WAESX vs. VFIAX
Compare and contrast key facts about Wasatch Emerging Markets Select Fund (WAESX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
WAESX is managed by Wasatch. It was launched on Dec 12, 2012. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
WAESX vs. VFIAX - Performance Comparison
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WAESX vs. VFIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAESX Wasatch Emerging Markets Select Fund | -8.40% | 10.56% | -0.12% | 17.52% | -37.38% | 21.34% | 48.36% | 28.05% | -11.50% | 37.66% |
VFIAX Vanguard 500 Index Fund Admiral Shares | -7.06% | 17.83% | 24.97% | 26.24% | -18.16% | 28.65% | 18.32% | 31.46% | -4.45% | 21.78% |
Returns By Period
In the year-to-date period, WAESX achieves a -8.40% return, which is significantly lower than VFIAX's -7.06% return. Over the past 10 years, WAESX has underperformed VFIAX with an annualized return of 6.88%, while VFIAX has yielded a comparatively higher 13.71% annualized return.
WAESX
- 1D
- -1.30%
- 1M
- -9.29%
- YTD
- -8.40%
- 6M
- -4.85%
- 1Y
- 3.86%
- 3Y*
- 2.87%
- 5Y*
- -2.08%
- 10Y*
- 6.88%
VFIAX
- 1D
- -0.39%
- 1M
- -7.69%
- YTD
- -7.06%
- 6M
- -4.61%
- 1Y
- 14.41%
- 3Y*
- 17.14%
- 5Y*
- 11.37%
- 10Y*
- 13.71%
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WAESX vs. VFIAX - Expense Ratio Comparison
WAESX has a 1.32% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Return for Risk
WAESX vs. VFIAX — Risk / Return Rank
WAESX
VFIAX
WAESX vs. VFIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Select Fund (WAESX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.
| WAESX | VFIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 0.84 | -0.67 |
Sortino ratioReturn per unit of downside risk | 0.36 | 1.30 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.20 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.06 | -1.04 |
Martin ratioReturn relative to average drawdown | 0.05 | 5.13 | -5.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WAESX | VFIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 0.84 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.68 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.76 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.43 | -0.22 |
Correlation
The correlation between WAESX and VFIAX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WAESX vs. VFIAX - Dividend Comparison
WAESX has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
Drawdowns
WAESX vs. VFIAX - Drawdown Comparison
The maximum WAESX drawdown since its inception was -45.85%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for WAESX and VFIAX.
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Drawdown Indicators
| WAESX | VFIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.85% | -55.20% | +9.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.18% | -12.12% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -45.85% | -24.53% | -21.32% |
Max Drawdown (10Y)Largest decline over 10 years | -45.85% | -33.83% | -12.02% |
Current DrawdownCurrent decline from peak | -30.21% | -8.90% | -21.31% |
Average DrawdownAverage peak-to-trough decline | -16.56% | -9.46% | -7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.49% | +0.83% |
Volatility
WAESX vs. VFIAX - Volatility Comparison
Wasatch Emerging Markets Select Fund (WAESX) has a higher volatility of 7.41% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 4.24%. This indicates that WAESX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAESX | VFIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 4.24% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 9.08% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.95% | 18.13% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.89% | 16.86% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 18.03% | +1.51% |