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Wasatch Emerging Markets Small Cap Fund (WAEMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9367938845

CUSIP

936793884

Issuer

Wasatch

Inception Date

Sep 30, 2007

Min. Investment

$2,000

Asset Class

Multi-Asset

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

WAEMX has a high expense ratio of 1.91%, indicating higher-than-average management fees.


Expense ratio chart for WAEMX: current value at 1.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.91%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
WAEMX vs. SGIIX WAEMX vs. CMNIX WAEMX vs. GPMCX WAEMX vs. VFINX WAEMX vs. WAINX WAEMX vs. VWO WAEMX vs. VTSAX
Popular comparisons:
WAEMX vs. SGIIX WAEMX vs. CMNIX WAEMX vs. GPMCX WAEMX vs. VFINX WAEMX vs. WAINX WAEMX vs. VWO WAEMX vs. VTSAX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Wasatch Emerging Markets Small Cap Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-8.74%
7.29%
WAEMX (Wasatch Emerging Markets Small Cap Fund)
Benchmark (^GSPC)

Returns By Period

Wasatch Emerging Markets Small Cap Fund had a return of -6.93% year-to-date (YTD) and -4.08% in the last 12 months. Over the past 10 years, Wasatch Emerging Markets Small Cap Fund had an annualized return of 0.70%, while the S&P 500 had an annualized return of 11.01%, indicating that Wasatch Emerging Markets Small Cap Fund did not perform as well as the benchmark.


WAEMX

YTD

-6.93%

1M

-5.05%

6M

-8.74%

1Y

-4.08%

5Y*

0.61%

10Y*

0.70%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of WAEMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.62%3.11%-1.34%0.00%2.38%2.99%-1.61%4.26%2.83%-4.59%-2.24%-6.93%
20237.60%-0.37%0.37%-1.86%2.65%2.58%-0.36%-1.44%-1.47%-6.32%12.70%6.69%21.20%
2022-9.50%-9.45%-0.29%-11.05%-3.27%-11.15%5.70%0.36%-11.47%0.40%11.69%-9.75%-40.62%
20210.87%3.46%-1.11%3.66%4.62%4.42%1.49%5.39%-1.63%3.55%-0.46%-3.28%22.59%
20203.24%-5.23%-22.06%11.79%9.28%7.72%7.17%0.67%0.33%2.32%8.74%2.38%23.74%
20193.89%2.92%3.24%2.35%-3.83%4.38%-0.38%-2.30%3.53%7.57%-0.70%-1.42%20.35%
20182.49%-3.94%1.89%-2.48%-1.59%-3.22%-0.33%-3.01%-4.14%-12.59%7.82%-11.83%-28.26%
20174.29%3.29%2.39%4.67%3.72%0.36%5.71%1.35%-0.33%1.00%2.98%3.54%38.20%
2016-4.54%-3.46%8.52%1.24%-1.23%2.07%5.26%1.92%0.76%-1.87%-9.54%-1.69%-3.72%
20150.38%1.12%-1.11%4.85%0.71%-2.83%-3.27%-8.65%-1.64%4.60%-2.40%-0.80%-9.35%
2014-6.79%3.64%0.39%1.56%3.45%1.11%0.36%3.65%-3.52%-0.36%-0.00%-2.05%0.91%
20132.14%0.70%1.73%3.06%-1.98%-7.75%-1.82%-6.69%6.38%4.49%-0.72%-4.33%-5.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WAEMX is 4, meaning it’s performing worse than 96% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of WAEMX is 44
Overall Rank
The Sharpe Ratio Rank of WAEMX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of WAEMX is 44
Sortino Ratio Rank
The Omega Ratio Rank of WAEMX is 44
Omega Ratio Rank
The Calmar Ratio Rank of WAEMX is 55
Calmar Ratio Rank
The Martin Ratio Rank of WAEMX is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Wasatch Emerging Markets Small Cap Fund (WAEMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for WAEMX, currently valued at -0.24, compared to the broader market-1.000.001.002.003.004.00-0.241.90
The chart of Sortino ratio for WAEMX, currently valued at -0.21, compared to the broader market-2.000.002.004.006.008.0010.00-0.212.54
The chart of Omega ratio for WAEMX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.003.500.971.35
The chart of Calmar ratio for WAEMX, currently valued at -0.10, compared to the broader market0.005.0010.0015.00-0.102.81
The chart of Martin ratio for WAEMX, currently valued at -0.90, compared to the broader market0.0020.0040.0060.00-0.9012.39
WAEMX
^GSPC

The current Wasatch Emerging Markets Small Cap Fund Sharpe ratio is -0.24. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Wasatch Emerging Markets Small Cap Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.24
1.90
WAEMX (Wasatch Emerging Markets Small Cap Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Wasatch Emerging Markets Small Cap Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.05%0.10%0.15%$0.00$0.00$0.00$0.00$0.00$0.01$0.01$0.012014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Dividend yield

0.00%0.00%0.00%0.17%0.00%0.00%0.00%0.00%0.00%0.02%0.15%

Monthly Dividends

The table displays the monthly dividend distributions for Wasatch Emerging Markets Small Cap Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.25%
-3.58%
WAEMX (Wasatch Emerging Markets Small Cap Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Wasatch Emerging Markets Small Cap Fund. 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 Emerging Markets Small Cap Fund was 66.28%, occurring on Nov 20, 2008. Recovery took 423 trading sessions.

The current Wasatch Emerging Markets Small Cap Fund drawdown is 39.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.28%Nov 1, 2007266Nov 20, 2008423Jul 29, 2010689
-48.09%Nov 18, 2021228Oct 14, 2022
-42.64%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-29.98%May 16, 2013676Jan 21, 2016462Nov 17, 20171138
-22.96%Aug 2, 201144Oct 3, 2011291Nov 30, 2012335

Volatility

Volatility Chart

The current Wasatch Emerging Markets Small Cap Fund volatility is 8.16%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
8.16%
3.64%
WAEMX (Wasatch Emerging Markets Small Cap Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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