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WAEMX vs. WAINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAEMX vs. WAINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Emerging Markets Small Cap Fund (WAEMX) and Wasatch Emerging India Fund (WAINX). The values are adjusted to include any dividend payments, if applicable.

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WAEMX vs. WAINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAEMX
Wasatch Emerging Markets Small Cap Fund
4.12%5.85%-2.21%21.20%-38.76%30.16%32.79%27.45%-18.97%38.20%
WAINX
Wasatch Emerging India Fund
-18.99%-5.33%9.23%20.90%-21.77%37.56%17.63%13.78%-5.45%53.39%

Returns By Period

In the year-to-date period, WAEMX achieves a 4.12% return, which is significantly higher than WAINX's -18.99% return. Over the past 10 years, WAEMX has underperformed WAINX with an annualized return of 6.63%, while WAINX has yielded a comparatively higher 8.45% annualized return.


WAEMX

1D
1.14%
1M
-5.85%
YTD
4.12%
6M
9.04%
1Y
21.06%
3Y*
6.68%
5Y*
-0.10%
10Y*
6.63%

WAINX

1D
1.51%
1M
-12.01%
YTD
-18.99%
6M
-18.89%
1Y
-20.81%
3Y*
2.17%
5Y*
0.40%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAEMX vs. WAINX - Expense Ratio Comparison

WAEMX has a 1.91% expense ratio, which is higher than WAINX's 1.51% expense ratio.


Return for Risk

WAEMX vs. WAINX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WAEMX
WAEMX Risk / Return Rank: 7070
Overall Rank
WAEMX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WAEMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
WAEMX Omega Ratio Rank: 5555
Omega Ratio Rank
WAEMX Calmar Ratio Rank: 8383
Calmar Ratio Rank
WAEMX Martin Ratio Rank: 7575
Martin Ratio Rank

WAINX
WAINX Risk / Return Rank: 00
Overall Rank
WAINX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
WAINX Sortino Ratio Rank: 00
Sortino Ratio Rank
WAINX Omega Ratio Rank: 00
Omega Ratio Rank
WAINX Calmar Ratio Rank: 00
Calmar Ratio Rank
WAINX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WAEMX vs. WAINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Small Cap Fund (WAEMX) and Wasatch Emerging India Fund (WAINX). 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.


WAEMXWAINXDifference

Sharpe ratio

Return per unit of total volatility

1.26

-1.31

+2.57

Sortino ratio

Return per unit of downside risk

1.82

-1.82

+3.65

Omega ratio

Gain probability vs. loss probability

1.23

0.80

+0.43

Calmar ratio

Return relative to maximum drawdown

2.20

-0.76

+2.95

Martin ratio

Return relative to average drawdown

7.78

-1.98

+9.76

WAEMX vs. WAINX - Sharpe Ratio Comparison

The current WAEMX Sharpe Ratio is 1.26, which is higher than the WAINX Sharpe Ratio of -1.31. The chart below compares the historical Sharpe Ratios of WAEMX and WAINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WAEMXWAINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

-1.31

+2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.02

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.45

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.45

-0.19

Correlation

The correlation between WAEMX and WAINX is 0.63, 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. WAINX - Dividend Comparison

WAEMX's dividend yield for the trailing twelve months is around 67.61%, more than WAINX's 36.01% yield.


TTM20252024202320222021202020192018201720162015
WAEMX
Wasatch Emerging Markets Small Cap Fund
67.61%70.40%6.49%0.00%3.32%6.03%7.15%5.82%12.81%0.00%0.00%0.02%
WAINX
Wasatch Emerging India Fund
36.01%29.17%20.19%4.23%1.15%4.29%0.00%0.32%6.95%2.91%1.06%1.40%

Drawdowns

WAEMX vs. WAINX - Drawdown Comparison

The maximum WAEMX drawdown since its inception was -66.35%, which is greater than WAINX's maximum drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for WAEMX and WAINX.


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Drawdown Indicators


WAEMXWAINXDifference

Max Drawdown

Largest peak-to-trough decline

-66.35%

-41.34%

-25.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

-28.83%

+19.45%

Max Drawdown (5Y)

Largest decline over 5 years

-44.88%

-31.01%

-13.87%

Max Drawdown (10Y)

Largest decline over 10 years

-44.88%

-41.34%

-3.54%

Current Drawdown

Current decline from peak

-22.97%

-29.97%

+7.00%

Average Drawdown

Average peak-to-trough decline

-16.87%

-9.16%

-7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

10.98%

-8.33%

Volatility

WAEMX vs. WAINX - Volatility Comparison

Wasatch Emerging Markets Small Cap Fund (WAEMX) and Wasatch Emerging India Fund (WAINX) have volatilities of 7.25% and 6.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAEMXWAINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.25%

6.97%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

11.78%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

16.85%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

17.06%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

18.88%

-0.94%