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 9.70%/yr vs 8.58%/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 7.20% return, which is significantly lower than SGSCX's 19.18% return. Over the past 10 years, WAGOX has outperformed SGSCX with an annualized return of 9.70%, while SGSCX has yielded a comparatively lower 8.58% annualized return.
WAGOX
- 1D
- 0.50%
- 1M
- 2.81%
- 6M
- 3.08%
- YTD
- 7.20%
- 1Y
- -1.60%
- 3Y*
- 5.48%
- 5Y*
- -0.62%
- 10Y*
- 9.70%
SGSCX
- 1D
- -0.83%
- 1M
- -0.33%
- 6M
- 11.68%
- YTD
- 19.18%
- 1Y
- 33.91%
- 3Y*
- 16.87%
- 5Y*
- 8.45%
- 10Y*
- 8.58%
WAGOX vs. SGSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAGOX Wasatch Global Opportunities Fund | 7.20% | -4.58% | 6.60% | 25.57% | -35.02% | 21.43% | 42.27% | 33.11% | -7.41% | 37.73% |
SGSCX DWS Global Small Cap Fund | 19.18% | 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 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
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 0.79 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 | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.37 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 3.66 | -3.68 |
| Martin ratioReturn relative to average drawdown | -0.04 | 13.34 | -13.38 |
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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 | -16.72% | -9.54% | -7.18% |
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 | -17.22% | -3.49% | -13.73% |
Average DrawdownAverage peak-to-trough decline | -10.17% | -14.07% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.89% | 2.61% | +4.28% |
Volatility
WAGOX vs. SGSCX - Volatility Comparison
The current volatility for Wasatch Global Opportunities Fund (WAGOX) is 4.44%, while DWS Global Small Cap Fund (SGSCX) has a volatility of 4.91%. 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 | 4.44% | 4.91% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 12.76% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 16.22% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.71% | 19.00% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.50% | 19.37% | +1.13% |
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 8.71%, which matches SGSCX's 8.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 8.70% | 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 | 8.71% | 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 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGSCX has higher volatility (4.91%) compared to WAGOX (4.44%). In terms of maximum drawdown, WAGOX dropped -44.05% vs SGSCX's -62.26%.
SGSCX currently has the higher Sharpe Ratio (2.15 vs -0.02), 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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