpe Ratio (1.80 vs 1.75), 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.