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WILIX vs. WEDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WILIX vs. WEDIX - Performance Comparison

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

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WILIX vs. WEDIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WILIX
William Blair International Leaders Fund
-2.72%23.21%-0.50%13.10%-28.55%4.13%
WEDIX
William Blair Emerging Markets Debt Fund
-1.16%16.13%9.09%12.18%-18.02%-1.05%

Returns By Period

In the year-to-date period, WILIX achieves a -2.72% return, which is significantly lower than WEDIX's -1.16% return.


WILIX

1D
-1.15%
1M
-13.39%
YTD
-2.72%
6M
0.96%
1Y
18.46%
3Y*
7.52%
5Y*
1.48%
10Y*
7.72%

WEDIX

1D
-0.12%
1M
-4.46%
YTD
-1.16%
6M
2.76%
1Y
11.80%
3Y*
11.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WILIX vs. WEDIX - Expense Ratio Comparison

WILIX has a 0.90% expense ratio, which is higher than WEDIX's 0.70% expense ratio.


Return for Risk

WILIX vs. WEDIX — Risk / Return Rank

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

WILIX
WILIX Risk / Return Rank: 4747
Overall Rank
WILIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WILIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
WILIX Omega Ratio Rank: 5151
Omega Ratio Rank
WILIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
WILIX Martin Ratio Rank: 4343
Martin Ratio Rank

WEDIX
WEDIX Risk / Return Rank: 9393
Overall Rank
WEDIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
WEDIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
WEDIX Omega Ratio Rank: 9393
Omega Ratio Rank
WEDIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
WEDIX Martin Ratio Rank: 9292
Martin Ratio Rank
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. WEDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair International Leaders Fund (WILIX) and William Blair Emerging Markets Debt Fund (WEDIX). 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.


WILIXWEDIXDifference

Sharpe ratio

Return per unit of total volatility

0.96

2.26

-1.30

Sortino ratio

Return per unit of downside risk

1.36

3.21

-1.84

Omega ratio

Gain probability vs. loss probability

1.21

1.47

-0.26

Calmar ratio

Return relative to maximum drawdown

1.14

2.62

-1.48

Martin ratio

Return relative to average drawdown

4.45

11.03

-6.58

WILIX vs. WEDIX - Sharpe Ratio Comparison

The current WILIX Sharpe Ratio is 0.96, which is lower than the WEDIX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of WILIX and WEDIX, 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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Sharpe Ratios by Period


WILIXWEDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

2.26

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.38

+0.05

Correlation

The correlation between WILIX and WEDIX is 0.41, 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.


Dividends

WILIX vs. WEDIX - Dividend Comparison

WILIX's dividend yield for the trailing twelve months is around 8.20%, more than WEDIX's 5.84% yield.


TTM20252024202320222021202020192018201720162015
WILIX
William Blair International Leaders Fund
8.20%7.98%0.58%0.45%0.19%2.82%0.80%0.56%4.14%2.17%1.01%0.74%
WEDIX
William Blair Emerging Markets Debt Fund
5.84%6.32%6.53%5.37%5.85%3.20%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WILIX vs. WEDIX - Drawdown Comparison

The maximum WILIX drawdown since its inception was -41.01%, which is greater than WEDIX's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for WILIX and WEDIX.


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Drawdown Indicators


WILIXWEDIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.01%

-30.80%

-10.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-4.53%

-9.14%

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

-13.67%

-4.46%

-9.21%

Average Drawdown

Average peak-to-trough decline

-9.87%

-9.56%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

1.08%

+2.42%

Volatility

WILIX vs. WEDIX - Volatility Comparison

William Blair International Leaders Fund (WILIX) has a higher volatility of 7.02% compared to William Blair Emerging Markets Debt Fund (WEDIX) at 1.79%. This indicates that WILIX's price experiences larger fluctuations and is considered to be riskier than WEDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WILIXWEDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

1.79%

+5.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

3.22%

+9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

5.49%

+12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

7.27%

+10.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

7.27%

+10.29%