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ISIN
US9367936450
CUSIP
936793645
Issuer
Wasatch
Inception Date
Sep 30, 2019
Min. Investment
$2,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

WAGSX Performance Chart

Wasatch Global Select Fund (WAGSX) is up 1.2% since the beginning of the year. WAGSX is currently trading at $12 per share. Investors who bought $1,000 worth of WAGSX shares 5 years ago would now be looking at an investment worth $929.


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S&P 500 Index

Returns By Period

Wasatch Global Select Fund (WAGSX) has returned 1.22% so far this year and -2.81% over the past 12 months.


Wasatch Global Select Fund

1D
1.39%
1M
0.08%
YTD
1.22%
6M
0.57%
1Y
-2.81%
3Y*
5.06%
5Y*
-1.47%
10Y*

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)

WAGSX Monthly Returns History

Based on dividend-adjusted daily data since Oct 1, 2019, WAGSX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 51% of months were positive and 49% were negative. The best month was Nov 2023 with a return of +14.0%, while the worst month was Jan 2022 at -13.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 9 months.

On a daily basis, WAGSX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.38%-0.17%-6.70%9.84%1.37%-1.04%1.22%
20257.29%-3.40%-5.04%4.71%4.10%2.63%-3.84%-0.00%-0.78%-2.29%-0.24%-0.65%1.74%
2024-4.66%4.10%1.26%-6.55%3.55%-0.86%3.63%2.33%2.28%-3.50%6.68%-6.65%0.50%
202310.74%-1.34%0.39%-2.13%0.79%7.08%1.84%-3.43%-4.20%-4.48%13.98%7.52%27.77%
2022-13.52%-2.63%-1.27%-10.62%-3.83%-8.76%11.14%-5.50%-9.46%6.08%6.82%-4.76%-33.10%
2021-5.23%0.22%-0.57%6.55%2.30%2.05%3.17%4.27%-4.75%4.55%-3.93%-0.13%7.95%

Benchmark Metrics

Wasatch Global Select Fund has an annualized alpha of -7.18%, beta of 0.93, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since October 01, 2019.

  • This fund participated in 113.19% of S&P 500 Index downside but only 78.45% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -7.18% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.93 and R2 of 0.80, 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
-7.18%
Beta
0.93
0.80
Upside Capture
78.45%
Downside Capture
113.19%

Expense Ratio

WAGSX has a high expense ratio of 1.35%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

WAGSX ranks 2 for risk / return — in the bottom 2% 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.


WAGSX Risk / Return Rank: 22
Overall Rank
WAGSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WAGSX Sortino Ratio Rank: 22
Sortino Ratio Rank
WAGSX Omega Ratio Rank: 22
Omega Ratio Rank
WAGSX Calmar Ratio Rank: 22
Calmar Ratio Rank
WAGSX Martin Ratio Rank: 22
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 Select Fund (WAGSX) 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.


WAGSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-2.96

Omega ratioGain probability vs. loss probability

0.98

1.37

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.18

2.78

-2.97

Martin ratioReturn relative to average drawdown

-0.44

12.44

-12.88

Dividends

Dividend History

Wasatch Global Select Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.00$0.00$0.00$0.00$0.00$1.78$0.02

Dividend yield

0.00%0.00%0.00%0.00%0.00%12.65%0.16%

Monthly Dividends

The table displays the monthly dividend distributions for Wasatch Global Select 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$0.00$0.00
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$1.78$1.78

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 Select 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 Select Fund was 43.62%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Wasatch Global Select Fund drawdown is 18.23%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-43.62%Oct 2022
11mo 1d
4y 7moNov 2021 - now
COVID crash2020
-31.48%Mar 2020
1mo 2d2mo 12d
3mo 14dFeb 2020 - Jun 2020
2021 pullback2021
-8.83%Mar 2021
20d1mo 19d
2mo 9dFeb 2021 - Apr 2021
2021 pullback2021
-7.89%Oct 2021
10d1mo 1d
1mo 11dSep 2021 - Nov 2021
2020 pullback2020
-7.59%Oct 2020
17d6d
23dOct 2020 - Nov 2020

Drawdown Indicators


WAGSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.62%

-56.78%

+13.16%

Max Drawdown (1Y)

Largest decline over 1 year

-17.76%

-9.10%

-8.66%

Max Drawdown (3Y)

Largest decline over 3 years

-18.11%

-18.90%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-43.62%

-25.43%

-18.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-18.23%

-1.80%

-16.43%

Average Drawdown

Average peak-to-trough decline

-17.75%

-10.71%

-7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.48%

2.03%

+5.45%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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