WAEMX vs. GPMCX

In the year-to-date period, WAEMX achieves a -1.43% return, which is significantly lower than GPMCX's 6.91% return.

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WAEMX has a 1.91% expense ratio, which is higher than GPMCX's 1.85% expense ratio.

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.

The current WAEMX Sharpe Ratio is -0.41, which is lower than the GPMCX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of WAEMX and GPMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WAEMX has not paid dividends to shareholders, while GPMCX's dividend yield for the trailing twelve months is around 0.49%.

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.

Wasatch Emerging Markets Small Cap Fund (WAEMX) has a higher volatility of 4.43% compared to Grandeur Peak Global Micro Cap Fund (GPMCX) at 3.10%. This indicates that WAEMX's price experiences larger fluctuations and is considered to be riskier than GPMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.