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WAESX vs. EEMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAESX vs. EEMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Emerging Markets Select Fund (WAESX) and iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV). The values are adjusted to include any dividend payments, if applicable.

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WAESX vs. EEMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAESX
Wasatch Emerging Markets Select Fund
-6.48%10.56%-0.12%17.52%-37.38%21.34%48.36%28.05%-11.50%37.66%
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
1.39%13.45%7.98%7.75%-13.94%5.05%6.90%7.83%-5.81%27.28%

Returns By Period

In the year-to-date period, WAESX achieves a -6.48% return, which is significantly lower than EEMV's 1.39% return. Over the past 10 years, WAESX has outperformed EEMV with an annualized return of 7.10%, while EEMV has yielded a comparatively lower 5.05% annualized return.


WAESX

1D
2.10%
1M
-6.73%
YTD
-6.48%
6M
-2.46%
1Y
6.30%
3Y*
3.59%
5Y*
-2.06%
10Y*
7.10%

EEMV

1D
0.31%
1M
-4.01%
YTD
1.39%
6M
3.09%
1Y
14.32%
3Y*
9.17%
5Y*
3.13%
10Y*
5.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAESX vs. EEMV - Expense Ratio Comparison

WAESX has a 1.32% expense ratio, which is higher than EEMV's 0.25% expense ratio.


Return for Risk

WAESX vs. EEMV — Risk / Return Rank

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

WAESX
WAESX Risk / Return Rank: 1212
Overall Rank
WAESX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
WAESX Sortino Ratio Rank: 1111
Sortino Ratio Rank
WAESX Omega Ratio Rank: 1010
Omega Ratio Rank
WAESX Calmar Ratio Rank: 1414
Calmar Ratio Rank
WAESX Martin Ratio Rank: 1414
Martin Ratio Rank

EEMV
EEMV Risk / Return Rank: 5858
Overall Rank
EEMV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EEMV Sortino Ratio Rank: 5858
Sortino Ratio Rank
EEMV Omega Ratio Rank: 6060
Omega Ratio Rank
EEMV Calmar Ratio Rank: 5858
Calmar Ratio Rank
EEMV Martin Ratio Rank: 5656
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.

WAESX vs. EEMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Select Fund (WAESX) and iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV). 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.


WAESXEEMVDifference

Sharpe ratio

Return per unit of total volatility

0.34

1.11

-0.78

Sortino ratio

Return per unit of downside risk

0.60

1.55

-0.95

Omega ratio

Gain probability vs. loss probability

1.07

1.23

-0.16

Calmar ratio

Return relative to maximum drawdown

0.46

1.56

-1.10

Martin ratio

Return relative to average drawdown

1.52

5.86

-4.33

WAESX vs. EEMV - Sharpe Ratio Comparison

The current WAESX Sharpe Ratio is 0.34, which is lower than the EEMV Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of WAESX and EEMV, 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


WAESXEEMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

1.11

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.27

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.37

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.32

-0.10

Correlation

The correlation between WAESX and EEMV is 0.72, 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.


Dividends

WAESX vs. EEMV - Dividend Comparison

WAESX has not paid dividends to shareholders, while EEMV's dividend yield for the trailing twelve months is around 2.61%.


TTM20252024202320222021202020192018201720162015
WAESX
Wasatch Emerging Markets Select Fund
0.00%0.00%0.00%0.00%0.00%0.42%0.00%0.00%0.00%0.00%0.00%0.00%
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
2.61%2.65%3.50%2.75%1.93%2.14%2.45%2.63%2.46%2.34%2.79%2.55%

Drawdowns

WAESX vs. EEMV - Drawdown Comparison

The maximum WAESX drawdown since its inception was -45.85%, which is greater than EEMV's maximum drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for WAESX and EEMV.


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Drawdown Indicators


WAESXEEMVDifference

Max Drawdown

Largest peak-to-trough decline

-45.85%

-31.56%

-14.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-9.22%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-45.85%

-21.97%

-23.88%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

-31.56%

-14.29%

Current Drawdown

Current decline from peak

-28.74%

-6.59%

-22.15%

Average Drawdown

Average peak-to-trough decline

-16.56%

-8.05%

-8.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.45%

+0.91%

Volatility

WAESX vs. EEMV - Volatility Comparison

Wasatch Emerging Markets Select Fund (WAESX) has a higher volatility of 7.82% compared to iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) at 6.67%. This indicates that WAESX's price experiences larger fluctuations and is considered to be riskier than EEMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAESXEEMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

6.67%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

9.48%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.04%

12.91%

+5.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

11.48%

+8.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

13.74%

+5.81%