WAEMX vs. SGIIX

In the year-to-date period, WAEMX achieves a -1.79% return, which is significantly lower than SGIIX's 9.24% return. Over the past 10 years, WAEMX has underperformed SGIIX with an annualized return of -0.34%, while SGIIX has yielded a comparatively higher 4.12% annualized return.

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WAEMX has a 1.91% expense ratio, which is higher than SGIIX's 0.86% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Small Cap Fund (WAEMX) and First Eagle Global Fund Class I (SGIIX). 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 -0.46, which is lower than the SGIIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of WAEMX and SGIIX, 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's dividend yield for the trailing twelve months is around 6.61%, more than SGIIX's 2.40% yield.

The maximum WAEMX drawdown since its inception was -66.28%, which is greater than SGIIX's maximum drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for WAEMX and SGIIX. For additional features, visit the drawdowns tool.

Wasatch Emerging Markets Small Cap Fund (WAEMX) has a higher volatility of 4.37% compared to First Eagle Global Fund Class I (SGIIX) at 2.73%. This indicates that WAEMX's price experiences larger fluctuations and is considered to be riskier than SGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.