WAGOX vs. VIOO

In the year-to-date period, WAGOX achieves a -1.86% return, which is significantly higher than VIOO's -7.86% return. Over the past 10 years, WAGOX has outperformed VIOO with an annualized return of 9.20%, while VIOO has yielded a comparatively lower 7.64% annualized return.

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WAGOX has a 1.50% expense ratio, which is higher than VIOO's 0.10% expense ratio.

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.

The current WAGOX Sharpe Ratio is 0.49, which is higher than the VIOO Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of WAGOX and VIOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WAGOX's dividend yield for the trailing twelve months is around 9.00%, more than VIOO's 1.61% yield.

The maximum WAGOX drawdown since its inception was -44.06%, 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.

The current volatility for Wasatch Global Opportunities Fund (WAGOX) is 5.26%, while Vanguard S&P Small-Cap 600 ETF (VIOO) has a volatility of 6.70%. 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.