WAESX vs. PRWCX

In the year-to-date period, WAESX achieves a 8.25% return, which is significantly higher than PRWCX's 2.60% return. Over the past 10 years, WAESX has underperformed PRWCX with an annualized return of 5.73%, while PRWCX has yielded a comparatively higher 10.34% annualized return.

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WAESX has a 1.32% expense ratio, which is higher than PRWCX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Select Fund (WAESX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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 0.42, which is lower than the PRWCX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of WAESX and PRWCX, 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 PRWCX's dividend yield for the trailing twelve months is around 2.27%.

The maximum WAESX drawdown since its inception was -46.09%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for WAESX and PRWCX. For additional features, visit the drawdowns tool.

Wasatch Emerging Markets Select Fund (WAESX) has a higher volatility of 4.75% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 4.04%. This indicates that WAESX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.