FMIEX vs. CWGIX
Compare and contrast key facts about Wasatch Global Value Fund Investor Class Shares (FMIEX) and American Funds Capital World Growth and Income Fund Class A (CWGIX).
FMIEX is managed by Wasatch. It was launched on Sep 25, 1996. CWGIX is managed by American Funds. It was launched on Mar 26, 1993.
Performance
FMIEX vs. CWGIX - Performance Comparison
Loading graphics...
FMIEX vs. CWGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CWGIX American Funds Capital World Growth and Income Fund Class A | -4.19% | 24.68% | 13.85% | 20.55% | -17.32% | 14.74% | 15.31% | 25.32% | -10.60% | 24.55% |
Returns By Period
In the year-to-date period, FMIEX achieves a 6.04% return, which is significantly higher than CWGIX's -4.19% return. Over the past 10 years, FMIEX has outperformed CWGIX with an annualized return of 11.03%, while CWGIX has yielded a comparatively lower 10.27% annualized return.
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%
CWGIX
- 1D
- -0.47%
- 1M
- -9.84%
- YTD
- -4.19%
- 6M
- -0.07%
- 1Y
- 19.60%
- 3Y*
- 15.56%
- 5Y*
- 8.31%
- 10Y*
- 10.27%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FMIEX vs. CWGIX - Expense Ratio Comparison
FMIEX has a 1.10% expense ratio, which is higher than CWGIX's 0.75% expense ratio.
Return for Risk
FMIEX vs. CWGIX — Risk / Return Rank
FMIEX
CWGIX
FMIEX vs. CWGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Value Fund Investor Class Shares (FMIEX) and American Funds Capital World Growth and Income Fund Class A (CWGIX). 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.
| FMIEX | CWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 1.23 | +0.90 |
Sortino ratioReturn per unit of downside risk | 2.85 | 1.78 | +1.07 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.25 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.57 | +0.99 |
Martin ratioReturn relative to average drawdown | 11.99 | 6.75 | +5.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FMIEX | CWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.23 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.56 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.65 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.65 | -0.07 |
Correlation
The correlation between FMIEX and CWGIX is 0.80, 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
FMIEX vs. CWGIX - Dividend Comparison
FMIEX's dividend yield for the trailing twelve months is around 4.95%, less than CWGIX's 11.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CWGIX American Funds Capital World Growth and Income Fund Class A | 11.03% | 10.54% | 7.88% | 3.20% | 2.09% | 6.82% | 1.23% | 2.44% | 7.00% | 6.63% | 4.96% | 3.78% |
Drawdowns
FMIEX vs. CWGIX - Drawdown Comparison
The maximum FMIEX drawdown since its inception was -49.85%, smaller than the maximum CWGIX drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for FMIEX and CWGIX.
Loading graphics...
Drawdown Indicators
| FMIEX | CWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.85% | -54.47% | +4.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.34% | -11.08% | +1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -27.18% | +8.55% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -32.00% | -7.33% |
Current DrawdownCurrent decline from peak | -5.84% | -10.52% | +4.68% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -7.16% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.58% | -0.54% |
Volatility
FMIEX vs. CWGIX - Volatility Comparison
The current volatility for Wasatch Global Value Fund Investor Class Shares (FMIEX) is 3.51%, while American Funds Capital World Growth and Income Fund Class A (CWGIX) has a volatility of 5.20%. This indicates that FMIEX experiences smaller price fluctuations and is considered to be less risky than CWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FMIEX | CWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 5.20% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 6.70% | 10.06% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 15.77% | -3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.77% | 14.98% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 15.94% | -0.21% |