WAAEX vs. WAESX
Compare and contrast key facts about Wasatch Small Cap Growth Fund (WAAEX) and Wasatch Emerging Markets Select Fund (WAESX).
WAAEX is managed by Wasatch. It was launched on Dec 8, 1986. WAESX is managed by Wasatch. It was launched on Dec 12, 2012.
Performance
WAAEX vs. WAESX - Performance Comparison
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WAAEX vs. WAESX - 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% |
WAESX Wasatch Emerging Markets Select Fund | -6.48% | 10.56% | -0.12% | 17.52% | -37.38% | 21.34% | 48.36% | 28.05% | -11.50% | 37.66% |
Returns By Period
In the year-to-date period, WAAEX achieves a -7.44% return, which is significantly lower than WAESX's -6.48% return. Over the past 10 years, WAAEX has outperformed WAESX with an annualized return of 8.42%, while WAESX has yielded a comparatively lower 7.10% 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%
WAESX
- 1D
- 2.10%
- 1M
- -6.73%
- YTD
- -6.48%
- 6M
- -2.46%
- 1Y
- 6.30%
- 3Y*
- 3.59%
- 5Y*
- -2.06%
- 10Y*
- 7.10%
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WAAEX vs. WAESX - Expense Ratio Comparison
WAAEX has a 1.12% expense ratio, which is lower than WAESX's 1.32% expense ratio.
Return for Risk
WAAEX vs. WAESX — Risk / Return Rank
WAAEX
WAESX
WAAEX vs. WAESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Growth Fund (WAAEX) and Wasatch Emerging Markets Select Fund (WAESX). 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 | WAESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.10 | 0.34 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.02 | 0.60 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.07 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.46 | -0.60 |
Martin ratioReturn relative to average drawdown | -0.43 | 1.52 | -1.96 |
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 | WAESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | 0.34 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | -0.10 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.36 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.22 | +0.26 |
Correlation
The correlation between WAAEX and WAESX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WAAEX vs. WAESX - Dividend Comparison
WAAEX's dividend yield for the trailing twelve months is around 2.13%, while WAESX has not paid dividends to shareholders.
| 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% |
WAESX Wasatch Emerging Markets Select Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WAAEX vs. WAESX - Drawdown Comparison
The maximum WAAEX drawdown since its inception was -56.48%, which is greater than WAESX's maximum drawdown of -45.85%. Use the drawdown chart below to compare losses from any high point for WAAEX and WAESX.
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Drawdown Indicators
| WAAEX | WAESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.48% | -45.85% | -10.63% |
Max Drawdown (1Y)Largest decline over 1 year | -16.76% | -11.18% | -5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -50.51% | -45.85% | -4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -45.85% | -4.66% |
Current DrawdownCurrent decline from peak | -37.37% | -28.74% | -8.63% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -16.56% | +4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 3.36% | +2.31% |
Volatility
WAAEX vs. WAESX - Volatility Comparison
Wasatch Small Cap Growth Fund (WAAEX) and Wasatch Emerging Markets Select Fund (WAESX) have volatilities of 7.55% and 7.82%, 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
| WAAEX | WAESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 7.82% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.86% | 12.28% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 18.04% | +5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.40% | 19.92% | +5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 19.55% | +5.48% |