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FESCX vs. WAEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FESCX vs. WAEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle Small Cap Opportunity Fund (FESCX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). The values are adjusted to include any dividend payments, if applicable.

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FESCX vs. WAEMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FESCX
First Eagle Small Cap Opportunity Fund
3.36%13.33%6.47%16.75%-14.05%1.23%
WAEMX
Wasatch Emerging Markets Small Cap Fund
2.94%5.85%-2.21%21.20%-38.76%9.21%

Returns By Period

In the year-to-date period, FESCX achieves a 3.36% return, which is significantly higher than WAEMX's 2.94% return.


FESCX

1D
-1.40%
1M
-8.54%
YTD
3.36%
6M
5.15%
1Y
29.53%
3Y*
11.08%
5Y*
10Y*

WAEMX

1D
-1.69%
1M
-7.41%
YTD
2.94%
6M
8.97%
1Y
19.69%
3Y*
6.27%
5Y*
-0.05%
10Y*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FESCX vs. WAEMX - Expense Ratio Comparison

FESCX has a 1.00% expense ratio, which is lower than WAEMX's 1.91% expense ratio.


Return for Risk

FESCX vs. WAEMX — Risk / Return Rank

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

FESCX
FESCX Risk / Return Rank: 7171
Overall Rank
FESCX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FESCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FESCX Omega Ratio Rank: 6464
Omega Ratio Rank
FESCX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FESCX Martin Ratio Rank: 7373
Martin Ratio Rank

WAEMX
WAEMX Risk / Return Rank: 6767
Overall Rank
WAEMX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WAEMX Sortino Ratio Rank: 6868
Sortino Ratio Rank
WAEMX Omega Ratio Rank: 5555
Omega Ratio Rank
WAEMX Calmar Ratio Rank: 7777
Calmar Ratio Rank
WAEMX Martin Ratio Rank: 6868
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.

FESCX vs. WAEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle Small Cap Opportunity Fund (FESCX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). 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.


FESCXWAEMXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.15

+0.07

Sortino ratio

Return per unit of downside risk

1.81

1.69

+0.12

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

1.77

1.81

-0.04

Martin ratio

Return relative to average drawdown

6.90

6.48

+0.41

FESCX vs. WAEMX - Sharpe Ratio Comparison

The current FESCX Sharpe Ratio is 1.23, which is comparable to the WAEMX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FESCX and WAEMX, 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


FESCXWAEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.15

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.25

-0.02

Correlation

The correlation between FESCX and WAEMX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FESCX vs. WAEMX - Dividend Comparison

FESCX's dividend yield for the trailing twelve months is around 1.00%, less than WAEMX's 68.39% yield.


TTM20252024202320222021202020192018201720162015
FESCX
First Eagle Small Cap Opportunity Fund
1.00%1.03%1.56%0.60%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WAEMX
Wasatch Emerging Markets Small Cap Fund
68.39%70.40%6.49%0.00%3.32%6.03%7.15%5.82%12.81%0.00%0.00%0.02%

Drawdowns

FESCX vs. WAEMX - Drawdown Comparison

The maximum FESCX drawdown since its inception was -28.53%, smaller than the maximum WAEMX drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for FESCX and WAEMX.


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Drawdown Indicators


FESCXWAEMXDifference

Max Drawdown

Largest peak-to-trough decline

-28.53%

-66.35%

+37.82%

Max Drawdown (1Y)

Largest decline over 1 year

-14.72%

-9.38%

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-44.88%

Max Drawdown (10Y)

Largest decline over 10 years

-44.88%

Current Drawdown

Current decline from peak

-9.50%

-23.84%

+14.34%

Average Drawdown

Average peak-to-trough decline

-9.12%

-16.87%

+7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

2.61%

+1.16%

Volatility

FESCX vs. WAEMX - Volatility Comparison

First Eagle Small Cap Opportunity Fund (FESCX) and Wasatch Emerging Markets Small Cap Fund (WAEMX) have volatilities of 7.01% and 7.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FESCXWAEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

7.10%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.26%

12.17%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

23.91%

16.78%

+7.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

17.40%

+5.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.77%

17.93%

+4.84%