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WISIX vs. MECIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WISIX vs. MECIX - Performance Comparison

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

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WISIX vs. MECIX - 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%
MECIX
AMG GW&K International Small Cap Fund
-2.45%16.57%2.15%6.23%-20.34%2.33%1.72%9.90%-6.00%22.41%

Returns By Period

In the year-to-date period, WISIX achieves a -3.63% return, which is significantly lower than MECIX's -2.45% return. Over the past 10 years, WISIX has underperformed MECIX with an annualized return of 4.74%, while MECIX has yielded a comparatively higher 5.29% 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%

MECIX

1D
-1.20%
1M
-10.60%
YTD
-2.45%
6M
-3.80%
1Y
13.74%
3Y*
5.04%
5Y*
-0.33%
10Y*
5.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WISIX vs. MECIX - Expense Ratio Comparison

WISIX has a 1.23% expense ratio, which is higher than MECIX's 0.99% expense ratio.


Return for Risk

WISIX vs. MECIX — 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

MECIX
MECIX Risk / Return Rank: 3636
Overall Rank
MECIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MECIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MECIX Omega Ratio Rank: 3434
Omega Ratio Rank
MECIX Calmar Ratio Rank: 3838
Calmar Ratio Rank
MECIX Martin Ratio Rank: 3434
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. MECIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair International Small Cap Growth Fund (WISIX) and AMG GW&K International Small Cap Fund (MECIX). 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.


WISIXMECIXDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.86

-0.29

Sortino ratio

Return per unit of downside risk

0.83

1.17

-0.34

Omega ratio

Gain probability vs. loss probability

1.12

1.17

-0.05

Calmar ratio

Return relative to maximum drawdown

0.66

1.01

-0.35

Martin ratio

Return relative to average drawdown

2.01

3.66

-1.65

WISIX vs. MECIX - Sharpe Ratio Comparison

The current WISIX Sharpe Ratio is 0.56, which is lower than the MECIX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of WISIX and MECIX, 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


WISIXMECIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.86

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.02

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.28

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.41

-0.10

Correlation

The correlation between WISIX and MECIX 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. MECIX - Dividend Comparison

WISIX's dividend yield for the trailing twelve months is around 0.63%, while MECIX has not paid dividends to shareholders.


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%
MECIX
AMG GW&K International Small Cap Fund
0.00%0.00%2.06%1.51%1.34%0.68%0.00%0.02%9.02%0.00%0.00%0.00%

Drawdowns

WISIX vs. MECIX - Drawdown Comparison

The maximum WISIX drawdown since its inception was -64.84%, smaller than the maximum MECIX drawdown of -68.42%. Use the drawdown chart below to compare losses from any high point for WISIX and MECIX.


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Drawdown Indicators


WISIXMECIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.84%

-68.42%

+3.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-10.60%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-47.76%

-37.38%

-10.38%

Max Drawdown (10Y)

Largest decline over 10 years

-47.76%

-51.20%

+3.44%

Current Drawdown

Current decline from peak

-22.75%

-11.66%

-11.09%

Average Drawdown

Average peak-to-trough decline

-16.60%

-14.27%

-2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.06%

+0.61%

Volatility

WISIX vs. MECIX - Volatility Comparison

William Blair International Small Cap Growth Fund (WISIX) has a higher volatility of 6.00% compared to AMG GW&K International Small Cap Fund (MECIX) at 5.58%. This indicates that WISIX's price experiences larger fluctuations and is considered to be riskier than MECIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WISIXMECIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

5.58%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

10.53%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

15.19%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

14.71%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

19.29%

-2.06%