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Wasatch International Opportunities Fund (WAIOX) Sharpe Ratio: -0.55

WAIOX's Sharpe Ratio of -0.55 indicates that for each unit of volatility, it generates -0.55 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

WAIOX Sharpe Ratio Rank

WAIOX Sharpe Ratio Rank: 1.21
Concerning

WAIOX ranks above 1.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

WAIOX Sharpe Ratio Market Positioning

The chart shows WAIOX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.65 or lower
  • Yellow zone (middle 50%): 0.65 to 1.36
  • Green zone (top 25%): 1.36 or higher
  • Top 1%: 3.59+
  • Median: 1.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Wasatch International Opportunities Fund's Sharpe Ratio with other mutual funds in the Foreign Small & Mid Cap Equities category across multiple time periods, showing how WAIOX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
KGGIXKopernik Global All-Cap Fund3.28
KGGAXKopernik Global All-Cap Fund Class A3.26
HRIOXHood River International Opportunity Fund2.89
HRIIXHood River International Opportunity Fund Investor Class2.87
ALOIXVirtus International Small-Cap Fund2.44
AVDVXAvantis International Small Cap Value Fund2.43
DISVXDFA International Small Cap Value Portfolio2.26
MOWIXMoerus Worldwide Value Fund2.24
CVISXCauseway International Small Cap Fund2.23
DWUSXDFA World ex U.S. Targeted Value Portfolio2.21
WAIOXWasatch International Opportunities Fund-0.55

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows WAIOX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when WAIOX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore WAIOX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

WAIOX Sortino Ratio