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WAGOX vs. WAAEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAGOX vs. WAAEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Global Opportunities Fund (WAGOX) and Wasatch Small Cap Growth Fund (WAAEX). The values are adjusted to include any dividend payments, if applicable.

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WAGOX vs. WAAEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WAAEX
Wasatch Small Cap Growth Fund
-7.44%-8.78%15.50%21.24%-40.26%7.68%54.65%40.29%2.42%21.72%

Returns By Period

In the year-to-date period, WAGOX achieves a -6.40% return, which is significantly higher than WAAEX's -7.44% return. Both investments have delivered pretty close results over the past 10 years, with WAGOX having a 8.68% annualized return and WAAEX not far behind at 8.42%.


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%

WAAEX

1D
3.47%
1M
-7.21%
YTD
-7.44%
6M
-9.11%
1Y
-2.90%
3Y*
3.23%
5Y*
-6.47%
10Y*
8.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAGOX vs. WAAEX - Expense Ratio Comparison

WAGOX has a 1.50% expense ratio, which is higher than WAAEX's 1.12% expense ratio.


Return for Risk

WAGOX vs. WAAEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WAGOX
WAGOX Risk / Return Rank: 33
Overall Rank
WAGOX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WAGOX Sortino Ratio Rank: 33
Sortino Ratio Rank
WAGOX Omega Ratio Rank: 33
Omega Ratio Rank
WAGOX Calmar Ratio Rank: 33
Calmar Ratio Rank
WAGOX Martin Ratio Rank: 33
Martin Ratio Rank

WAAEX
WAAEX Risk / Return Rank: 44
Overall Rank
WAAEX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WAAEX Sortino Ratio Rank: 44
Sortino Ratio Rank
WAAEX Omega Ratio Rank: 44
Omega Ratio Rank
WAAEX Calmar Ratio Rank: 44
Calmar Ratio Rank
WAAEX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WAGOX vs. WAAEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Opportunities Fund (WAGOX) and Wasatch Small Cap Growth Fund (WAAEX). 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.


WAGOXWAAEXDifference

Sharpe ratio

Return per unit of total volatility

-0.15

-0.10

-0.05

Sortino ratio

Return per unit of downside risk

-0.09

0.02

-0.11

Omega ratio

Gain probability vs. loss probability

0.99

1.00

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.19

-0.15

-0.05

Martin ratio

Return relative to average drawdown

-0.50

-0.43

-0.07

WAGOX vs. WAAEX - Sharpe Ratio Comparison

The current WAGOX Sharpe Ratio is -0.15, which is lower than the WAAEX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of WAGOX and WAAEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WAGOXWAAEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

-0.10

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.26

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.34

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.48

+0.15

Correlation

The correlation between WAGOX and WAAEX is 0.89, 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. WAAEX - Dividend Comparison

WAGOX's dividend yield for the trailing twelve months is around 9.97%, more than WAAEX's 2.13% yield.


TTM20252024202320222021202020192018201720162015
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%
WAAEX
Wasatch Small Cap Growth Fund
2.13%1.97%0.00%0.00%0.00%21.65%6.25%14.78%38.79%11.70%8.83%18.47%

Drawdowns

WAGOX vs. WAAEX - Drawdown Comparison

The maximum WAGOX drawdown since its inception was -44.05%, smaller than the maximum WAAEX drawdown of -56.48%. Use the drawdown chart below to compare losses from any high point for WAGOX and WAAEX.


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Drawdown Indicators


WAGOXWAAEXDifference

Max Drawdown

Largest peak-to-trough decline

-44.05%

-56.48%

+12.43%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-16.76%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-44.05%

-50.51%

+6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-44.05%

-50.51%

+6.46%

Current Drawdown

Current decline from peak

-27.73%

-37.37%

+9.64%

Average Drawdown

Average peak-to-trough decline

-10.01%

-12.03%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.53%

5.67%

+0.86%

Volatility

WAGOX vs. WAAEX - Volatility Comparison

The current volatility for Wasatch Global Opportunities Fund (WAGOX) is 5.92%, while Wasatch Small Cap Growth Fund (WAAEX) has a volatility of 7.55%. This indicates that WAGOX experiences smaller price fluctuations and is considered to be less risky than WAAEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAGOXWAAEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

7.55%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

13.86%

-3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

23.67%

-5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

25.40%

-4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.53%

25.03%

-4.50%