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WILIX vs. WGFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WILIX vs. WGFIX - Performance Comparison

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

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WILIX vs. WGFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WILIX
William Blair International Leaders Fund
-2.72%23.21%-0.50%13.10%-28.55%10.16%26.79%31.76%-12.43%30.03%
WGFIX
William Blair Global Leaders Fund
-10.88%16.06%7.52%23.02%-29.32%16.71%32.06%31.97%-8.04%30.67%

Returns By Period

In the year-to-date period, WILIX achieves a -2.72% return, which is significantly higher than WGFIX's -10.88% return. Over the past 10 years, WILIX has underperformed WGFIX with an annualized return of 7.72%, while WGFIX has yielded a comparatively higher 9.41% annualized 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%

WGFIX

1D
-0.34%
1M
-10.33%
YTD
-10.88%
6M
-8.47%
1Y
7.95%
3Y*
7.22%
5Y*
2.24%
10Y*
9.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WILIX vs. WGFIX - Expense Ratio Comparison

Both WILIX and WGFIX have an expense ratio of 0.90%.


Return for Risk

WILIX vs. WGFIX — 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

WGFIX
WGFIX Risk / Return Rank: 1717
Overall Rank
WGFIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WGFIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
WGFIX Omega Ratio Rank: 1717
Omega Ratio Rank
WGFIX Calmar Ratio Rank: 1515
Calmar Ratio Rank
WGFIX Martin Ratio Rank: 1717
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. WGFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair International Leaders Fund (WILIX) and William Blair Global Leaders Fund (WGFIX). 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.


WILIXWGFIXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.45

+0.51

Sortino ratio

Return per unit of downside risk

1.36

0.76

+0.60

Omega ratio

Gain probability vs. loss probability

1.21

1.11

+0.10

Calmar ratio

Return relative to maximum drawdown

1.14

0.43

+0.70

Martin ratio

Return relative to average drawdown

4.45

1.73

+2.72

WILIX vs. WGFIX - Sharpe Ratio Comparison

The current WILIX Sharpe Ratio is 0.96, which is higher than the WGFIX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of WILIX and WGFIX, 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


WILIXWGFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.45

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.12

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.50

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.30

+0.13

Correlation

The correlation between WILIX and WGFIX is 0.86, 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.


Dividends

WILIX vs. WGFIX - Dividend Comparison

WILIX's dividend yield for the trailing twelve months is around 8.20%, less than WGFIX's 95.97% 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%
WGFIX
William Blair Global Leaders Fund
95.97%85.53%54.25%6.65%2.17%5.65%12.57%1.35%17.62%4.24%0.72%5.05%

Drawdowns

WILIX vs. WGFIX - Drawdown Comparison

The maximum WILIX drawdown since its inception was -41.01%, smaller than the maximum WGFIX drawdown of -59.51%. Use the drawdown chart below to compare losses from any high point for WILIX and WGFIX.


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Drawdown Indicators


WILIXWGFIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.01%

-59.51%

+18.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-13.11%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-41.01%

-38.76%

-2.25%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-38.76%

-2.25%

Current Drawdown

Current decline from peak

-13.67%

-13.11%

-0.56%

Average Drawdown

Average peak-to-trough decline

-9.87%

-11.96%

+2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.29%

+0.21%

Volatility

WILIX vs. WGFIX - Volatility Comparison

William Blair International Leaders Fund (WILIX) has a higher volatility of 7.02% compared to William Blair Global Leaders Fund (WGFIX) at 5.49%. This indicates that WILIX's price experiences larger fluctuations and is considered to be riskier than WGFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WILIXWGFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

5.49%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

10.13%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

17.57%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

18.66%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

18.78%

-1.22%