WAGOX vs. WAESX
Compare and contrast key facts about Wasatch Global Opportunities Fund (WAGOX) and Wasatch Emerging Markets Select Fund (WAESX).
WAGOX is managed by Wasatch. It was launched on Nov 16, 2008. WAESX is managed by Wasatch. It was launched on Dec 12, 2012.
Performance
WAGOX vs. WAESX - Performance Comparison
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WAGOX vs. WAESX - 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% |
WAESX Wasatch Emerging Markets Select Fund | -6.48% | 10.56% | -0.12% | 17.52% | -37.38% | 21.34% | 48.36% | 28.05% | -11.50% | 37.66% |
Returns By Period
The year-to-date returns for both stocks are quite close, with WAGOX having a -6.40% return and WAESX slightly lower at -6.48%. Over the past 10 years, WAGOX has outperformed WAESX with an annualized return of 8.68%, while WAESX has yielded a comparatively lower 7.10% 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%
WAESX
- 1D
- 2.10%
- 1M
- -6.73%
- YTD
- -6.48%
- 6M
- -2.46%
- 1Y
- 6.30%
- 3Y*
- 3.59%
- 5Y*
- -2.06%
- 10Y*
- 7.10%
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WAGOX vs. WAESX - Expense Ratio Comparison
WAGOX has a 1.50% expense ratio, which is higher than WAESX's 1.32% expense ratio.
Return for Risk
WAGOX vs. WAESX — Risk / Return Rank
WAGOX
WAESX
WAGOX vs. WAESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Opportunities Fund (WAGOX) and Wasatch Emerging Markets Select Fund (WAESX). 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 | WAESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | 0.34 | -0.49 |
Sortino ratioReturn per unit of downside risk | -0.09 | 0.60 | -0.69 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.07 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | 0.46 | -0.65 |
Martin ratioReturn relative to average drawdown | -0.50 | 1.52 | -2.03 |
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 | WAESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 0.34 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | -0.10 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.36 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.22 | +0.41 |
Correlation
The correlation between WAGOX and WAESX is 0.75, 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. WAESX - Dividend Comparison
WAGOX's dividend yield for the trailing twelve months is around 9.97%, while WAESX has not paid dividends to shareholders.
| 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% |
WAESX Wasatch Emerging Markets Select Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WAGOX vs. WAESX - Drawdown Comparison
The maximum WAGOX drawdown since its inception was -44.05%, roughly equal to the maximum WAESX drawdown of -45.85%. Use the drawdown chart below to compare losses from any high point for WAGOX and WAESX.
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Drawdown Indicators
| WAGOX | WAESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.05% | -45.85% | +1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -11.18% | -5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -44.05% | -45.85% | +1.80% |
Max Drawdown (10Y)Largest decline over 10 years | -44.05% | -45.85% | +1.80% |
Current DrawdownCurrent decline from peak | -27.73% | -28.74% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -10.01% | -16.56% | +6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 3.36% | +3.17% |
Volatility
WAGOX vs. WAESX - Volatility Comparison
The current volatility for Wasatch Global Opportunities Fund (WAGOX) is 5.92%, while Wasatch Emerging Markets Select Fund (WAESX) has a volatility of 7.82%. This indicates that WAGOX experiences smaller price fluctuations and is considered to be less risky than WAESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAGOX | WAESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 7.82% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 12.28% | -1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 18.04% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 19.92% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.53% | 19.55% | +0.98% |