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ISIN
US9367938688
CUSIP
936793868
Issuer
Wasatch
Inception Date
Nov 16, 2008
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

WAGOX Performance Chart

Wasatch Global Opportunities Fund (WAGOX) is up 6.1% since the beginning of the year. WAGOX is currently trading at $4 per share. Investors who bought $1,000 worth of WAGOX shares 5 years ago would now be looking at an investment worth $983.


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S&P 500 Index

Returns By Period

Wasatch Global Opportunities Fund (WAGOX) has returned 6.13% so far this year and 1.98% over the past 12 months. Over the last ten years, WAGOX has returned 9.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Wasatch Global Opportunities Fund

1D
1.79%
1M
2.58%
YTD
6.13%
6M
5.01%
1Y
1.98%
3Y*
6.46%
5Y*
-0.34%
10Y*
9.79%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WAGOX Monthly Returns History

Based on dividend-adjusted daily data since Nov 17, 2008, WAGOX's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +16.1%, while the worst month was Mar 2020 at -20.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, WAGOX closed higher 48% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -13.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.07%0.53%-7.87%9.40%1.82%1.79%6.13%
20255.81%-6.37%-7.28%1.52%4.99%5.23%-1.81%-1.38%-2.56%-0.72%2.41%-3.46%-4.58%
2024-5.49%5.57%-0.46%-7.14%4.22%3.10%3.46%3.13%3.25%-2.52%6.67%-6.08%6.60%
202311.21%-2.58%-1.86%-0.54%-0.00%8.15%1.76%-2.96%-4.83%-8.29%14.29%11.48%25.57%
2022-14.26%-2.35%0.00%-11.14%-4.42%-9.25%9.63%-2.33%-10.32%4.13%7.37%-6.21%-35.02%
2021-0.00%4.71%-1.96%5.19%0.38%3.97%1.64%5.01%-0.68%4.29%-3.29%0.78%21.43%

Benchmark Metrics

Wasatch Global Opportunities Fund has an annualized alpha of 1.28%, beta of 0.90, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since November 17, 2008.

  • With beta of 0.90 and R2 of 0.76, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.28%
Beta
0.90
0.76
Upside Capture
101.48%
Downside Capture
102.92%

Expense Ratio

WAGOX has a high expense ratio of 1.50%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

WAGOX ranks 3 for risk / return — in the bottom 3% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


WAGOX Risk / Return Rank: 33
Overall Rank
WAGOX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WAGOX Sortino Ratio Rank: 33
Sortino Ratio Rank
WAGOX Omega Ratio Rank: 33
Omega Ratio Rank
WAGOX Calmar Ratio Rank: 33
Calmar Ratio Rank
WAGOX Martin Ratio Rank: 33
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 Opportunities Fund (WAGOX) 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.


WAGOXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-2.52

Omega ratioGain probability vs. loss probability

1.03

1.37

-0.34

Calmar ratioReturn relative to maximum drawdown

0.07

2.78

-2.71

Martin ratioReturn relative to average drawdown

0.18

12.44

-12.26

Dividends

Dividend History

Wasatch Global Opportunities Fund provided a 8.80% dividend yield over the last twelve months, with an annual payout of $0.35 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.35$0.35$0.38$0.00$0.08$0.44$0.10$0.30$0.54$0.41$0.27$0.46

Dividend yield

8.80%9.34%8.83%0.00%2.30%7.98%1.96%8.64%18.77%11.04%9.13%13.52%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
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$0.08$0.08
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44

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 Opportunities 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 Global Opportunities Fund was 44.05%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Wasatch Global Opportunities Fund drawdown is 18.05%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-44.05%Oct 2022
11mo 1d
4y 7moNov 2021 - now
COVID crash2020
-37.50%Mar 2020
1mo 4d3mo 29d
5mo 3dFeb 2020 - Jul 2020
2011 bear market2011
-24.36%Oct 2011
5mo 4d1y 1mo
1y 7moMay 2011 - Nov 2012
Rate-hike selloffLate 2018
-23.80%Dec 2018
3mo 20d4mo 6d
7mo 26dSep 2018 - Apr 2019
2016 bear market2016
-20.97%Feb 2016
7mo 22d6mo 29d
1y 2moJun 2015 - Sep 2016

Drawdown Indicators


WAGOXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-44.05%

-56.78%

+12.73%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-9.10%

-7.99%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

-18.90%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-44.05%

-25.43%

-18.62%

Max Drawdown (10Y)

Largest decline over 10 years

-44.05%

-33.92%

-10.13%

Current Drawdown

Current decline from peak

-18.05%

-1.80%

-16.25%

Average Drawdown

Average peak-to-trough decline

-10.14%

-10.71%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

2.03%

+5.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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