PortfoliosLab logoPortfoliosLab logo
WISIX vs. LCGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WISIX vs. LCGFX - Performance Comparison

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

Loading graphics...

WISIX vs. LCGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WISIX
William Blair International Small Cap Growth Fund
-3.63%15.31%0.80%14.72%-34.99%11.01%29.09%34.22%-24.27%32.71%
LCGFX
William Blair Large Cap Growth Fund
-15.23%11.79%26.09%40.48%-32.48%28.29%36.64%36.44%5.18%31.29%

Returns By Period

In the year-to-date period, WISIX achieves a -3.63% return, which is significantly higher than LCGFX's -15.23% return. Over the past 10 years, WISIX has underperformed LCGFX with an annualized return of 4.74%, while LCGFX has yielded a comparatively higher 14.43% annualized return.


WISIX

1D
-1.60%
1M
-10.09%
YTD
-3.63%
6M
-5.31%
1Y
9.96%
3Y*
6.21%
5Y*
-1.02%
10Y*
4.74%

LCGFX

1D
0.20%
1M
-8.36%
YTD
-15.23%
6M
-16.74%
1Y
5.47%
3Y*
14.52%
5Y*
7.31%
10Y*
14.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WISIX vs. LCGFX - Expense Ratio Comparison

WISIX has a 1.23% expense ratio, which is higher than LCGFX's 0.65% expense ratio.


Return for Risk

WISIX vs. LCGFX — Risk / Return Rank

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

WISIX
WISIX Risk / Return Rank: 2020
Overall Rank
WISIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WISIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
WISIX Omega Ratio Rank: 2020
Omega Ratio Rank
WISIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
WISIX Martin Ratio Rank: 1919
Martin Ratio Rank

LCGFX
LCGFX Risk / Return Rank: 1111
Overall Rank
LCGFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LCGFX Sortino Ratio Rank: 1212
Sortino Ratio Rank
LCGFX Omega Ratio Rank: 1212
Omega Ratio Rank
LCGFX Calmar Ratio Rank: 99
Calmar Ratio Rank
LCGFX Martin Ratio Rank: 88
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.

WISIX vs. LCGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair International Small Cap Growth Fund (WISIX) and William Blair Large Cap Growth Fund (LCGFX). 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.


WISIXLCGFXDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.26

+0.30

Sortino ratio

Return per unit of downside risk

0.83

0.55

+0.28

Omega ratio

Gain probability vs. loss probability

1.12

1.08

+0.05

Calmar ratio

Return relative to maximum drawdown

0.66

0.13

+0.53

Martin ratio

Return relative to average drawdown

2.01

0.41

+1.59

WISIX vs. LCGFX - Sharpe Ratio Comparison

The current WISIX Sharpe Ratio is 0.56, which is higher than the LCGFX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of WISIX and LCGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WISIXLCGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.26

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.34

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.68

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.31

0.00

Correlation

The correlation between WISIX and LCGFX is 0.63, 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

WISIX vs. LCGFX - Dividend Comparison

WISIX's dividend yield for the trailing twelve months is around 0.63%, less than LCGFX's 10.10% yield.


TTM20252024202320222021202020192018201720162015
WISIX
William Blair International Small Cap Growth Fund
0.63%0.61%1.78%0.88%0.21%16.20%2.09%0.31%13.84%9.94%0.36%2.31%
LCGFX
William Blair Large Cap Growth Fund
10.10%8.56%5.97%0.00%0.82%4.29%3.83%6.46%17.08%0.56%1.10%9.86%

Drawdowns

WISIX vs. LCGFX - Drawdown Comparison

The maximum WISIX drawdown since its inception was -64.84%, roughly equal to the maximum LCGFX drawdown of -62.95%. Use the drawdown chart below to compare losses from any high point for WISIX and LCGFX.


Loading graphics...

Drawdown Indicators


WISIXLCGFXDifference

Max Drawdown

Largest peak-to-trough decline

-64.84%

-62.95%

-1.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-20.59%

+10.50%

Max Drawdown (5Y)

Largest decline over 5 years

-47.76%

-37.25%

-10.51%

Max Drawdown (10Y)

Largest decline over 10 years

-47.76%

-37.25%

-10.51%

Current Drawdown

Current decline from peak

-22.75%

-20.44%

-2.31%

Average Drawdown

Average peak-to-trough decline

-16.60%

-21.57%

+4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

6.62%

-2.95%

Volatility

WISIX vs. LCGFX - Volatility Comparison

William Blair International Small Cap Growth Fund (WISIX) has a higher volatility of 6.00% compared to William Blair Large Cap Growth Fund (LCGFX) at 5.18%. This indicates that WISIX's price experiences larger fluctuations and is considered to be riskier than LCGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WISIXLCGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

5.18%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

11.74%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

22.13%

-7.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

21.74%

-4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

21.22%

-3.99%