WAAEX vs. VFINX
Compare and contrast key facts about Wasatch Small Cap Growth Fund (WAAEX) and Vanguard 500 Index Fund Investor Shares (VFINX).
WAAEX is managed by Wasatch. It was launched on Dec 8, 1986. VFINX is managed by Vanguard.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAAEX or VFINX.
Key characteristics
| WAAEX | VFINX | |
|---|---|---|
| YTD Return | 20.25% | 27.01% |
| 1Y Return | 46.48% | 39.71% |
| 3Y Return (Ann) | -14.16% | 10.16% |
| 5Y Return (Ann) | 1.11% | 15.99% |
| 10Y Return (Ann) | -1.86% | 13.37% |
| Sharpe Ratio | 2.32 | 3.12 |
| Sortino Ratio | 3.26 | 4.15 |
| Omega Ratio | 1.40 | 1.58 |
| Calmar Ratio | 0.78 | 4.57 |
| Martin Ratio | 10.80 | 20.65 |
| Ulcer Index | 4.10% | 1.87% |
| Daily Std Dev | 19.08% | 12.39% |
| Max Drawdown | -62.47% | -55.25% |
| Current Drawdown | -36.95% | 0.00% |
Correlation
The correlation between WAAEX and VFINX is 0.78, 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. VFINX - Performance Comparison
In the year-to-date period, WAAEX achieves a 20.25% return, which is significantly lower than VFINX's 27.01% return. Over the past 10 years, WAAEX has underperformed VFINX with an annualized return of -1.86%, while VFINX has yielded a comparatively higher 13.37% 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. VFINX - Expense Ratio Comparison
WAAEX has a 1.12% expense ratio, which is higher than VFINX's 0.14% expense ratio.
Risk-Adjusted Performance
WAAEX vs. VFINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Growth Fund (WAAEX) and Vanguard 500 Index Fund Investor Shares (VFINX). 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. VFINX - Dividend Comparison
WAAEX has not paid dividends to shareholders, while VFINX's dividend yield for the trailing twelve months is around 1.14%.
| 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% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.14% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% | 1.73% |
Drawdowns
WAAEX vs. VFINX - Drawdown Comparison
The maximum WAAEX drawdown since its inception was -62.47%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WAAEX and VFINX. For additional features, visit the drawdowns tool.
Volatility
WAAEX vs. VFINX - Volatility Comparison
Wasatch Small Cap Growth Fund (WAAEX) has a higher volatility of 5.71% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 3.91%. This indicates that WAAEX's price experiences larger fluctuations and is considered to be riskier than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.