WAAEX vs. WMCVX
Compare and contrast key facts about Wasatch Small Cap Growth Fund (WAAEX) and Wasatch Small Cap Value Fund (WMCVX).
WAAEX is managed by Wasatch. It was launched on Dec 8, 1986. WMCVX is managed by Wasatch. It was launched on Dec 17, 1997.
Performance
WAAEX vs. WMCVX - Performance Comparison
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WAAEX vs. WMCVX - 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% |
WMCVX Wasatch Small Cap Value Fund | 0.67% | -3.66% | 11.65% | 31.78% | -21.61% | 25.23% | 12.52% | 23.63% | -9.55% | 19.54% |
Returns By Period
In the year-to-date period, WAAEX achieves a -7.44% return, which is significantly lower than WMCVX's 0.67% return. Over the past 10 years, WAAEX has underperformed WMCVX with an annualized return of 8.42%, while WMCVX has yielded a comparatively higher 9.99% 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%
WMCVX
- 1D
- 2.38%
- 1M
- -8.43%
- YTD
- 0.67%
- 6M
- -3.40%
- 1Y
- 7.20%
- 3Y*
- 10.56%
- 5Y*
- 3.60%
- 10Y*
- 9.99%
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WAAEX vs. WMCVX - Expense Ratio Comparison
WAAEX has a 1.12% expense ratio, which is lower than WMCVX's 1.16% expense ratio.
Return for Risk
WAAEX vs. WMCVX — Risk / Return Rank
WAAEX
WMCVX
WAAEX vs. WMCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Growth Fund (WAAEX) and Wasatch Small Cap Value Fund (WMCVX). 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 | WMCVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.10 | 0.31 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.02 | 0.63 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.08 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.54 | -0.69 |
Martin ratioReturn relative to average drawdown | -0.43 | 1.60 | -2.03 |
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 | WMCVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | 0.31 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.16 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.43 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.50 | -0.02 |
Correlation
The correlation between WAAEX and WMCVX 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. WMCVX - Dividend Comparison
WAAEX's dividend yield for the trailing twelve months is around 2.13%, less than WMCVX's 6.15% 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% |
WMCVX Wasatch Small Cap Value Fund | 6.15% | 6.19% | 17.18% | 3.67% | 2.39% | 7.72% | 0.00% | 1.10% | 8.98% | 6.63% | 0.07% | 0.52% |
Drawdowns
WAAEX vs. WMCVX - Drawdown Comparison
The maximum WAAEX drawdown since its inception was -56.48%, smaller than the maximum WMCVX drawdown of -65.79%. Use the drawdown chart below to compare losses from any high point for WAAEX and WMCVX.
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Drawdown Indicators
| WAAEX | WMCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.48% | -65.79% | +9.31% |
Max Drawdown (1Y)Largest decline over 1 year | -16.76% | -13.67% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -50.51% | -32.26% | -18.25% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -46.29% | -4.22% |
Current DrawdownCurrent decline from peak | -37.37% | -12.90% | -24.47% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -10.98% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 4.65% | +1.02% |
Volatility
WAAEX vs. WMCVX - Volatility Comparison
Wasatch Small Cap Growth Fund (WAAEX) has a higher volatility of 7.55% compared to Wasatch Small Cap Value Fund (WMCVX) at 6.90%. This indicates that WAAEX's price experiences larger fluctuations and is considered to be riskier than WMCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAAEX | WMCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 6.90% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.86% | 13.59% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 23.47% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.40% | 22.55% | +2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 23.41% | +1.62% |