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BCGDX vs. FMIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCGDX vs. FMIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Current Global Dividend Fund (BCGDX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). The values are adjusted to include any dividend payments, if applicable.

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BCGDX vs. FMIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCGDX
Blue Current Global Dividend Fund
-2.23%30.23%16.71%14.46%-8.62%18.78%7.06%26.17%-12.14%18.97%
FMIEX
Wasatch Global Value Fund Investor Class Shares
6.04%30.93%8.66%5.67%-0.12%25.11%2.04%17.27%-5.67%11.21%

Returns By Period

In the year-to-date period, BCGDX achieves a -2.23% return, which is significantly lower than FMIEX's 6.04% return. Both investments have delivered pretty close results over the past 10 years, with BCGDX having a 10.67% annualized return and FMIEX not far ahead at 11.03%.


BCGDX

1D
0.27%
1M
-8.39%
YTD
-2.23%
6M
3.29%
1Y
20.54%
3Y*
17.41%
5Y*
11.72%
10Y*
10.67%

FMIEX

1D
0.60%
1M
-5.84%
YTD
6.04%
6M
10.61%
1Y
24.34%
3Y*
16.68%
5Y*
11.63%
10Y*
11.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCGDX vs. FMIEX - Expense Ratio Comparison

BCGDX has a 0.99% expense ratio, which is lower than FMIEX's 1.10% expense ratio.


Return for Risk

BCGDX vs. FMIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCGDX
BCGDX Risk / Return Rank: 8484
Overall Rank
BCGDX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BCGDX Sortino Ratio Rank: 8383
Sortino Ratio Rank
BCGDX Omega Ratio Rank: 8484
Omega Ratio Rank
BCGDX Calmar Ratio Rank: 8282
Calmar Ratio Rank
BCGDX Martin Ratio Rank: 8585
Martin Ratio Rank

FMIEX
FMIEX Risk / Return Rank: 9292
Overall Rank
FMIEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FMIEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FMIEX Omega Ratio Rank: 9191
Omega Ratio Rank
FMIEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FMIEX Martin Ratio Rank: 9494
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.

BCGDX vs. FMIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Current Global Dividend Fund (BCGDX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BCGDXFMIEXDifference

Sharpe ratio

Return per unit of total volatility

1.58

2.14

-0.56

Sortino ratio

Return per unit of downside risk

2.17

2.85

-0.68

Omega ratio

Gain probability vs. loss probability

1.34

1.42

-0.08

Calmar ratio

Return relative to maximum drawdown

2.00

2.57

-0.56

Martin ratio

Return relative to average drawdown

8.82

11.99

-3.17

BCGDX vs. FMIEX - Sharpe Ratio Comparison

The current BCGDX Sharpe Ratio is 1.58, which is comparable to the FMIEX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of BCGDX and FMIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BCGDXFMIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

2.14

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.92

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.70

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.58

+0.03

Correlation

The correlation between BCGDX and FMIEX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BCGDX vs. FMIEX - Dividend Comparison

BCGDX's dividend yield for the trailing twelve months is around 4.58%, less than FMIEX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
BCGDX
Blue Current Global Dividend Fund
4.58%4.77%4.23%1.84%5.11%8.48%1.45%2.24%1.53%3.44%1.99%1.68%
FMIEX
Wasatch Global Value Fund Investor Class Shares
4.95%5.76%9.02%3.27%8.54%4.34%1.74%3.82%18.46%16.45%5.16%11.75%

Drawdowns

BCGDX vs. FMIEX - Drawdown Comparison

The maximum BCGDX drawdown since its inception was -35.90%, smaller than the maximum FMIEX drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for BCGDX and FMIEX.


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Drawdown Indicators


BCGDXFMIEXDifference

Max Drawdown

Largest peak-to-trough decline

-35.90%

-49.85%

+13.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-9.34%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-18.63%

-2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.90%

-39.33%

+3.43%

Current Drawdown

Current decline from peak

-8.70%

-5.84%

-2.86%

Average Drawdown

Average peak-to-trough decline

-4.32%

-6.61%

+2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.04%

+0.22%

Volatility

BCGDX vs. FMIEX - Volatility Comparison

Blue Current Global Dividend Fund (BCGDX) has a higher volatility of 4.28% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.51%. This indicates that BCGDX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCGDXFMIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

3.51%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

7.89%

6.70%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

11.81%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.15%

12.77%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

15.73%

+0.13%