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ISIN
US9367938431
CUSIP
936793843
Issuer
Wasatch
Inception Date
Sep 25, 1996
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

FMIEX Performance Chart

Wasatch Global Value Fund Investor Class Shares (FMIEX) is up 12.2% since the beginning of the year. FMIEX is currently trading at $12 per share. Investors who bought $1,000 worth of FMIEX shares 5 years ago would now be looking at an investment worth $1,703.


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S&P 500 Index

Returns By Period

Wasatch Global Value Fund Investor Class Shares (FMIEX) has returned 12.18% so far this year and 26.59% over the past 12 months. Over the last ten years, FMIEX has returned 11.39% per year, falling short of the S&P 500 Index benchmark, which averaged 13.24% annually.


Wasatch Global Value Fund Investor Class Shares

1D
1.06%
1M
-0.80%
YTD
12.18%
6M
14.02%
1Y
26.59%
3Y*
18.89%
5Y*
11.24%
10Y*
11.39%

Benchmark (S&P 500 Index)

1D
-1.62%
1M
-1.97%
YTD
6.16%
6M
5.52%
1Y
20.34%
3Y*
19.12%
5Y*
11.34%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMIEX Monthly Returns History

Based on dividend-adjusted daily data since Sep 25, 1996, FMIEX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +18.4%, while the worst month was Mar 2020 at -18.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FMIEX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.50%6.75%-4.00%5.52%-0.79%-0.88%12.18%
20254.56%4.26%2.42%-0.20%1.91%3.93%-0.86%4.06%3.10%-0.18%2.36%2.09%30.93%
2024-1.00%0.90%4.49%-2.79%2.87%-1.65%5.62%5.21%1.12%-3.35%3.16%-5.52%8.66%
20234.42%-3.91%0.01%1.71%-4.49%3.67%2.86%-1.89%-2.66%-2.00%5.27%3.17%5.67%
20222.92%-1.42%0.89%-4.31%3.97%-7.61%1.01%-2.68%-7.62%8.75%9.43%-1.77%-0.12%
20210.12%7.48%6.78%2.40%4.16%-2.42%-0.84%1.17%-2.56%5.19%-4.84%6.91%25.11%

Benchmark Metrics

Wasatch Global Value Fund Investor Class Shares has an annualized alpha of 3.25%, beta of 0.75, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since September 25, 1996.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.07%) than losses (79.90%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 3.25% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
3.25%
Beta
0.75
0.77
Upside Capture
86.07%
Downside Capture
79.90%

Expense Ratio

FMIEX has a high expense ratio of 1.10%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FMIEX ranks 90 for risk / return — in the top 90% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FMIEX Risk / Return Rank: 9090
Overall Rank
FMIEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FMIEX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FMIEX Omega Ratio Rank: 8484
Omega Ratio Rank
FMIEX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FMIEX Martin Ratio Rank: 9090
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Wasatch Global Value Fund Investor Class Shares (FMIEX) and compare them to S&P 500 Index.

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.


FMIEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.50

1.30

+0.20

Calmar ratioReturn relative to maximum drawdown

3.90

2.25

+1.65

Martin ratioReturn relative to average drawdown

15.56

10.14

+5.42

Dividends

Dividend History

Wasatch Global Value Fund Investor Class Shares provided a 5.09% dividend yield over the last twelve months, with an annual payout of $0.63 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.63$0.64$0.81$0.30$0.75$0.42$0.14$0.31$1.31$1.47$0.48$0.99

Dividend yield

5.09%5.76%9.02%3.27%8.54%4.34%1.74%3.82%18.46%16.45%5.16%11.75%

Monthly Dividends

The table displays the monthly dividend distributions for Wasatch Global Value Fund Investor Class Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.05$0.00$0.00$0.00$0.05
2025$0.00$0.00$0.06$0.00$0.00$0.12$0.00$0.00$0.04$0.00$0.00$0.42$0.64
2024$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.06$0.00$0.00$0.58$0.81
2023$0.00$0.00$0.10$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.06$0.30
2022$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.06$0.00$0.00$0.54$0.75
2021$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.29$0.42

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Wasatch Global Value Fund Investor Class Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Wasatch Global Value Fund Investor Class Shares was 49.85%, occurring on Mar 9, 2009. Recovery took 978 trading sessions.

The current Wasatch Global Value Fund Investor Class Shares drawdown is 2.13%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-49.85%Mar 2009
1y 4mo3y 10mo
5y 2moNov 2007 - Jan 2013
COVID crash2020
-39.33%Mar 2020
2mo8mo 16d
10mo 16dJan 2020 - Dec 2020
Dot-com crash2000–2002
-29.97%Oct 2002
4mo 18d1y 5d
1y 4moMay 2002 - Oct 2003
1998 correction1998
-19.13%Aug 1998
3mo 28d7mo 15d
11mo 13dMay 1998 - Apr 1999
Bear market2022
-18.63%Sep 2022
7mo 22d2mo 16d
10mo 8dFeb 2022 - Dec 2022

Drawdown Indicators


FMIEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-49.85%

-56.78%

+6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-9.10%

+2.06%

Max Drawdown (3Y)

Largest decline over 3 years

-9.52%

-18.90%

+9.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-25.43%

+6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-39.33%

-33.92%

-5.41%

Current Drawdown

Current decline from peak

-2.13%

-4.50%

+2.37%

Average Drawdown

Average peak-to-trough decline

-6.58%

-10.72%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

2.01%

-0.25%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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