WAGOX vs. VIOO
Compare and contrast key facts about Wasatch Global Opportunities Fund (WAGOX) and Vanguard S&P Small-Cap 600 ETF (VIOO).
WAGOX is managed by Wasatch. It was launched on Nov 16, 2008. VIOO is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Index. It was launched on Sep 7, 2010.
Performance
WAGOX vs. VIOO - Performance Comparison
Loading graphics...
WAGOX vs. VIOO - 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% |
VIOO Vanguard S&P Small-Cap 600 ETF | 4.04% | 6.04% | 8.48% | 16.16% | -16.26% | 26.79% | 11.47% | 22.68% | -8.65% | 13.16% |
Returns By Period
In the year-to-date period, WAGOX achieves a -6.40% return, which is significantly lower than VIOO's 4.04% return. Over the past 10 years, WAGOX has underperformed VIOO with an annualized return of 8.68%, while VIOO has yielded a comparatively higher 9.90% 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%
VIOO
- 1D
- 0.53%
- 1M
- -4.14%
- YTD
- 4.04%
- 6M
- 5.50%
- 1Y
- 20.96%
- 3Y*
- 10.70%
- 5Y*
- 4.20%
- 10Y*
- 9.90%
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. VIOO - Expense Ratio Comparison
WAGOX has a 1.50% expense ratio, which is higher than VIOO's 0.10% expense ratio.
Return for Risk
WAGOX vs. VIOO — Risk / Return Rank
WAGOX
VIOO
WAGOX vs. VIOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Opportunities Fund (WAGOX) and Vanguard S&P Small-Cap 600 ETF (VIOO). 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 | VIOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | 0.93 | -1.08 |
Sortino ratioReturn per unit of downside risk | -0.09 | 1.43 | -1.52 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.19 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | 1.45 | -1.64 |
Martin ratioReturn relative to average drawdown | -0.50 | 5.76 | -6.26 |
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 | VIOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 0.93 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.20 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.43 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.54 | +0.09 |
Correlation
The correlation between WAGOX and VIOO is 0.77, 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. VIOO - Dividend Comparison
WAGOX's dividend yield for the trailing twelve months is around 9.97%, more than VIOO's 1.31% 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% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.31% | 1.36% | 1.48% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 1.06% | 1.26% |
Drawdowns
WAGOX vs. VIOO - Drawdown Comparison
The maximum WAGOX drawdown since its inception was -44.05%, roughly equal to the maximum VIOO drawdown of -44.15%. Use the drawdown chart below to compare losses from any high point for WAGOX and VIOO.
Loading graphics...
Drawdown Indicators
| WAGOX | VIOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.05% | -44.15% | +0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -14.66% | -2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -44.05% | -27.93% | -16.12% |
Max Drawdown (10Y)Largest decline over 10 years | -44.05% | -44.15% | +0.10% |
Current DrawdownCurrent decline from peak | -27.73% | -5.30% | -22.43% |
Average DrawdownAverage peak-to-trough decline | -10.01% | -7.40% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 3.68% | +2.85% |
Volatility
WAGOX vs. VIOO - Volatility Comparison
The current volatility for Wasatch Global Opportunities Fund (WAGOX) is 5.92%, while Vanguard S&P Small-Cap 600 ETF (VIOO) has a volatility of 6.32%. This indicates that WAGOX experiences smaller price fluctuations and is considered to be less risky than VIOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WAGOX | VIOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 6.32% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 13.11% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 22.67% | -4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 21.50% | -0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.53% | 22.98% | -2.45% |