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 CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
WAAEX vs. VBR - Performance Comparison
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WAAEX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAAEX Wasatch Small Cap Growth Fund | -7.44% | -8.78% | 15.50% | 21.24% | -40.26% | 7.68% | 54.65% | 40.29% | 2.42% | 21.72% |
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, WAAEX achieves a -7.44% return, which is significantly lower than VBR's 3.59% return. Over the past 10 years, WAAEX has underperformed VBR with an annualized return of 8.42%, while VBR has yielded a comparatively higher 10.14% annualized return.
WAAEX
- 1D
- 3.47%
- 1M
- -7.21%
- YTD
- -7.44%
- 6M
- -9.11%
- 1Y
- -2.90%
- 3Y*
- 3.23%
- 5Y*
- -6.47%
- 10Y*
- 8.42%
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
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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.
Return for Risk
WAAEX vs. VBR — Risk / Return Rank
WAAEX
VBR
WAAEX vs. VBR - Risk-Adjusted Trends 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.
| WAAEX | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.10 | 0.93 | -1.03 |
Sortino ratioReturn per unit of downside risk | 0.02 | 1.43 | -1.41 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.19 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.37 | -1.52 |
Martin ratioReturn relative to average drawdown | -0.43 | 5.62 | -6.05 |
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
| WAAEX | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | 0.93 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.39 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.47 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.40 | +0.08 |
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.
Dividends
WAAEX vs. VBR - Dividend Comparison
WAAEX's dividend yield for the trailing twelve months is around 2.13%, more than VBR's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAAEX Wasatch Small Cap Growth Fund | 2.13% | 1.97% | 0.00% | 0.00% | 0.00% | 21.65% | 6.25% | 14.78% | 38.79% | 11.70% | 8.83% | 18.47% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
WAAEX vs. VBR - Drawdown Comparison
The maximum WAAEX drawdown since its inception was -56.48%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for WAAEX and VBR.
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Drawdown Indicators
| WAAEX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.48% | -61.98% | +5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -16.76% | -14.18% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -50.51% | -24.19% | -26.32% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -45.28% | -5.23% |
Current DrawdownCurrent decline from peak | -37.37% | -5.75% | -31.62% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -8.32% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 3.46% | +2.21% |
Volatility
WAAEX vs. VBR - Volatility Comparison
Wasatch Small Cap Growth Fund (WAAEX) has a higher volatility of 7.55% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. This indicates that WAAEX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAAEX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 5.40% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 13.86% | 11.29% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 20.64% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.40% | 19.85% | +5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 21.73% | +3.30% |