WAGOX vs. SSGLX
Compare and contrast key facts about Wasatch Global Opportunities Fund (WAGOX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
WAGOX is managed by Wasatch. It was launched on Nov 16, 2008. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
WAGOX vs. SSGLX - Performance Comparison
Loading graphics...
WAGOX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, WAGOX achieves a -6.40% return, which is significantly lower than SSGLX's 1.29% return. Both investments have delivered pretty close results over the past 10 years, with WAGOX having a 8.68% annualized return and SSGLX not far ahead at 8.79%.
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%
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WAGOX vs. SSGLX - Expense Ratio Comparison
WAGOX has a 1.50% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
WAGOX vs. SSGLX — Risk / Return Rank
WAGOX
SSGLX
WAGOX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Opportunities Fund (WAGOX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | 1.76 | -1.91 |
Sortino ratioReturn per unit of downside risk | -0.09 | 2.37 | -2.46 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.36 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | 2.35 | -2.54 |
Martin ratioReturn relative to average drawdown | -0.50 | 9.17 | -9.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WAGOX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 1.76 | -1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.49 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.55 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.38 | +0.25 |
Correlation
The correlation between WAGOX and SSGLX is 0.71, 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. SSGLX - Dividend Comparison
WAGOX's dividend yield for the trailing twelve months is around 9.97%, more than SSGLX's 4.36% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
WAGOX vs. SSGLX - Drawdown Comparison
The maximum WAGOX drawdown since its inception was -44.05%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for WAGOX and SSGLX.
Loading graphics...
Drawdown Indicators
| WAGOX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.05% | -35.88% | -8.17% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -11.22% | -5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -44.05% | -30.08% | -13.97% |
Max Drawdown (10Y)Largest decline over 10 years | -44.05% | -35.88% | -8.17% |
Current DrawdownCurrent decline from peak | -27.73% | -9.15% | -18.58% |
Average DrawdownAverage peak-to-trough decline | -10.01% | -8.32% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 2.87% | +3.66% |
Volatility
WAGOX vs. SSGLX - Volatility Comparison
The current volatility for Wasatch Global Opportunities Fund (WAGOX) is 5.92%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.71%. This indicates that WAGOX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WAGOX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 6.71% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 10.18% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 15.57% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 14.51% | +6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.53% | 16.15% | +4.38% |