WAGOX vs. LVAGX
WAGOX (Wasatch Global Opportunities Fund) and LVAGX (LSV Global Value Fund) are both Global Equities funds. Over the past 10 years, WAGOX returned 9.94%/yr vs 12.09%/yr for LVAGX. A 0.76 correlation means they provide meaningful diversification when combined. WAGOX charges 1.50%/yr vs 1.15%/yr for LVAGX.
Performance
WAGOX vs. LVAGX - Performance Comparison
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Returns By Period
In the year-to-date period, WAGOX achieves a 4.00% return, which is significantly lower than LVAGX's 21.70% return. Over the past 10 years, WAGOX has underperformed LVAGX with an annualized return of 9.94%, while LVAGX has yielded a comparatively higher 12.09% annualized return.
WAGOX
- 1D
- -1.52%
- 1M
- 0.52%
- YTD
- 4.00%
- 6M
- 2.36%
- 1Y
- -2.80%
- 3Y*
- 6.47%
- 5Y*
- -1.30%
- 10Y*
- 9.94%
LVAGX
- 1D
- -1.37%
- 1M
- 1.41%
- YTD
- 21.70%
- 6M
- 20.49%
- 1Y
- 39.91%
- 3Y*
- 22.58%
- 5Y*
- 12.99%
- 10Y*
- 12.09%
WAGOX vs. LVAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAGOX Wasatch Global Opportunities Fund | 4.00% | -4.58% | 6.60% | 25.57% | -35.02% | 21.43% | 42.27% | 33.11% | -7.41% | 37.73% |
LVAGX LSV Global Value Fund | 21.70% | 26.84% | 6.86% | 18.76% | -8.44% | 21.07% | 0.15% | 21.99% | -15.70% | 21.70% |
Correlation
The correlation between WAGOX and LVAGX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.76 |
The correlation between WAGOX and LVAGX has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.
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Return for Risk
WAGOX vs. LVAGX — Risk / Return Rank
WAGOX
LVAGX
WAGOX vs. LVAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Opportunities Fund (WAGOX) and LSV Global Value Fund (LVAGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WAGOX | LVAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.21 | ||
| Sortino ratioReturn per unit of downside risk | -4.24 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.56 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 5.95 | -6.01 |
| Martin ratioReturn relative to average drawdown | -0.14 | 21.70 | -21.84 |
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Drawdowns
WAGOX vs. LVAGX - Drawdown Comparison
The maximum WAGOX drawdown since its inception was -44.05%, roughly equal to the maximum LVAGX drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for WAGOX and LVAGX.
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Drawdown Indicators
| WAGOX | LVAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.05% | -42.32% | -1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -7.03% | -10.06% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -16.13% | -6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -44.05% | -23.77% | -20.28% |
Max Drawdown (10Y)Largest decline over 10 years | -44.05% | -42.32% | -1.73% |
Current DrawdownCurrent decline from peak | -19.70% | -2.83% | -16.87% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -6.99% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.24% | 1.92% | +5.32% |
Volatility
WAGOX vs. LVAGX - Volatility Comparison
The current volatility for Wasatch Global Opportunities Fund (WAGOX) is 4.80%, while LSV Global Value Fund (LVAGX) has a volatility of 5.25%. This indicates that WAGOX experiences smaller price fluctuations and is considered to be less risky than LVAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAGOX | LVAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 5.25% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 10.56% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 13.30% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 15.41% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 16.88% | +3.68% |
WAGOX vs. LVAGX - Expense Ratio Comparison
WAGOX has a 1.50% expense ratio, which is higher than LVAGX's 1.15% expense ratio.
Dividends
WAGOX vs. LVAGX - Dividend Comparison
WAGOX's dividend yield for the trailing twelve months is around 8.98%, more than LVAGX's 5.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVAGX LSV Global Value Fund | 5.24% | 6.38% | 2.44% | 2.69% | 1.52% | 2.04% | 1.66% | 1.99% | 4.71% | 1.86% | 2.54% | 2.35% |
WAGOX Wasatch Global Opportunities Fund | 8.98% | 9.34% | 8.83% | 0.00% | 2.30% | 7.98% | 1.96% | 8.64% | 18.77% | 11.04% | 9.13% | 13.52% |
Frequently Asked Questions
WAGOX and LVAGX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LVAGX has higher volatility (5.25%) compared to WAGOX (4.80%). In terms of maximum drawdown, WAGOX dropped -44.05% vs LVAGX's -42.32%.
LVAGX currently has the higher Sharpe Ratio (3.14 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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