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WISIX vs. MECIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, WISIX achieves a 5.19% return, which is significantly lower than MECIX's 7.29% return. Over the past 10 years, WISIX has outperformed MECIX with an annualized return of 5.25%, while MECIX has yielded a comparatively lower 4.69% annualized return.


WISIX

1D
2.57%
1M
-5.74%
6M
2.85%
YTD
5.19%
1Y
4.88%
3Y*
8.11%
5Y*
-1.82%
10Y*
5.25%
ALL TIME*
6.03%

MECIX

1D
2.23%
1M
0.58%
6M
3.95%
YTD
7.29%
1Y
8.32%
3Y*
8.12%
5Y*
1.07%
10Y*
4.69%
ALL TIME*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

WISIX vs. MECIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WISIX
William Blair International Small Cap Growth Fund
5.19%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
7.29%16.57%2.15%6.23%-20.34%2.33%1.72%9.90%-6.00%22.41%

Correlation

The correlation between WISIX and MECIX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.77

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.82

Correlation (10Y)
Provides a long-term view across more market conditions.

0.67

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2005

0.63

The correlation between WISIX and MECIX shifts across timeframes, from 0.63 (all time) to 0.82 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

WISIX vs. MECIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WISIX
WISIX Risk / Return Rank: 99
Overall Rank
WISIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WISIX Sortino Ratio Rank: 99
Sortino Ratio Rank
WISIX Omega Ratio Rank: 99
Omega Ratio Rank
WISIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
WISIX Martin Ratio Rank: 1010
Martin Ratio Rank

MECIX
MECIX Risk / Return Rank: 1616
Overall Rank
MECIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MECIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
MECIX Omega Ratio Rank: 1616
Omega Ratio Rank
MECIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MECIX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


WISIXMECIXDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.07

1.12

-0.05

Calmar ratioReturn relative to maximum drawdown

0.46

0.84

-0.38

Martin ratioReturn relative to average drawdown

1.18

2.59

-1.41

WISIX vs. MECIX - Sharpe Ratio Comparison

The current WISIX Sharpe Ratio is 0.31, which is lower than the MECIX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of WISIX and MECIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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

-10.66%

-10.60%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.49%

-17.72%

+3.23%

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

-15.68%

-2.85%

-12.83%

Average Drawdown

Average peak-to-trough decline

-16.53%

-14.16%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

3.41%

+0.76%

Volatility

WISIX vs. MECIX - Volatility Comparison

William Blair International Small Cap Growth Fund (WISIX) has a higher volatility of 6.07% compared to AMG GW&K International Small Cap Fund (MECIX) at 4.17%. 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

6.07%

4.17%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

10.76%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

13.99%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

14.91%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

19.23%

-1.98%

WISIX vs. MECIX - Expense Ratio Comparison

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


Dividends

WISIX vs. MECIX - Dividend Comparison

WISIX's dividend yield for the trailing twelve months is around 0.58%, while MECIX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
WISIX
William Blair International Small Cap Growth Fund
0.58%0.61%1.78%0.88%0.21%16.20%2.09%0.31%13.84%9.94%0.36%2.31%

Frequently Asked Questions


WISIX and MECIX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WISIX has higher volatility (6.07%) compared to MECIX (4.17%). In terms of maximum drawdown, WISIX dropped -64.84% vs MECIX's -68.42%.

MECIX currently has the higher Sharpe Ratio (0.63 vs 0.31), 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.

Portfolio Optimizer

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