WAFMX vs. EITEX
Compare and contrast key facts about Wasatch Frontier Emerging Small Countries Fund (WAFMX) and Parametric Tax-Managed Emerging Markets Fund (EITEX).
WAFMX is managed by Wasatch. It was launched on Jan 30, 2012. EITEX is managed by BlackRock. It was launched on Jun 29, 1998.
Performance
WAFMX vs. EITEX - Performance Comparison
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WAFMX vs. EITEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 1.05% | 28.58% | 4.67% | 10.69% | -12.11% | 4.47% | 4.51% | 12.51% | -13.20% | 27.10% |
Returns By Period
In the year-to-date period, WAFMX achieves a -5.83% return, which is significantly lower than EITEX's 1.05% return. Over the past 10 years, WAFMX has underperformed EITEX with an annualized return of 2.65%, while EITEX has yielded a comparatively higher 6.47% annualized return.
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%
EITEX
- 1D
- -0.37%
- 1M
- -9.31%
- YTD
- 1.05%
- 6M
- 5.36%
- 1Y
- 26.04%
- 3Y*
- 13.39%
- 5Y*
- 6.30%
- 10Y*
- 6.47%
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WAFMX vs. EITEX - Expense Ratio Comparison
WAFMX has a 2.15% expense ratio, which is higher than EITEX's 0.96% expense ratio.
Return for Risk
WAFMX vs. EITEX — Risk / Return Rank
WAFMX
EITEX
WAFMX vs. EITEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Frontier Emerging Small Countries Fund (WAFMX) and Parametric Tax-Managed Emerging Markets Fund (EITEX). 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.
| WAFMX | EITEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.19 | 2.09 | -2.28 |
Sortino ratioReturn per unit of downside risk | -0.16 | 2.65 | -2.81 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.42 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | -0.35 | 2.45 | -2.80 |
Martin ratioReturn relative to average drawdown | -0.97 | 9.50 | -10.47 |
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
| WAFMX | EITEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 2.09 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.53 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.47 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.51 | -0.23 |
Correlation
The correlation between WAFMX and EITEX is 0.63, 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
WAFMX vs. EITEX - Dividend Comparison
WAFMX has not paid dividends to shareholders, while EITEX's dividend yield for the trailing twelve months is around 4.72%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 4.72% | 4.77% | 4.58% | 5.85% | 10.39% | 9.72% | 1.79% | 2.63% | 2.26% | 1.80% | 1.67% | 2.11% |
Drawdowns
WAFMX vs. EITEX - Drawdown Comparison
The maximum WAFMX drawdown since its inception was -49.51%, smaller than the maximum EITEX drawdown of -61.70%. Use the drawdown chart below to compare losses from any high point for WAFMX and EITEX.
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Drawdown Indicators
| WAFMX | EITEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.51% | -61.70% | +12.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -9.88% | -2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -49.51% | -25.99% | -23.52% |
Max Drawdown (10Y)Largest decline over 10 years | -49.51% | -43.10% | -6.41% |
Current DrawdownCurrent decline from peak | -26.32% | -9.88% | -16.44% |
Average DrawdownAverage peak-to-trough decline | -16.75% | -14.00% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | 2.55% | +2.08% |
Volatility
WAFMX vs. EITEX - Volatility Comparison
Wasatch Frontier Emerging Small Countries Fund (WAFMX) has a higher volatility of 7.30% compared to Parametric Tax-Managed Emerging Markets Fund (EITEX) at 5.60%. This indicates that WAFMX's price experiences larger fluctuations and is considered to be riskier than EITEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAFMX | EITEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 5.60% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 8.76% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.16% | 12.26% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 12.05% | +5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 13.68% | +3.05% |