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WAAEX vs. WHOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAAEX vs. WHOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Small Cap Growth Fund (WAAEX) and Wasatch-Hoisington U.S. Treasury Fund (WHOSX). The values are adjusted to include any dividend payments, if applicable.

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WAAEX vs. WHOSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAAEX
Wasatch Small Cap Growth Fund
-10.54%-8.78%15.50%21.24%-40.26%7.68%54.65%40.29%2.42%21.72%
WHOSX
Wasatch-Hoisington U.S. Treasury Fund
-1.67%2.34%-10.95%1.39%-34.13%-4.94%20.05%17.15%-3.84%10.46%

Returns By Period

In the year-to-date period, WAAEX achieves a -10.54% return, which is significantly lower than WHOSX's -1.67% return. Over the past 10 years, WAAEX has outperformed WHOSX with an annualized return of 8.05%, while WHOSX has yielded a comparatively lower -2.42% annualized return.


WAAEX

1D
-1.18%
1M
-9.72%
YTD
-10.54%
6M
-12.42%
1Y
-5.69%
3Y*
2.07%
5Y*
-6.72%
10Y*
8.05%

WHOSX

1D
0.40%
1M
-6.28%
YTD
-1.67%
6M
-2.86%
1Y
-3.26%
3Y*
-5.07%
5Y*
-7.29%
10Y*
-2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAAEX vs. WHOSX - Expense Ratio Comparison

WAAEX has a 1.12% expense ratio, which is higher than WHOSX's 0.67% expense ratio.


Return for Risk

WAAEX vs. WHOSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WAAEX
WAAEX Risk / Return Rank: 33
Overall Rank
WAAEX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WAAEX Sortino Ratio Rank: 33
Sortino Ratio Rank
WAAEX Omega Ratio Rank: 33
Omega Ratio Rank
WAAEX Calmar Ratio Rank: 22
Calmar Ratio Rank
WAAEX Martin Ratio Rank: 22
Martin Ratio Rank

WHOSX
WHOSX Risk / Return Rank: 44
Overall Rank
WHOSX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WHOSX Sortino Ratio Rank: 33
Sortino Ratio Rank
WHOSX Omega Ratio Rank: 33
Omega Ratio Rank
WHOSX Calmar Ratio Rank: 55
Calmar Ratio Rank
WHOSX Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WAAEX vs. WHOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Growth Fund (WAAEX) and Wasatch-Hoisington U.S. Treasury Fund (WHOSX). 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.


WAAEXWHOSXDifference

Sharpe ratio

Return per unit of total volatility

-0.25

-0.20

-0.05

Sortino ratio

Return per unit of downside risk

-0.20

-0.17

-0.03

Omega ratio

Gain probability vs. loss probability

0.98

0.98

0.00

Calmar ratio

Return relative to maximum drawdown

-0.46

-0.06

-0.40

Martin ratio

Return relative to average drawdown

-1.38

-0.12

-1.25

WAAEX vs. WHOSX - Sharpe Ratio Comparison

The current WAAEX Sharpe Ratio is -0.25, which is comparable to the WHOSX Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of WAAEX and WHOSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WAAEXWHOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

-0.20

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

-0.41

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

-0.14

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.29

+0.18

Correlation

The correlation between WAAEX and WHOSX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WAAEX vs. WHOSX - Dividend Comparison

WAAEX's dividend yield for the trailing twelve months is around 2.20%, less than WHOSX's 3.17% yield.


TTM20252024202320222021202020192018201720162015
WAAEX
Wasatch Small Cap Growth Fund
2.20%1.97%0.00%0.00%0.00%21.65%6.25%14.78%38.79%11.70%8.83%18.47%
WHOSX
Wasatch-Hoisington U.S. Treasury Fund
3.17%4.05%3.80%2.90%2.45%1.31%7.99%1.83%2.22%1.96%10.89%7.33%

Drawdowns

WAAEX vs. WHOSX - Drawdown Comparison

The maximum WAAEX drawdown since its inception was -56.48%, roughly equal to the maximum WHOSX drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for WAAEX and WHOSX.


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Drawdown Indicators


WAAEXWHOSXDifference

Max Drawdown

Largest peak-to-trough decline

-56.48%

-53.95%

-2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-12.79%

-3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-50.51%

-47.93%

-2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-50.51%

-53.95%

+3.44%

Current Drawdown

Current decline from peak

-39.47%

-49.60%

+10.13%

Average Drawdown

Average peak-to-trough decline

-12.03%

-11.28%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

6.53%

-0.93%

Volatility

WAAEX vs. WHOSX - Volatility Comparison

Wasatch Small Cap Growth Fund (WAAEX) has a higher volatility of 6.55% compared to Wasatch-Hoisington U.S. Treasury Fund (WHOSX) at 4.18%. This indicates that WAAEX's price experiences larger fluctuations and is considered to be riskier than WHOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAAEXWHOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

4.18%

+2.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

8.32%

+5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

23.46%

14.59%

+8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.37%

17.73%

+7.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.01%

17.32%

+7.69%