WAAEX vs. WAMCX

In the year-to-date period, WAAEX achieves a -5.14% return, which is significantly higher than WAMCX's -11.73% return. Over the past 10 years, WAAEX has underperformed WAMCX with an annualized return of -2.58%, while WAMCX has yielded a comparatively higher 4.33% annualized return.

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WAAEX has a 1.12% expense ratio, which is lower than WAMCX's 1.16% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Growth Fund (WAAEX) and Wasatch Ultra Growth Fund (WAMCX). 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.

The current WAAEX Sharpe Ratio is 0.48, which is higher than the WAMCX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of WAAEX and WAMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither WAAEX nor WAMCX has paid dividends to shareholders.

The maximum WAAEX drawdown since its inception was -62.47%, roughly equal to the maximum WAMCX drawdown of -65.70%. Use the drawdown chart below to compare losses from any high point for WAAEX and WAMCX. For additional features, visit the drawdowns tool.

Wasatch Small Cap Growth Fund (WAAEX) and Wasatch Ultra Growth Fund (WAMCX) have volatilities of 8.00% and 7.67%, 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.