WAEMX vs. SDMGX
Compare and contrast key facts about Wasatch Emerging Markets Small Cap Fund (WAEMX) and SIT Developing Markets Growth Fund (SDMGX).
WAEMX is managed by Wasatch. It was launched on Sep 30, 2007. SDMGX is managed by Sit. It was launched on Jun 30, 1994.
Performance
WAEMX vs. SDMGX - Performance Comparison
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WAEMX vs. SDMGX - 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% |
SDMGX SIT Developing Markets Growth Fund | -0.73% | 36.11% | 13.58% | 7.37% | -17.23% | -8.88% | 23.14% | 19.77% | -14.76% | 43.22% |
Returns By Period
In the year-to-date period, WAEMX achieves a 4.12% return, which is significantly higher than SDMGX's -0.73% return. Over the past 10 years, WAEMX has underperformed SDMGX with an annualized return of 6.63%, while SDMGX has yielded a comparatively higher 8.67% 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%
SDMGX
- 1D
- 2.76%
- 1M
- -8.84%
- YTD
- -0.73%
- 6M
- 4.80%
- 1Y
- 37.43%
- 3Y*
- 15.48%
- 5Y*
- 3.78%
- 10Y*
- 8.67%
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WAEMX vs. SDMGX - Expense Ratio Comparison
WAEMX has a 1.91% expense ratio, which is higher than SDMGX's 1.20% expense ratio.
Return for Risk
WAEMX vs. SDMGX — Risk / Return Rank
WAEMX
SDMGX
WAEMX vs. SDMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Small Cap Fund (WAEMX) and SIT Developing Markets Growth Fund (SDMGX). 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 | SDMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.95 | -0.69 |
Sortino ratioReturn per unit of downside risk | 1.82 | 2.60 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.38 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.87 | -0.68 |
Martin ratioReturn relative to average drawdown | 7.78 | 11.15 | -3.38 |
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
| WAEMX | SDMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.95 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.20 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.45 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.24 | +0.01 |
Correlation
The correlation between WAEMX and SDMGX is 0.75, 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
WAEMX vs. SDMGX - Dividend Comparison
WAEMX's dividend yield for the trailing twelve months is around 67.61%, more than SDMGX's 0.88% 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% |
SDMGX SIT Developing Markets Growth Fund | 0.88% | 0.87% | 4.13% | 2.03% | 2.44% | 2.13% | 0.26% | 1.75% | 1.67% | 1.45% | 0.27% | 3.13% |
Drawdowns
WAEMX vs. SDMGX - Drawdown Comparison
The maximum WAEMX drawdown since its inception was -66.35%, roughly equal to the maximum SDMGX drawdown of -67.12%. Use the drawdown chart below to compare losses from any high point for WAEMX and SDMGX.
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Drawdown Indicators
| WAEMX | SDMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.35% | -67.12% | +0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -13.00% | +3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -44.88% | -40.16% | -4.72% |
Max Drawdown (10Y)Largest decline over 10 years | -44.88% | -44.63% | -0.25% |
Current DrawdownCurrent decline from peak | -22.97% | -10.60% | -12.37% |
Average DrawdownAverage peak-to-trough decline | -16.87% | -23.72% | +6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 3.35% | -0.70% |
Volatility
WAEMX vs. SDMGX - Volatility Comparison
The current volatility for Wasatch Emerging Markets Small Cap Fund (WAEMX) is 7.25%, while SIT Developing Markets Growth Fund (SDMGX) has a volatility of 8.72%. This indicates that WAEMX experiences smaller price fluctuations and is considered to be less risky than SDMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAEMX | SDMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.25% | 8.72% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 13.96% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 19.70% | -2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 19.10% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 19.15% | -1.21% |