WAGOX vs. GAOAX
Compare and contrast key facts about Wasatch Global Opportunities Fund (WAGOX) and JPMorgan Global Allocation Fund A (GAOAX).
WAGOX is managed by Wasatch. It was launched on Nov 16, 2008. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
WAGOX vs. GAOAX - Performance Comparison
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WAGOX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAGOX Wasatch Global Opportunities Fund | -6.40% | -4.58% | 6.60% | 25.57% | -35.02% | 21.43% | 42.27% | 33.11% | -7.41% | 37.73% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, WAGOX achieves a -6.40% return, which is significantly lower than GAOAX's -3.89% return. Over the past 10 years, WAGOX has outperformed GAOAX with an annualized return of 8.68%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
WAGOX
- 1D
- 2.93%
- 1M
- -7.63%
- YTD
- -6.40%
- 6M
- -7.91%
- 1Y
- -2.78%
- 3Y*
- 3.99%
- 5Y*
- -2.10%
- 10Y*
- 8.68%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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WAGOX vs. GAOAX - Expense Ratio Comparison
WAGOX has a 1.50% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
WAGOX vs. GAOAX — Risk / Return Rank
WAGOX
GAOAX
WAGOX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Opportunities Fund (WAGOX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| WAGOX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | 0.86 | -1.01 |
Sortino ratioReturn per unit of downside risk | -0.09 | 1.24 | -1.33 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.17 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | 1.10 | -1.29 |
Martin ratioReturn relative to average drawdown | -0.50 | 4.47 | -4.97 |
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
| WAGOX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 0.86 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.17 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.53 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.54 | +0.09 |
Correlation
The correlation between WAGOX and GAOAX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WAGOX vs. GAOAX - Dividend Comparison
WAGOX's dividend yield for the trailing twelve months is around 9.97%, which matches GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAGOX Wasatch Global Opportunities Fund | 9.97% | 9.34% | 8.83% | 0.00% | 2.30% | 7.98% | 1.96% | 8.64% | 18.77% | 11.04% | 9.13% | 13.52% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
WAGOX vs. GAOAX - Drawdown Comparison
The maximum WAGOX drawdown since its inception was -44.05%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for WAGOX and GAOAX.
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Drawdown Indicators
| WAGOX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.05% | -29.02% | -15.03% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -8.95% | -8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -44.05% | -29.02% | -15.03% |
Max Drawdown (10Y)Largest decline over 10 years | -44.05% | -29.02% | -15.03% |
Current DrawdownCurrent decline from peak | -27.73% | -7.61% | -20.12% |
Average DrawdownAverage peak-to-trough decline | -10.01% | -6.01% | -4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 2.20% | +4.33% |
Volatility
WAGOX vs. GAOAX - Volatility Comparison
Wasatch Global Opportunities Fund (WAGOX) has a higher volatility of 5.92% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that WAGOX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAGOX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 4.98% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 7.55% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 11.53% | +7.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 11.03% | +9.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.53% | 10.81% | +9.72% |