WAAEX vs. WMICX
Compare and contrast key facts about Wasatch Small Cap Growth Fund (WAAEX) and Wasatch Micro Cap Fund (WMICX).
WAAEX is managed by Wasatch. It was launched on Dec 8, 1986. WMICX is managed by Wasatch. It was launched on Jun 19, 1995.
Performance
WAAEX vs. WMICX - Performance Comparison
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WAAEX vs. WMICX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WMICX Wasatch Micro Cap Fund | -6.11% | 4.84% | 20.91% | 22.58% | -40.64% | 4.51% | 64.84% | 42.31% | 1.73% | 36.17% |
Returns By Period
In the year-to-date period, WAAEX achieves a -10.54% return, which is significantly lower than WMICX's -6.11% return. Over the past 10 years, WAAEX has underperformed WMICX with an annualized return of 8.05%, while WMICX has yielded a comparatively higher 12.75% 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%
WMICX
- 1D
- -0.97%
- 1M
- -11.81%
- YTD
- -6.11%
- 6M
- -4.35%
- 1Y
- 17.97%
- 3Y*
- 9.56%
- 5Y*
- -3.99%
- 10Y*
- 12.75%
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WAAEX vs. WMICX - Expense Ratio Comparison
WAAEX has a 1.12% expense ratio, which is lower than WMICX's 1.63% expense ratio.
Return for Risk
WAAEX vs. WMICX — Risk / Return Rank
WAAEX
WMICX
WAAEX vs. WMICX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Growth Fund (WAAEX) and Wasatch Micro Cap Fund (WMICX). 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 | WMICX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | 0.81 | -1.05 |
Sortino ratioReturn per unit of downside risk | -0.20 | 1.30 | -1.50 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.16 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.46 | 1.08 | -1.54 |
Martin ratioReturn relative to average drawdown | -1.38 | 3.88 | -5.26 |
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 | WMICX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 0.81 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | -0.16 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.53 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.63 | -0.15 |
Correlation
The correlation between WAAEX and WMICX is 0.92, 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. WMICX - Dividend Comparison
WAAEX's dividend yield for the trailing twelve months is around 2.20%, while WMICX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAAEX Wasatch Small Cap Growth Fund | 2.20% | 1.97% | 0.00% | 0.00% | 0.00% | 21.65% | 6.25% | 14.78% | 38.79% | 11.70% | 8.83% | 18.47% |
WMICX Wasatch Micro Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 30.82% | 5.68% | 11.40% | 29.75% | 15.30% | 9.30% | 16.58% |
Drawdowns
WAAEX vs. WMICX - Drawdown Comparison
The maximum WAAEX drawdown since its inception was -56.48%, smaller than the maximum WMICX drawdown of -65.21%. Use the drawdown chart below to compare losses from any high point for WAAEX and WMICX.
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Drawdown Indicators
| WAAEX | WMICX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.48% | -65.21% | +8.73% |
Max Drawdown (1Y)Largest decline over 1 year | -16.76% | -14.32% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -50.51% | -48.70% | -1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -50.96% | +0.45% |
Current DrawdownCurrent decline from peak | -39.47% | -26.07% | -13.40% |
Average DrawdownAverage peak-to-trough decline | -12.03% | -13.32% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.98% | +1.62% |
Volatility
WAAEX vs. WMICX - Volatility Comparison
Wasatch Small Cap Growth Fund (WAAEX) and Wasatch Micro Cap Fund (WMICX) have volatilities of 6.55% and 6.30%, 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 | WMICX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 6.30% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 13.90% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.46% | 22.36% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.37% | 24.48% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.01% | 24.31% | +0.70% |