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ISIN
US9367935049
CUSIP
936793504
Issuer
Wasatch
Inception Date
Jul 28, 2003
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

WAMVX Performance Chart

Wasatch Micro Cap Value Fund (WAMVX) is up 19.7% since the beginning of the year. WAMVX is currently trading at $5 per share. Investors who bought $1,000 worth of WAMVX shares 5 years ago would now be looking at an investment worth $1,360.


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S&P 500 Index

Returns By Period

Wasatch Micro Cap Value Fund (WAMVX) has returned 19.71% so far this year and 37.78% over the past 12 months. Looking at the last ten years, WAMVX has achieved an annualized return of 14.68%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Wasatch Micro Cap Value Fund

1D
2.07%
1M
8.13%
YTD
19.71%
6M
17.42%
1Y
37.78%
3Y*
19.94%
5Y*
6.35%
10Y*
14.68%

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)

WAMVX Monthly Returns History

Based on dividend-adjusted daily data since Jul 28, 2003, WAMVX's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +18.0%, while the worst month was Oct 2008 at -23.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, WAMVX closed higher 47% of trading days. The best single day was Dec 17, 2020 with a return of +14.9%, while the worst single day was Mar 16, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.35%0.92%-8.47%13.75%0.88%7.19%19.71%
20251.20%-5.67%-5.76%-0.80%7.24%3.25%0.97%6.71%2.47%-1.10%-0.67%1.99%9.31%
2024-2.68%7.65%2.56%-6.37%6.21%-0.56%9.24%0.77%0.51%-1.52%14.65%-6.28%24.40%
20238.75%0.00%-4.33%-3.56%0.34%6.02%4.42%-4.23%-6.31%-5.72%9.64%9.45%13.13%
2022-11.00%-1.34%-2.72%-8.68%-1.53%-10.28%11.46%-3.43%-10.00%10.75%-2.27%-1.66%-28.95%
20215.65%8.84%-0.21%4.07%3.91%0.59%-1.18%1.79%-0.00%3.91%-3.95%0.69%26.17%

Benchmark Metrics

Wasatch Micro Cap Value Fund has an annualized alpha of 5.04%, beta of 0.85, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since July 28, 2003.

  • This fund captured 114.41% of S&P 500 Index gains but only 98.26% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 5.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
5.04%
Beta
0.85
0.68
Upside Capture
114.41%
Downside Capture
98.26%

Expense Ratio

WAMVX has a high expense ratio of 1.66%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

WAMVX ranks 52 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


WAMVX Risk / Return Rank: 5252
Overall Rank
WAMVX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WAMVX Sortino Ratio Rank: 5454
Sortino Ratio Rank
WAMVX Omega Ratio Rank: 4343
Omega Ratio Rank
WAMVX Calmar Ratio Rank: 6060
Calmar Ratio Rank
WAMVX Martin Ratio Rank: 4949
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 Micro Cap Value Fund (WAMVX) 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.


WAMVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.85

2.78

+0.06

Martin ratioReturn relative to average drawdown

9.53

12.44

-2.90

Dividends

Dividend History

Wasatch Micro Cap Value Fund provided a 9.36% dividend yield over the last twelve months, with an annual payout of $0.46 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.46$0.46$0.00$0.00$0.00$0.94$0.53$0.30$0.37$0.27$0.05$0.32

Dividend yield

9.36%11.20%0.00%0.00%0.00%22.38%13.06%9.03%13.59%7.98%1.67%12.13%

Monthly Dividends

The table displays the monthly dividend distributions for Wasatch Micro Cap Value 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$0.46$0.46
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$0.94$0.94

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 Micro Cap Value 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 Micro Cap Value Fund was 60.71%, occurring on Nov 20, 2008. Recovery took 541 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.71%Nov 2008
1y 20d2y 1mo
3y 2moNov 2007 - Jan 2011
COVID crash2020
-41.30%Mar 2020
26d4mo 1d
4mo 27dFeb 2020 - Jul 2020
2023 bear market2023
-38.69%Oct 2023
1y 11mo1y 10mo
3y 9moNov 2021 - Aug 2025
2011 bear market2011
-25.00%Oct 2011
5mo 4d11mo 17d
1y 4moMay 2011 - Sep 2012
Rate-hike selloffLate 2018
-24.43%Dec 2018
3mo 20d5mo 28d
9mo 18dSep 2018 - Jun 2019

Drawdown Indicators


WAMVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.71%

-56.78%

-3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-9.10%

-4.23%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

-18.90%

-4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-38.69%

-25.43%

-13.26%

Max Drawdown (10Y)

Largest decline over 10 years

-41.30%

-33.92%

-7.38%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-10.21%

-10.71%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

2.03%

+1.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with WAMVX

Add Wasatch Micro Cap Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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