WSMDX vs. VEXMX

In the year-to-date period, WSMDX achieves a -2.25% return, which is significantly lower than VEXMX's 0.32% return. Over the past 10 years, WSMDX has underperformed VEXMX with an annualized return of 2.99%, while VEXMX has yielded a comparatively higher 8.91% annualized return.

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WSMDX has a 1.10% expense ratio, which is higher than VEXMX's 0.19% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for William Blair Small-Mid Cap Growth Fund (WSMDX) and Vanguard Extended Market Index Fund (VEXMX). 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.

The current WSMDX Sharpe Ratio is -0.32, which is lower than the VEXMX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of WSMDX and VEXMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WSMDX has not paid dividends to shareholders, while VEXMX's dividend yield for the trailing twelve months is around 0.97%.

The maximum WSMDX drawdown since its inception was -57.39%, roughly equal to the maximum VEXMX drawdown of -58.17%. Use the drawdown chart below to compare losses from any high point for WSMDX and VEXMX. For additional features, visit the drawdowns tool.

William Blair Small-Mid Cap Growth Fund (WSMDX) and Vanguard Extended Market Index Fund (VEXMX) have volatilities of 4.89% and 4.79%, 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.