WAGOX vs. SGSCX
WAGOX (Wasatch Global Opportunities Fund) and SGSCX (DWS Global Small Cap Fund) are both Global Equities funds. Over the past 10 years, WAGOX returned 9.94%/yr vs 9.13%/yr for SGSCX. Their correlation of 0.86 suggests significant overlap in exposure. WAGOX charges 1.50%/yr vs 1.12%/yr for SGSCX.
Performance
WAGOX vs. SGSCX - 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 SGSCX's 19.48% return. Over the past 10 years, WAGOX has outperformed SGSCX with an annualized return of 9.94%, while SGSCX has yielded a comparatively lower 9.13% 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%
SGSCX
- 1D
- -1.65%
- 1M
- -0.38%
- YTD
- 19.48%
- 6M
- 17.73%
- 1Y
- 37.27%
- 3Y*
- 20.41%
- 5Y*
- 7.63%
- 10Y*
- 9.13%
WAGOX vs. SGSCX - 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% |
SGSCX DWS Global Small Cap Fund | 19.48% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 19.80% |
Correlation
The correlation between WAGOX and SGSCX 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 | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2008 | 0.86 |
The correlation between WAGOX and SGSCX has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
WAGOX vs. SGSCX — Risk / Return Rank
WAGOX
SGSCX
WAGOX vs. SGSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Opportunities Fund (WAGOX) and DWS Global Small Cap Fund (SGSCX). 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 | SGSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.42 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 4.12 | -4.18 |
| Martin ratioReturn relative to average drawdown | -0.14 | 15.38 | -15.52 |
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Drawdowns
WAGOX vs. SGSCX - Drawdown Comparison
The maximum WAGOX drawdown since its inception was -44.05%, smaller than the maximum SGSCX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for WAGOX and SGSCX.
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Drawdown Indicators
| WAGOX | SGSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.05% | -62.26% | +18.21% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -9.54% | -7.55% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -22.37% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -44.05% | -33.72% | -10.33% |
Max Drawdown (10Y)Largest decline over 10 years | -44.05% | -45.98% | +1.93% |
Current DrawdownCurrent decline from peak | -19.70% | -1.92% | -17.78% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -14.10% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.24% | 2.55% | +4.69% |
Volatility
WAGOX vs. SGSCX - Volatility Comparison
The current volatility for Wasatch Global Opportunities Fund (WAGOX) is 4.80%, while DWS Global Small Cap Fund (SGSCX) has a volatility of 5.96%. This indicates that WAGOX experiences smaller price fluctuations and is considered to be less risky than SGSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAGOX | SGSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 5.96% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 12.45% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 16.04% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 18.98% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 19.45% | +1.11% |
WAGOX vs. SGSCX - Expense Ratio Comparison
WAGOX has a 1.50% expense ratio, which is higher than SGSCX's 1.12% expense ratio.
Dividends
WAGOX vs. SGSCX - Dividend Comparison
WAGOX's dividend yield for the trailing twelve months is around 8.98%, more than SGSCX's 8.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 8.68% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
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 SGSCX 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.
SGSCX has higher volatility (5.96%) compared to WAGOX (4.80%). In terms of maximum drawdown, WAGOX dropped -44.05% vs SGSCX's -62.26%.
SGSCX currently has the higher Sharpe Ratio (2.45 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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