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WAFMX vs. GLLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAFMX vs. GLLSX - Performance Comparison

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

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WAFMX vs. GLLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GLLSX
abrdn Emerging Markets ex-China Fund
5.47%34.81%0.73%21.35%-23.04%36.50%15.93%23.64%-11.50%23.06%

Returns By Period

In the year-to-date period, WAFMX achieves a -5.83% return, which is significantly lower than GLLSX's 5.47% return. Over the past 10 years, WAFMX has underperformed GLLSX with an annualized return of 2.65%, while GLLSX has yielded a comparatively higher 11.57% 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%

GLLSX

1D
-1.45%
1M
-13.34%
YTD
5.47%
6M
15.81%
1Y
48.29%
3Y*
17.69%
5Y*
12.22%
10Y*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAFMX vs. GLLSX - Expense Ratio Comparison

WAFMX has a 2.15% expense ratio, which is higher than GLLSX's 1.23% expense ratio.


Return for Risk

WAFMX vs. GLLSX — Risk / Return Rank

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

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

GLLSX
GLLSX Risk / Return Rank: 9595
Overall Rank
GLLSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GLLSX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GLLSX Omega Ratio Rank: 9393
Omega Ratio Rank
GLLSX Calmar Ratio Rank: 9494
Calmar Ratio Rank
GLLSX Martin Ratio Rank: 9595
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.

WAFMX vs. GLLSX - Risk-Adjusted Trends Comparison

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


WAFMXGLLSXDifference

Sharpe ratio

Return per unit of total volatility

-0.19

2.46

-2.65

Sortino ratio

Return per unit of downside risk

-0.16

3.02

-3.18

Omega ratio

Gain probability vs. loss probability

0.98

1.46

-0.48

Calmar ratio

Return relative to maximum drawdown

-0.35

3.15

-3.50

Martin ratio

Return relative to average drawdown

-0.97

13.47

-14.44

WAFMX vs. GLLSX - Sharpe Ratio Comparison

The current WAFMX Sharpe Ratio is -0.19, which is lower than the GLLSX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of WAFMX and GLLSX, 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


WAFMXGLLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

2.46

-2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.71

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.67

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.55

-0.27

Correlation

The correlation between WAFMX and GLLSX is 0.60, 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. GLLSX - Dividend Comparison

WAFMX has not paid dividends to shareholders, while GLLSX's dividend yield for the trailing twelve months is around 1.78%.


TTM20252024202320222021202020192018201720162015
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%
GLLSX
abrdn Emerging Markets ex-China Fund
1.78%1.88%0.74%0.77%29.32%22.85%0.00%3.38%9.47%8.40%1.09%0.94%

Drawdowns

WAFMX vs. GLLSX - Drawdown Comparison

The maximum WAFMX drawdown since its inception was -49.51%, which is greater than GLLSX's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for WAFMX and GLLSX.


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Drawdown Indicators


WAFMXGLLSXDifference

Max Drawdown

Largest peak-to-trough decline

-49.51%

-32.59%

-16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-14.39%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

-30.02%

-19.49%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

-32.59%

-16.92%

Current Drawdown

Current decline from peak

-26.32%

-14.39%

-11.93%

Average Drawdown

Average peak-to-trough decline

-16.75%

-7.99%

-8.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

3.36%

+1.27%

Volatility

WAFMX vs. GLLSX - Volatility Comparison

The current volatility for Wasatch Frontier Emerging Small Countries Fund (WAFMX) is 7.30%, while abrdn Emerging Markets ex-China Fund (GLLSX) has a volatility of 10.78%. This indicates that WAFMX experiences smaller price fluctuations and is considered to be less risky than GLLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAFMXGLLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

10.78%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

15.60%

-4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

19.51%

-4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

17.21%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

17.34%

-0.61%