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 11.64%/yr vs 11.24%/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
Loading charts...
Returns By Period
In the year-to-date period, MASKX achieves a 20.49% return, which is significantly higher than WGROX's 2.95% return. Both investments have delivered pretty close results over the past 10 years, with MASKX having a 11.64% annualized return and WGROX not far behind at 11.24%.
MASKX
- 1D
- -0.95%
- 1M
- 3.84%
- YTD
- 20.49%
- 6M
- 17.46%
- 1Y
- 39.30%
- 3Y*
- 19.31%
- 5Y*
- 6.35%
- 10Y*
- 11.64%
WGROX
- 1D
- -1.32%
- 1M
- 1.89%
- YTD
- 2.95%
- 6M
- 0.29%
- 1Y
- -2.63%
- 3Y*
- 8.14%
- 5Y*
- 0.28%
- 10Y*
- 11.24%
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 | 20.49% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
WGROX Wasatch Core Growth Fund | 2.95% | -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 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
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 8, 1997 | 0.88 |
The correlation between MASKX and WGROX has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MASKX | WGROX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.01 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | -0.06 | +3.81 |
| Martin ratioReturn relative to average drawdown | 13.29 | -0.14 | +13.43 |
Loading charts...
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.
Loading charts...
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 | -0.95% | -16.48% | +15.53% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -9.90% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 6.41% | -3.31% |
Volatility
MASKX vs. WGROX - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 6.49% compared to Wasatch Core Growth Fund (WGROX) at 5.66%. This indicates that MASKX's price experiences larger fluctuations and is considered to be riskier than WGROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MASKX | WGROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 5.66% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.35% | 14.48% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 19.51% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.25% | 23.07% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.72% | 23.33% | +0.39% |
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 2.60%, less than WGROX's 8.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 2.60% | 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 | 8.31% | 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 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MASKX has higher volatility (6.49%) compared to WGROX (5.66%). In terms of maximum drawdown, MASKX dropped -59.06% vs WGROX's -61.61%.
MASKX currently has the higher Sharpe Ratio (2.10 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.
Find the right allocation for MASKX and WGROX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer