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WAESX vs. WAFMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAESX vs. WAFMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Emerging Markets Select Fund (WAESX) and Wasatch Frontier Emerging Small Countries Fund (WAFMX). The values are adjusted to include any dividend payments, if applicable.

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WAESX vs. WAFMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WAFMX
Wasatch Frontier Emerging Small Countries Fund
-5.83%4.35%10.67%28.16%-41.11%8.60%28.24%26.47%-18.49%21.16%

Returns By Period

In the year-to-date period, WAESX achieves a -8.40% return, which is significantly lower than WAFMX's -5.83% return. Over the past 10 years, WAESX has outperformed WAFMX with an annualized return of 6.88%, while WAFMX has yielded a comparatively lower 2.65% 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%

WAFMX

1D
-1.45%
1M
-10.79%
YTD
-5.83%
6M
-10.08%
1Y
-2.02%
3Y*
7.35%
5Y*
-2.57%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAESX vs. WAFMX - Expense Ratio Comparison

WAESX has a 1.32% expense ratio, which is lower than WAFMX's 2.15% expense ratio.


Return for Risk

WAESX vs. WAFMX — Risk / Return Rank

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

WAESX
WAESX Risk / Return Rank: 88
Overall Rank
WAESX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WAESX Sortino Ratio Rank: 99
Sortino Ratio Rank
WAESX Omega Ratio Rank: 88
Omega Ratio Rank
WAESX Calmar Ratio Rank: 77
Calmar Ratio Rank
WAESX Martin Ratio Rank: 77
Martin Ratio Rank

WAFMX
WAFMX Risk / Return Rank: 33
Overall Rank
WAFMX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WAFMX Sortino Ratio Rank: 33
Sortino Ratio Rank
WAFMX Omega Ratio Rank: 33
Omega Ratio Rank
WAFMX Calmar Ratio Rank: 33
Calmar Ratio Rank
WAFMX Martin Ratio Rank: 22
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. WAFMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Select Fund (WAESX) and Wasatch Frontier Emerging Small Countries Fund (WAFMX). 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.


WAESXWAFMXDifference

Sharpe ratio

Return per unit of total volatility

0.17

-0.19

+0.36

Sortino ratio

Return per unit of downside risk

0.36

-0.16

+0.52

Omega ratio

Gain probability vs. loss probability

1.04

0.98

+0.06

Calmar ratio

Return relative to maximum drawdown

0.02

-0.35

+0.37

Martin ratio

Return relative to average drawdown

0.05

-0.97

+1.03

WAESX vs. WAFMX - Sharpe Ratio Comparison

The current WAESX Sharpe Ratio is 0.17, which is higher than the WAFMX Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of WAESX and WAFMX, 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


WAESXWAFMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

-0.19

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.15

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.16

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.28

-0.07

Correlation

The correlation between WAESX and WAFMX is 0.70, 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. WAFMX - Dividend Comparison

Neither WAESX nor WAFMX has paid dividends to shareholders.


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%
WAFMX
Wasatch Frontier Emerging Small Countries Fund
0.00%0.00%0.76%0.00%0.00%0.73%0.00%0.00%0.00%0.00%0.00%0.17%

Drawdowns

WAESX vs. WAFMX - Drawdown Comparison

The maximum WAESX drawdown since its inception was -45.85%, smaller than the maximum WAFMX drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for WAESX and WAFMX.


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Drawdown Indicators


WAESXWAFMXDifference

Max Drawdown

Largest peak-to-trough decline

-45.85%

-49.51%

+3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-12.85%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-45.85%

-49.51%

+3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

-49.51%

+3.66%

Current Drawdown

Current decline from peak

-30.21%

-26.32%

-3.89%

Average Drawdown

Average peak-to-trough decline

-16.56%

-16.75%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

4.63%

-1.31%

Volatility

WAESX vs. WAFMX - Volatility Comparison

Wasatch Emerging Markets Select Fund (WAESX) and Wasatch Frontier Emerging Small Countries Fund (WAFMX) have volatilities of 7.41% and 7.30%, 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.


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Volatility by Period


WAESXWAFMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

7.30%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

10.96%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

15.16%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.89%

17.51%

+2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

16.73%

+2.81%