WAEMX vs. VWO
Compare and contrast key facts about Wasatch Emerging Markets Small Cap Fund (WAEMX) and Vanguard FTSE Emerging Markets ETF (VWO).
WAEMX is managed by Wasatch. It was launched on Sep 30, 2007. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAEMX or VWO.
Key characteristics
| WAEMX | VWO | |
|---|---|---|
| YTD Return | 0.33% | 11.54% |
| 1Y Return | 13.01% | 16.00% |
| 3Y Return (Ann) | -12.82% | -1.40% |
| 5Y Return (Ann) | 1.27% | 4.44% |
| 10Y Return (Ann) | 1.23% | 3.59% |
| Sharpe Ratio | 1.12 | 1.25 |
| Sortino Ratio | 1.57 | 1.83 |
| Omega Ratio | 1.20 | 1.23 |
| Calmar Ratio | 0.37 | 0.79 |
| Martin Ratio | 5.26 | 6.82 |
| Ulcer Index | 2.96% | 2.74% |
| Daily Std Dev | 13.89% | 14.96% |
| Max Drawdown | -66.28% | -67.68% |
| Current Drawdown | -34.52% | -10.21% |
Correlation
The correlation between WAEMX and VWO is 0.71, 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.
Performance
WAEMX vs. VWO - Performance Comparison
In the year-to-date period, WAEMX achieves a 0.33% return, which is significantly lower than VWO's 11.54% return. Over the past 10 years, WAEMX has underperformed VWO with an annualized return of 1.23%, while VWO has yielded a comparatively higher 3.59% 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. VWO - Expense Ratio Comparison
WAEMX has a 1.91% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
WAEMX vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Small Cap Fund (WAEMX) and Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
WAEMX has not paid dividends to shareholders, while VWO's dividend yield for the trailing twelve months is around 2.66%.
| 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% |
VWO Vanguard FTSE Emerging Markets ETF | 2.66% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
WAEMX vs. VWO - Drawdown Comparison
The maximum WAEMX drawdown since its inception was -66.28%, roughly equal to the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for WAEMX and VWO. For additional features, visit the drawdowns tool.
Volatility
WAEMX vs. VWO - Volatility Comparison
The current volatility for Wasatch Emerging Markets Small Cap Fund (WAEMX) is 3.11%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.73%. This indicates that WAEMX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.