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WISIX vs. TIDDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WISIX vs. TIDDX - Performance Comparison

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

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WISIX vs. TIDDX - 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%
TIDDX
T. Rowe Price International Discovery Fund Class I
-4.40%25.73%3.81%13.38%-30.23%7.45%38.95%25.18%-17.42%38.58%

Returns By Period

In the year-to-date period, WISIX achieves a -3.63% return, which is significantly higher than TIDDX's -4.40% return. Over the past 10 years, WISIX has underperformed TIDDX with an annualized return of 4.74%, while TIDDX has yielded a comparatively higher 8.13% 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%

TIDDX

1D
-0.18%
1M
-13.36%
YTD
-4.40%
6M
-1.09%
1Y
18.32%
3Y*
10.15%
5Y*
0.48%
10Y*
8.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WISIX vs. TIDDX - Expense Ratio Comparison

WISIX has a 1.23% expense ratio, which is higher than TIDDX's 1.08% expense ratio.


Return for Risk

WISIX vs. TIDDX — 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

TIDDX
TIDDX Risk / Return Rank: 5151
Overall Rank
TIDDX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TIDDX Sortino Ratio Rank: 5353
Sortino Ratio Rank
TIDDX Omega Ratio Rank: 5252
Omega Ratio Rank
TIDDX Calmar Ratio Rank: 4444
Calmar Ratio Rank
TIDDX Martin Ratio Rank: 4444
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. TIDDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair International Small Cap Growth Fund (WISIX) and T. Rowe Price International Discovery Fund Class I (TIDDX). 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.


WISIXTIDDXDifference

Sharpe ratio

Return per unit of total volatility

0.56

1.11

-0.55

Sortino ratio

Return per unit of downside risk

0.83

1.49

-0.66

Omega ratio

Gain probability vs. loss probability

1.12

1.22

-0.10

Calmar ratio

Return relative to maximum drawdown

0.66

1.14

-0.48

Martin ratio

Return relative to average drawdown

2.01

4.54

-2.53

WISIX vs. TIDDX - Sharpe Ratio Comparison

The current WISIX Sharpe Ratio is 0.56, which is lower than the TIDDX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of WISIX and TIDDX, 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


WISIXTIDDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.11

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.03

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.49

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.48

-0.17

Correlation

The correlation between WISIX and TIDDX is 0.85, 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

WISIX vs. TIDDX - Dividend Comparison

WISIX's dividend yield for the trailing twelve months is around 0.63%, less than TIDDX's 5.52% 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%
TIDDX
T. Rowe Price International Discovery Fund Class I
5.52%5.28%4.36%2.24%3.17%15.55%4.39%1.51%6.38%3.11%2.50%0.00%

Drawdowns

WISIX vs. TIDDX - Drawdown Comparison

The maximum WISIX drawdown since its inception was -64.84%, which is greater than TIDDX's maximum drawdown of -43.76%. Use the drawdown chart below to compare losses from any high point for WISIX and TIDDX.


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Drawdown Indicators


WISIXTIDDXDifference

Max Drawdown

Largest peak-to-trough decline

-64.84%

-43.76%

-21.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-13.50%

+3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-47.76%

-43.76%

-4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-47.76%

-43.76%

-4.00%

Current Drawdown

Current decline from peak

-22.75%

-13.36%

-9.39%

Average Drawdown

Average peak-to-trough decline

-16.60%

-13.36%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.40%

+0.27%

Volatility

WISIX vs. TIDDX - Volatility Comparison

William Blair International Small Cap Growth Fund (WISIX) and T. Rowe Price International Discovery Fund Class I (TIDDX) have volatilities of 6.00% and 6.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WISIXTIDDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

6.18%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

10.27%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

15.31%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

16.55%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

16.50%

+0.73%