WAESX vs. BESIX

In the year-to-date period, WAESX achieves a 7.65% return, which is significantly higher than BESIX's -5.46% return. Over the past 10 years, WAESX has outperformed BESIX with an annualized return of 5.68%, while BESIX has yielded a comparatively lower 2.10% annualized return.

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WAESX has a 1.32% expense ratio, which is higher than BESIX's 1.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Select Fund (WAESX) and William Blair Emerging Markets Small Cap Growth Fund (BESIX). 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 WAESX Sharpe Ratio is 0.44, which is higher than the BESIX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of WAESX and BESIX, 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 WAESX nor BESIX has paid dividends to shareholders.

The maximum WAESX drawdown since its inception was -46.09%, which is greater than BESIX's maximum drawdown of -39.37%. Use the drawdown chart below to compare losses from any high point for WAESX and BESIX. For additional features, visit the drawdowns tool.

Wasatch Emerging Markets Select Fund (WAESX) has a higher volatility of 4.84% compared to William Blair Emerging Markets Small Cap Growth Fund (BESIX) at 3.70%. This indicates that WAESX's price experiences larger fluctuations and is considered to be riskier than BESIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.