WAEMX vs. GPMCX
Compare and contrast key facts about Wasatch Emerging Markets Small Cap Fund (WAEMX) and Grandeur Peak Global Micro Cap Fund (GPMCX).
WAEMX is managed by Wasatch. It was launched on Sep 30, 2007. GPMCX is managed by Grandeur Peak Funds. It was launched on Oct 19, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAEMX or GPMCX.
Key characteristics
| WAEMX | GPMCX | |
|---|---|---|
| YTD Return | 1.32% | 5.29% |
| 1Y Return | 16.73% | 22.29% |
| 3Y Return (Ann) | -12.55% | -12.77% |
| 5Y Return (Ann) | 1.47% | 4.74% |
| Sharpe Ratio | 1.18 | 1.62 |
| Sortino Ratio | 1.64 | 2.26 |
| Omega Ratio | 1.21 | 1.29 |
| Calmar Ratio | 0.38 | 0.45 |
| Martin Ratio | 5.58 | 6.58 |
| Ulcer Index | 2.92% | 3.20% |
| Daily Std Dev | 13.86% | 13.03% |
| Max Drawdown | -66.28% | -51.97% |
| Current Drawdown | -33.87% | -35.03% |
Correlation
The correlation between WAEMX and GPMCX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WAEMX vs. GPMCX - Performance Comparison
In the year-to-date period, WAEMX achieves a 1.32% return, which is significantly lower than GPMCX's 5.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WAEMX vs. GPMCX - Expense Ratio Comparison
WAEMX has a 1.91% expense ratio, which is higher than GPMCX's 1.85% expense ratio.
Risk-Adjusted Performance
WAEMX vs. GPMCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Small Cap Fund (WAEMX) and Grandeur Peak Global Micro Cap Fund (GPMCX). 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.
Dividends
WAEMX vs. GPMCX - Dividend Comparison
Neither WAEMX nor GPMCX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
WAEMX Wasatch Emerging Markets Small Cap Fund | 0.00% | 0.00% | 0.00% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.15% |
GPMCX Grandeur Peak Global Micro Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.99% | 1.10% | 0.00% | 0.46% | 0.22% | 0.00% | 0.00% |
Drawdowns
WAEMX vs. GPMCX - Drawdown Comparison
The maximum WAEMX drawdown since its inception was -66.28%, which is greater than GPMCX's maximum drawdown of -51.97%. Use the drawdown chart below to compare losses from any high point for WAEMX and GPMCX. For additional features, visit the drawdowns tool.
Volatility
WAEMX vs. GPMCX - Volatility Comparison
Wasatch Emerging Markets Small Cap Fund (WAEMX) and Grandeur Peak Global Micro Cap Fund (GPMCX) have volatilities of 3.09% and 3.19%, 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.