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WSMDX vs. VEXMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WSMDX vs. VEXMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Small-Mid Cap Growth Fund (WSMDX) and Vanguard Extended Market Index Fund (VEXMX). The values are adjusted to include any dividend payments, if applicable.

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WSMDX vs. VEXMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WSMDX
William Blair Small-Mid Cap Growth Fund
-2.08%0.63%27.55%18.14%-22.98%8.28%32.38%30.81%-2.18%28.85%
VEXMX
Vanguard Extended Market Index Fund
-1.29%10.93%15.05%26.79%-26.56%12.31%32.43%27.87%-9.48%17.94%

Returns By Period

In the year-to-date period, WSMDX achieves a -2.08% return, which is significantly lower than VEXMX's -1.29% return. Over the past 10 years, WSMDX has outperformed VEXMX with an annualized return of 11.40%, while VEXMX has yielded a comparatively lower 10.75% annualized return.


WSMDX

1D
3.91%
1M
-5.85%
YTD
-2.08%
6M
-0.51%
1Y
11.10%
3Y*
12.10%
5Y*
3.13%
10Y*
11.40%

VEXMX

1D
3.44%
1M
-5.36%
YTD
-1.29%
6M
-1.43%
1Y
19.99%
3Y*
14.71%
5Y*
3.74%
10Y*
10.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WSMDX vs. VEXMX - Expense Ratio Comparison

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


Return for Risk

WSMDX vs. VEXMX — Risk / Return Rank

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

WSMDX
WSMDX Risk / Return Rank: 1818
Overall Rank
WSMDX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WSMDX Sortino Ratio Rank: 1818
Sortino Ratio Rank
WSMDX Omega Ratio Rank: 1616
Omega Ratio Rank
WSMDX Calmar Ratio Rank: 1919
Calmar Ratio Rank
WSMDX Martin Ratio Rank: 1919
Martin Ratio Rank

VEXMX
VEXMX Risk / Return Rank: 4747
Overall Rank
VEXMX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VEXMX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VEXMX Omega Ratio Rank: 4040
Omega Ratio Rank
VEXMX Calmar Ratio Rank: 5454
Calmar Ratio Rank
VEXMX Martin Ratio Rank: 5656
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.

WSMDX vs. VEXMX - Risk-Adjusted Trends Comparison

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.


WSMDXVEXMXDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.90

-0.39

Sortino ratio

Return per unit of downside risk

0.88

1.40

-0.52

Omega ratio

Gain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratio

Return relative to maximum drawdown

0.66

1.38

-0.72

Martin ratio

Return relative to average drawdown

2.34

5.65

-3.31

WSMDX vs. VEXMX - Sharpe Ratio Comparison

The current WSMDX Sharpe Ratio is 0.51, 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.


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Sharpe Ratios by Period


WSMDXVEXMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.90

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.17

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.48

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.52

-0.01

Correlation

The correlation between WSMDX and VEXMX is 0.95, 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

WSMDX vs. VEXMX - Dividend Comparison

WSMDX's dividend yield for the trailing twelve months is around 2.87%, more than VEXMX's 1.03% yield.


TTM20252024202320222021202020192018201720162015
WSMDX
William Blair Small-Mid Cap Growth Fund
2.87%2.81%24.90%7.89%3.34%9.30%1.66%7.13%8.88%5.33%2.64%5.31%
VEXMX
Vanguard Extended Market Index Fund
1.03%0.74%0.74%1.14%1.00%0.99%1.19%1.18%1.52%1.12%1.31%1.20%

Drawdowns

WSMDX vs. VEXMX - Drawdown Comparison

The maximum WSMDX drawdown since its inception was -50.33%, smaller than the maximum VEXMX drawdown of -58.17%. Use the drawdown chart below to compare losses from any high point for WSMDX and VEXMX.


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Drawdown Indicators


WSMDXVEXMXDifference

Max Drawdown

Largest peak-to-trough decline

-50.33%

-58.17%

+7.84%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-14.63%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-36.89%

-36.38%

-0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-36.89%

-41.63%

+4.74%

Current Drawdown

Current decline from peak

-8.05%

-7.19%

-0.86%

Average Drawdown

Average peak-to-trough decline

-8.51%

-11.19%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

3.57%

+0.12%

Volatility

WSMDX vs. VEXMX - Volatility Comparison

William Blair Small-Mid Cap Growth Fund (WSMDX) has a higher volatility of 8.07% compared to Vanguard Extended Market Index Fund (VEXMX) at 7.02%. This indicates that WSMDX's price experiences larger fluctuations and is considered to be riskier than VEXMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSMDXVEXMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

7.02%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.09%

13.51%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

22.27%

22.99%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.00%

22.38%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.84%

22.35%

-0.51%