WAEMX vs. VFINX
Compare and contrast key facts about Wasatch Emerging Markets Small Cap Fund (WAEMX) and Vanguard 500 Index Fund Investor Shares (VFINX).
WAEMX is managed by Wasatch. It was launched on Sep 30, 2007. VFINX is managed by Vanguard.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAEMX or VFINX.
Key characteristics
| WAEMX | VFINX | |
|---|---|---|
| YTD Return | 1.32% | 26.77% |
| 1Y Return | 16.73% | 37.39% |
| 3Y Return (Ann) | -12.55% | 10.11% |
| 5Y Return (Ann) | 1.47% | 15.94% |
| 10Y Return (Ann) | 1.33% | 13.35% |
| Sharpe Ratio | 1.18 | 3.04 |
| Sortino Ratio | 1.64 | 4.04 |
| Omega Ratio | 1.21 | 1.57 |
| Calmar Ratio | 0.38 | 4.41 |
| Martin Ratio | 5.58 | 19.94 |
| Ulcer Index | 2.92% | 1.87% |
| Daily Std Dev | 13.86% | 12.28% |
| Max Drawdown | -66.28% | -55.25% |
| Current Drawdown | -33.87% | -0.28% |
Correlation
The correlation between WAEMX and VFINX is 0.59, 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. VFINX - Performance Comparison
In the year-to-date period, WAEMX achieves a 1.32% return, which is significantly lower than VFINX's 26.77% return. Over the past 10 years, WAEMX has underperformed VFINX with an annualized return of 1.33%, while VFINX has yielded a comparatively higher 13.35% annualized 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. VFINX - Expense Ratio Comparison
WAEMX has a 1.91% expense ratio, which is higher than VFINX's 0.14% expense ratio.
Risk-Adjusted Performance
WAEMX vs. VFINX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Small Cap Fund (WAEMX) and Vanguard 500 Index Fund Investor Shares (VFINX). 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. VFINX - Dividend Comparison
WAEMX has not paid dividends to shareholders, while VFINX's dividend yield for the trailing twelve months is around 1.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.14% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% | 1.73% |
Drawdowns
WAEMX vs. VFINX - Drawdown Comparison
The maximum WAEMX drawdown since its inception was -66.28%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WAEMX and VFINX. For additional features, visit the drawdowns tool.
Volatility
WAEMX vs. VFINX - Volatility Comparison
The current volatility for Wasatch Emerging Markets Small Cap Fund (WAEMX) is 3.09%, while Vanguard 500 Index Fund Investor Shares (VFINX) has a volatility of 3.85%. This indicates that WAEMX experiences smaller price fluctuations and is considered to be less risky than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.