WAEMX vs. VTSAX
Compare and contrast key facts about Wasatch Emerging Markets Small Cap Fund (WAEMX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
WAEMX is managed by Wasatch. It was launched on Sep 30, 2007. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
WAEMX vs. VTSAX - Performance Comparison
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WAEMX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAEMX Wasatch Emerging Markets Small Cap Fund | 2.94% | 5.85% | -2.21% | 21.20% | -38.76% | 30.16% | 32.79% | 27.45% | -18.97% | 38.20% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -6.75% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Returns By Period
In the year-to-date period, WAEMX achieves a 2.94% return, which is significantly higher than VTSAX's -6.75% return. Over the past 10 years, WAEMX has underperformed VTSAX with an annualized return of 6.51%, while VTSAX has yielded a comparatively higher 13.27% annualized return.
WAEMX
- 1D
- -1.69%
- 1M
- -7.41%
- YTD
- 2.94%
- 6M
- 8.97%
- 1Y
- 19.69%
- 3Y*
- 6.27%
- 5Y*
- -0.05%
- 10Y*
- 6.51%
VTSAX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.75%
- 6M
- -4.47%
- 1Y
- 14.76%
- 3Y*
- 16.69%
- 5Y*
- 10.11%
- 10Y*
- 13.27%
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WAEMX vs. VTSAX - Expense Ratio Comparison
WAEMX has a 1.91% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Return for Risk
WAEMX vs. VTSAX — Risk / Return Rank
WAEMX
VTSAX
WAEMX vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Small Cap Fund (WAEMX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.84 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.29 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.05 | +0.76 |
Martin ratioReturn relative to average drawdown | 6.48 | 5.08 | +1.40 |
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 | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.84 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.59 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.72 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.43 | -0.18 |
Correlation
The correlation between WAEMX and VTSAX 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.
Dividends
WAEMX vs. VTSAX - Dividend Comparison
WAEMX's dividend yield for the trailing twelve months is around 68.39%, more than VTSAX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAEMX Wasatch Emerging Markets Small Cap Fund | 68.39% | 70.40% | 6.49% | 0.00% | 3.32% | 6.03% | 7.15% | 5.82% | 12.81% | 0.00% | 0.00% | 0.02% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.20% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
WAEMX vs. VTSAX - Drawdown Comparison
The maximum WAEMX drawdown since its inception was -66.35%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for WAEMX and VTSAX.
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Drawdown Indicators
| WAEMX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.35% | -55.33% | -11.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -12.41% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -44.88% | -25.36% | -19.52% |
Max Drawdown (10Y)Largest decline over 10 years | -44.88% | -34.97% | -9.91% |
Current DrawdownCurrent decline from peak | -23.84% | -8.92% | -14.92% |
Average DrawdownAverage peak-to-trough decline | -16.87% | -9.06% | -7.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.56% | +0.05% |
Volatility
WAEMX vs. VTSAX - Volatility Comparison
Wasatch Emerging Markets Small Cap Fund (WAEMX) has a higher volatility of 7.10% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that WAEMX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAEMX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 4.39% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.17% | 9.33% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 18.42% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 17.32% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 18.37% | -0.44% |