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Wasatch Core Growth Fund (WGROX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9367722017

CUSIP

936772201

Issuer

Wasatch

Inception Date

Dec 8, 1986

Min. Investment

$2,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Growth

Expense Ratio

WGROX has a high expense ratio of 1.17%, indicating above-average management fees.


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.


Performance

Performance Chart


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Returns By Period

Wasatch Core Growth Fund (WGROX) returned -5.09% year-to-date (YTD) and 6.32% over the past 12 months. Over the past 10 years, WGROX had an annualized return of 10.92%, slightly ahead of the S&P 500 benchmark at 10.78%.


WGROX

YTD

-5.09%

1M

8.69%

6M

-11.11%

1Y

6.32%

5Y*

13.49%

10Y*

10.92%

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.85%-6.75%-8.51%-1.76%6.99%-5.09%
2024-3.16%6.95%0.86%-8.46%5.47%0.15%5.93%1.03%3.93%-0.28%10.62%-8.72%13.13%
202314.44%-2.74%-2.17%-2.40%-1.63%10.90%4.87%-1.36%-5.03%-6.72%11.80%12.33%33.43%
2022-12.62%-1.68%-2.14%-9.51%-1.80%-7.87%10.20%-5.21%-9.84%9.21%5.04%-7.02%-30.86%
20211.10%5.36%-0.88%7.09%-1.50%2.95%1.56%1.64%-3.28%6.06%-3.29%2.82%20.76%
20200.64%-6.76%-18.93%15.52%11.78%3.09%6.77%4.17%-4.15%2.47%14.07%8.35%36.73%
20199.75%6.64%-1.42%7.34%-5.39%5.96%1.48%-3.46%0.73%1.35%5.80%1.47%33.31%
20183.95%-1.79%1.99%-1.46%6.09%2.02%2.65%6.44%-2.28%-10.19%3.49%-12.66%-3.75%
20172.77%1.45%-0.05%1.26%1.05%2.44%0.42%-0.34%5.59%2.74%4.68%0.11%24.29%
2016-7.88%-1.15%6.31%1.21%2.14%-1.26%4.76%1.50%2.34%-2.79%5.68%0.08%10.54%
2015-2.16%7.49%2.02%-2.41%1.77%3.13%0.17%-5.15%-3.33%3.44%2.89%-3.17%4.03%
2014-5.98%4.31%0.85%-2.21%0.67%3.54%-4.02%3.25%-3.31%7.73%1.94%0.01%6.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WGROX is 37, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of WGROX is 3737
Overall Rank
The Sharpe Ratio Rank of WGROX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of WGROX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of WGROX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of WGROX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of WGROX is 3434
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 Core Growth Fund (WGROX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Wasatch Core Growth Fund Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.27
  • 5-Year: 0.57
  • 10-Year: 0.48
  • All Time: 0.28

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Wasatch Core Growth Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


Wasatch Core Growth Fund doesn't pay dividends

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 Core Growth 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 Core Growth Fund was 68.90%, occurring on Nov 20, 2008. Recovery took 2399 trading sessions.

The current Wasatch Core Growth Fund drawdown is 14.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.9%Aug 3, 2005830Nov 20, 20082399Jun 6, 20183229
-43.11%Apr 17, 2002122Oct 9, 2002348Mar 1, 2004470
-40.16%Nov 10, 2021234Oct 14, 2022503Oct 16, 2024737
-38.11%Feb 21, 202019Mar 18, 202085Jul 20, 2020104
-37.06%Oct 16, 1997256Oct 8, 1998331Jan 14, 2000587

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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