WAEMX vs. PEPFX
Compare and contrast key facts about Wasatch Emerging Markets Small Cap Fund (WAEMX) and PIMCO RAE Emerging Markets Fund (PEPFX).
WAEMX is managed by Wasatch. It was launched on Sep 30, 2007. PEPFX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
WAEMX vs. PEPFX - Performance Comparison
Loading graphics...
WAEMX vs. PEPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAEMX Wasatch Emerging Markets Small Cap Fund | 4.12% | 5.85% | -2.21% | 21.20% | -38.76% | 30.16% | 32.79% | 27.45% | -18.97% | 38.20% |
PEPFX PIMCO RAE Emerging Markets Fund | 8.00% | 20.60% | 2.45% | 22.46% | -10.50% | 15.79% | 9.76% | 13.56% | -12.62% | 29.07% |
Returns By Period
In the year-to-date period, WAEMX achieves a 4.12% return, which is significantly lower than PEPFX's 8.00% return. Over the past 10 years, WAEMX has underperformed PEPFX with an annualized return of 6.63%, while PEPFX has yielded a comparatively higher 10.94% annualized return.
WAEMX
- 1D
- 1.14%
- 1M
- -5.85%
- YTD
- 4.12%
- 6M
- 9.04%
- 1Y
- 21.06%
- 3Y*
- 6.68%
- 5Y*
- -0.10%
- 10Y*
- 6.63%
PEPFX
- 1D
- 1.36%
- 1M
- -7.10%
- YTD
- 8.00%
- 6M
- 9.58%
- 1Y
- 25.61%
- 3Y*
- 16.25%
- 5Y*
- 8.65%
- 10Y*
- 10.94%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WAEMX vs. PEPFX - Expense Ratio Comparison
WAEMX has a 1.91% expense ratio, which is higher than PEPFX's 0.85% expense ratio.
Return for Risk
WAEMX vs. PEPFX — Risk / Return Rank
WAEMX
PEPFX
WAEMX vs. PEPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Small Cap Fund (WAEMX) and PIMCO RAE Emerging Markets Fund (PEPFX). 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.
| WAEMX | PEPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.71 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.82 | 2.14 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.00 | +0.20 |
Martin ratioReturn relative to average drawdown | 7.78 | 7.79 | -0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WAEMX | PEPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.71 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.58 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.63 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.48 | -0.23 |
Correlation
The correlation between WAEMX and PEPFX is 0.67, 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.
Dividends
WAEMX vs. PEPFX - Dividend Comparison
WAEMX's dividend yield for the trailing twelve months is around 67.61%, more than PEPFX's 2.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAEMX Wasatch Emerging Markets Small Cap Fund | 67.61% | 70.40% | 6.49% | 0.00% | 3.32% | 6.03% | 7.15% | 5.82% | 12.81% | 0.00% | 0.00% | 0.02% |
PEPFX PIMCO RAE Emerging Markets Fund | 2.70% | 2.91% | 1.99% | 4.05% | 11.30% | 9.12% | 9.73% | 2.21% | 11.05% | 8.06% | 2.74% | 2.46% |
Drawdowns
WAEMX vs. PEPFX - Drawdown Comparison
The maximum WAEMX drawdown since its inception was -66.35%, which is greater than PEPFX's maximum drawdown of -46.88%. Use the drawdown chart below to compare losses from any high point for WAEMX and PEPFX.
Loading graphics...
Drawdown Indicators
| WAEMX | PEPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.35% | -46.88% | -19.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -12.12% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -44.88% | -28.31% | -16.57% |
Max Drawdown (10Y)Largest decline over 10 years | -44.88% | -46.88% | +2.00% |
Current DrawdownCurrent decline from peak | -22.97% | -8.18% | -14.79% |
Average DrawdownAverage peak-to-trough decline | -16.87% | -11.24% | -5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 3.10% | -0.45% |
Volatility
WAEMX vs. PEPFX - Volatility Comparison
Wasatch Emerging Markets Small Cap Fund (WAEMX) has a higher volatility of 7.25% compared to PIMCO RAE Emerging Markets Fund (PEPFX) at 5.89%. This indicates that WAEMX's price experiences larger fluctuations and is considered to be riskier than PEPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WAEMX | PEPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.25% | 5.89% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 11.31% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 15.59% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 14.91% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 17.40% | +0.54% |