WAEMX vs. VTSAX

In the year-to-date period, WAEMX achieves a -4.66% return, which is significantly lower than VTSAX's -3.66% return. Over the past 10 years, WAEMX has underperformed VTSAX with an annualized return of -0.50%, while VTSAX has yielded a comparatively higher 11.77% annualized return.

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WAEMX has a 1.91% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

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.

The current WAEMX Sharpe Ratio is -0.56, which is lower than the VTSAX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of WAEMX and VTSAX, 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 has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.34%.

The maximum WAEMX drawdown since its inception was -66.28%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for WAEMX and VTSAX. For additional features, visit the drawdowns tool.

The current volatility for Wasatch Emerging Markets Small Cap Fund (WAEMX) is 5.02%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 6.86%. This indicates that WAEMX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.