WAGOX vs. WAESX

In the year-to-date period, WAGOX achieves a -2.09% return, which is significantly lower than WAESX's 5.10% return. Over the past 10 years, WAGOX has outperformed WAESX with an annualized return of 9.11%, while WAESX has yielded a comparatively lower 5.77% annualized return.

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WAGOX has a 1.50% expense ratio, which is higher than WAESX's 1.32% expense ratio.

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.

The current WAGOX Sharpe Ratio is 0.48, which is higher than the WAESX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of WAGOX and WAESX, 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 9.03%, while WAESX has not paid dividends to shareholders.

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

Wasatch Global Opportunities Fund (WAGOX) has a higher volatility of 5.23% compared to Wasatch Emerging Markets Select Fund (WAESX) at 3.97%. This indicates that WAGOX's price experiences larger fluctuations and is considered to be riskier than WAESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.