WAAEX vs. ^GSPC

In the year-to-date period, WAAEX achieves a -5.14% return, which is significantly lower than ^GSPC's -0.64% return. Over the past 10 years, WAAEX has underperformed ^GSPC with an annualized return of -2.58%, while ^GSPC has yielded a comparatively higher 10.69% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Growth Fund (WAAEX) and S&P 500 (^GSPC). 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 comparable to the ^GSPC Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of WAAEX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum WAAEX drawdown since its inception was -62.47%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for WAAEX and ^GSPC. For additional features, visit the drawdowns tool.

Wasatch Small Cap Growth Fund (WAAEX) has a higher volatility of 8.00% compared to S&P 500 (^GSPC) at 6.29%. This indicates that WAAEX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.