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GMAQX vs. WAEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMAQX vs. WAEMX - Performance Comparison

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

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GMAQX vs. WAEMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GMAQX
GMO Emerging Markets ex-China Fund
8.07%32.09%0.62%27.41%-32.38%0.47%
WAEMX
Wasatch Emerging Markets Small Cap Fund
4.12%5.85%-2.21%21.20%-38.76%2.93%

Returns By Period

In the year-to-date period, GMAQX achieves a 8.07% return, which is significantly higher than WAEMX's 4.12% return.


GMAQX

1D
2.85%
1M
-9.88%
YTD
8.07%
6M
17.42%
1Y
43.23%
3Y*
20.20%
5Y*
10Y*

WAEMX

1D
1.14%
1M
-5.85%
YTD
4.12%
6M
9.04%
1Y
21.06%
3Y*
6.68%
5Y*
-0.10%
10Y*
6.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMAQX vs. WAEMX - Expense Ratio Comparison

GMAQX has a 0.67% expense ratio, which is lower than WAEMX's 1.91% expense ratio.


Return for Risk

GMAQX vs. WAEMX — Risk / Return Rank

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

GMAQX
GMAQX Risk / Return Rank: 9494
Overall Rank
GMAQX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GMAQX Sortino Ratio Rank: 9595
Sortino Ratio Rank
GMAQX Omega Ratio Rank: 9494
Omega Ratio Rank
GMAQX Calmar Ratio Rank: 9393
Calmar Ratio Rank
GMAQX Martin Ratio Rank: 9393
Martin Ratio Rank

WAEMX
WAEMX Risk / Return Rank: 7070
Overall Rank
WAEMX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WAEMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
WAEMX Omega Ratio Rank: 5555
Omega Ratio Rank
WAEMX Calmar Ratio Rank: 8383
Calmar Ratio Rank
WAEMX Martin Ratio Rank: 7575
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.

GMAQX vs. WAEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Emerging Markets ex-China Fund (GMAQX) 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.


GMAQXWAEMXDifference

Sharpe ratio

Return per unit of total volatility

2.61

1.26

+1.34

Sortino ratio

Return per unit of downside risk

3.15

1.82

+1.33

Omega ratio

Gain probability vs. loss probability

1.49

1.23

+0.25

Calmar ratio

Return relative to maximum drawdown

3.19

2.20

+0.99

Martin ratio

Return relative to average drawdown

12.47

7.78

+4.69

GMAQX vs. WAEMX - Sharpe Ratio Comparison

The current GMAQX Sharpe Ratio is 2.61, which is higher than the WAEMX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GMAQX 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


GMAQXWAEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

1.26

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.25

+0.06

Correlation

The correlation between GMAQX and WAEMX is 0.70, 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

GMAQX vs. WAEMX - Dividend Comparison

GMAQX's dividend yield for the trailing twelve months is around 8.72%, less than WAEMX's 67.61% yield.


TTM20252024202320222021202020192018201720162015
GMAQX
GMO Emerging Markets ex-China Fund
8.72%9.43%32.28%6.76%4.94%0.66%0.00%0.00%0.00%0.00%0.00%0.00%
WAEMX
Wasatch Emerging Markets Small Cap Fund
67.61%70.40%6.49%0.00%3.32%6.03%7.15%5.82%12.81%0.00%0.00%0.02%

Drawdowns

GMAQX vs. WAEMX - Drawdown Comparison

The maximum GMAQX drawdown since its inception was -41.97%, smaller than the maximum WAEMX drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for GMAQX and WAEMX.


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Drawdown Indicators


GMAQXWAEMXDifference

Max Drawdown

Largest peak-to-trough decline

-41.97%

-66.35%

+24.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.77%

-9.38%

-4.39%

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

-11.31%

-22.97%

+11.66%

Average Drawdown

Average peak-to-trough decline

-17.30%

-16.87%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.65%

+0.87%

Volatility

GMAQX vs. WAEMX - Volatility Comparison

GMO Emerging Markets ex-China Fund (GMAQX) has a higher volatility of 9.28% compared to Wasatch Emerging Markets Small Cap Fund (WAEMX) at 7.25%. This indicates that GMAQX's price experiences larger fluctuations and is considered to be riskier than WAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMAQXWAEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.28%

7.25%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

12.20%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

16.78%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

17.41%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.97%

17.94%

-1.97%