WAESX vs. EPI

In the year-to-date period, WAESX achieves a 3.94% return, which is significantly higher than EPI's -2.23% return. Over the past 10 years, WAESX has underperformed EPI with an annualized return of 5.41%, while EPI has yielded a comparatively higher 9.03% annualized return.

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WAESX has a 1.32% expense ratio, which is higher than EPI's 0.84% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Select Fund (WAESX) and WisdomTree India Earnings Fund (EPI). 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 0.27, which is higher than the EPI Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of WAESX and EPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WAESX has not paid dividends to shareholders, while EPI's dividend yield for the trailing twelve months is around 0.27%.

The maximum WAESX drawdown since its inception was -46.09%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for WAESX and EPI. For additional features, visit the drawdowns tool.

Wasatch Emerging Markets Select Fund (WAESX) and WisdomTree India Earnings Fund (EPI) have volatilities of 6.07% and 5.92%, 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.