WAEMX vs. WAINX

In the year-to-date period, WAEMX achieves a -1.43% return, which is significantly lower than WAINX's 1.23% return. Over the past 10 years, WAEMX has underperformed WAINX with an annualized return of -0.30%, while WAINX has yielded a comparatively higher 6.62% annualized return.

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

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.

The current WAEMX Sharpe Ratio is -0.41, which is lower than the WAINX Sharpe Ratio of -0.29. 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.

Neither WAEMX nor WAINX has paid dividends to shareholders.

The maximum WAEMX drawdown since its inception was -66.28%, 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. For additional features, visit the drawdowns tool.

The current volatility for Wasatch Emerging Markets Small Cap Fund (WAEMX) is 4.43%, while Wasatch Emerging India Fund (WAINX) has a volatility of 6.75%. This indicates that WAEMX experiences smaller price fluctuations and is considered to be less risky than WAINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.