WAAEX vs. VBR
Compare and contrast key facts about Wasatch Small Cap Growth Fund (WAAEX) and Vanguard Small-Cap Value ETF (VBR).
WAAEX is managed by Wasatch. It was launched on Dec 8, 1986. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAAEX or VBR.
Key characteristics
| WAAEX | VBR | |
|---|---|---|
| YTD Return | 20.25% | 19.39% |
| 1Y Return | 46.48% | 39.83% |
| 3Y Return (Ann) | -14.16% | 6.85% |
| 5Y Return (Ann) | 1.11% | 11.87% |
| 10Y Return (Ann) | -1.86% | 9.56% |
| Sharpe Ratio | 2.32 | 2.23 |
| Sortino Ratio | 3.26 | 3.17 |
| Omega Ratio | 1.40 | 1.40 |
| Calmar Ratio | 0.78 | 2.95 |
| Martin Ratio | 10.80 | 12.96 |
| Ulcer Index | 4.10% | 2.95% |
| Daily Std Dev | 19.08% | 17.16% |
| Max Drawdown | -62.47% | -62.01% |
| Current Drawdown | -36.95% | 0.00% |
Correlation
The correlation between WAAEX and VBR is 0.86, 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.
Performance
WAAEX vs. VBR - Performance Comparison
The year-to-date returns for both stocks are quite close, with WAAEX having a 20.25% return and VBR slightly lower at 19.39%. Over the past 10 years, WAAEX has underperformed VBR with an annualized return of -1.86%, while VBR has yielded a comparatively higher 9.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WAAEX vs. VBR - Expense Ratio Comparison
WAAEX has a 1.12% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
WAAEX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Growth Fund (WAAEX) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
WAAEX vs. VBR - Dividend Comparison
WAAEX has not paid dividends to shareholders, while VBR's dividend yield for the trailing twelve months is around 1.88%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAAEX Wasatch Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.88% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
WAAEX vs. VBR - Drawdown Comparison
The maximum WAAEX drawdown since its inception was -62.47%, roughly equal to the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for WAAEX and VBR. For additional features, visit the drawdowns tool.
Volatility
WAAEX vs. VBR - Volatility Comparison
Wasatch Small Cap Growth Fund (WAAEX) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 5.71% and 5.68%, 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.