WAGOX vs. WAAEX
Compare and contrast key facts about Wasatch Global Opportunities Fund (WAGOX) and Wasatch Small Cap Growth Fund (WAAEX).
WAGOX is managed by Wasatch. It was launched on Nov 16, 2008. WAAEX is managed by Wasatch. It was launched on Dec 8, 1986.
Performance
WAGOX vs. WAAEX - Performance Comparison
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WAGOX vs. WAAEX - 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% |
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%
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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
WAGOX
WAAEX
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.
| WAGOX | WAAEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | -0.10 | -0.05 |
Sortino ratioReturn per unit of downside risk | -0.09 | 0.02 | -0.11 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.00 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | -0.15 | -0.05 |
Martin ratioReturn relative to average drawdown | -0.50 | -0.43 | -0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WAGOX | WAAEX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| WAGOX | WAAEX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -27.73% | -37.37% | +9.64% |
Average DrawdownAverage peak-to-trough decline | -10.01% | -12.03% | +2.02% |
Ulcer IndexDepth 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
| WAGOX | WAAEX | Difference | |
|---|---|---|---|
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% |