MASKX vs. WGROX
MASKX (iShares Russell 2000 Small-Cap Index Fund) and WGROX (Wasatch Core Growth Fund) are both mutual funds - MASKX is a Small Cap Blend Equities fund managed by BlackRock, while WGROX is a Small Cap Growth Equities fund managed by Wasatch. Over the past 10 years, MASKX returned 11.12%/yr vs 10.88%/yr for WGROX. Their correlation of 0.88 suggests significant overlap in exposure. MASKX charges 0.12%/yr vs 1.17%/yr for WGROX.
Performance
MASKX vs. WGROX - Performance Comparison
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Returns By Period
In the year-to-date period, MASKX achieves a 18.62% return, which is significantly higher than WGROX's 3.76% return. Both investments have delivered pretty close results over the past 10 years, with MASKX having a 11.12% annualized return and WGROX not far behind at 10.88%.
MASKX
- 1D
- 0.89%
- 1M
- 4.97%
- YTD
- 18.62%
- 6M
- 17.33%
- 1Y
- 41.04%
- 3Y*
- 18.52%
- 5Y*
- 6.53%
- 10Y*
- 11.12%
WGROX
- 1D
- 0.98%
- 1M
- 4.58%
- YTD
- 3.76%
- 6M
- 0.92%
- 1Y
- -0.46%
- 3Y*
- 8.93%
- 5Y*
- 1.10%
- 10Y*
- 10.88%
MASKX vs. WGROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 18.62% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
WGROX Wasatch Core Growth Fund | 3.76% | -10.37% | 13.13% | 33.43% | -30.86% | 20.76% | 36.73% | 33.31% | -3.75% | 24.29% |
Correlation
The correlation between MASKX and WGROX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 1997 | 0.88 |
The correlation between MASKX and WGROX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
MASKX vs. WGROX — Risk / Return Rank
MASKX
WGROX
MASKX vs. WGROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) and Wasatch Core Growth Fund (WGROX). 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.
| MASKX | WGROX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | +2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.02 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 0.06 | +3.89 |
| Martin ratioReturn relative to average drawdown | 14.03 | 0.15 | +13.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MASKX | WGROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 0.05 | +2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.05 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.47 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.55 | -0.19 |
Drawdowns
MASKX vs. WGROX - Drawdown Comparison
The maximum MASKX drawdown since its inception was -59.06%, roughly equal to the maximum WGROX drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for MASKX and WGROX.
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Drawdown Indicators
| MASKX | WGROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.06% | -61.61% | +2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -15.89% | +4.88% |
Max Drawdown (3Y)Largest decline over 3 years | -27.53% | -27.61% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -40.16% | +8.18% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -40.16% | -1.52% |
Current DrawdownCurrent decline from peak | -0.13% | -15.83% | +15.70% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -9.90% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 6.31% | -3.22% |
Volatility
MASKX vs. WGROX - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) and Wasatch Core Growth Fund (WGROX) have volatilities of 5.60% and 5.41%, 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
| MASKX | WGROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 5.41% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 14.08% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 19.16% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.16% | 23.00% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 23.33% | +0.37% |
MASKX vs. WGROX - Expense Ratio Comparison
MASKX has a 0.12% expense ratio, which is lower than WGROX's 1.17% expense ratio.
Dividends
MASKX vs. WGROX - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 2.64%, less than WGROX's 8.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 2.64% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
WGROX Wasatch Core Growth Fund | 8.24% | 8.55% | 9.22% | 0.00% | 0.71% | 16.82% | 7.21% | 10.73% | 10.14% | 6.24% | 0.15% | 12.70% |
Frequently Asked Questions
MASKX and WGROX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MASKX has higher volatility (5.60%) compared to WGROX (5.41%). In terms of maximum drawdown, MASKX dropped -59.06% vs WGROX's -61.61%.
MASKX currently has the higher Sharpe Ratio (2.28 vs 0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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