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WAGOX vs. WMICX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAGOX vs. WMICX - Performance Comparison

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

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WAGOX vs. WMICX - 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%
WMICX
Wasatch Micro Cap Fund
-3.23%4.84%20.91%22.58%-40.64%4.51%64.84%42.31%1.73%36.17%

Returns By Period

In the year-to-date period, WAGOX achieves a -6.40% return, which is significantly lower than WMICX's -3.23% return. Over the past 10 years, WAGOX has underperformed WMICX with an annualized return of 8.68%, while WMICX has yielded a comparatively higher 13.09% 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%

WMICX

1D
3.07%
1M
-8.41%
YTD
-3.23%
6M
-1.41%
1Y
20.89%
3Y*
10.67%
5Y*
-3.77%
10Y*
13.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAGOX vs. WMICX - Expense Ratio Comparison

WAGOX has a 1.50% expense ratio, which is lower than WMICX's 1.63% expense ratio.


Return for Risk

WAGOX vs. WMICX — 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

WMICX
WMICX Risk / Return Rank: 4949
Overall Rank
WMICX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
WMICX Sortino Ratio Rank: 5252
Sortino Ratio Rank
WMICX Omega Ratio Rank: 3636
Omega Ratio Rank
WMICX Calmar Ratio Rank: 6060
Calmar Ratio Rank
WMICX Martin Ratio Rank: 5252
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. WMICX - Risk-Adjusted Trends Comparison

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


WAGOXWMICXDifference

Sharpe ratio

Return per unit of total volatility

-0.15

0.96

-1.11

Sortino ratio

Return per unit of downside risk

-0.09

1.51

-1.59

Omega ratio

Gain probability vs. loss probability

0.99

1.18

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.19

1.51

-1.70

Martin ratio

Return relative to average drawdown

-0.50

5.33

-5.83

WAGOX vs. WMICX - Sharpe Ratio Comparison

The current WAGOX Sharpe Ratio is -0.15, which is lower than the WMICX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of WAGOX and WMICX, 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


WAGOXWMICXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

0.96

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.15

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.54

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.63

0.00

Correlation

The correlation between WAGOX and WMICX is 0.85, 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. WMICX - Dividend Comparison

WAGOX's dividend yield for the trailing twelve months is around 9.97%, while WMICX has not paid dividends to shareholders.


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%
WMICX
Wasatch Micro Cap Fund
0.00%0.00%0.00%0.00%0.00%30.82%5.68%11.40%29.75%15.30%9.30%16.58%

Drawdowns

WAGOX vs. WMICX - Drawdown Comparison

The maximum WAGOX drawdown since its inception was -44.05%, smaller than the maximum WMICX drawdown of -65.21%. Use the drawdown chart below to compare losses from any high point for WAGOX and WMICX.


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Drawdown Indicators


WAGOXWMICXDifference

Max Drawdown

Largest peak-to-trough decline

-44.05%

-65.21%

+21.16%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-14.32%

-2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-44.05%

-48.70%

+4.65%

Max Drawdown (10Y)

Largest decline over 10 years

-44.05%

-50.96%

+6.91%

Current Drawdown

Current decline from peak

-27.73%

-23.80%

-3.93%

Average Drawdown

Average peak-to-trough decline

-10.01%

-13.32%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.53%

4.05%

+2.48%

Volatility

WAGOX vs. WMICX - Volatility Comparison

The current volatility for Wasatch Global Opportunities Fund (WAGOX) is 5.92%, while Wasatch Micro Cap Fund (WMICX) has a volatility of 7.26%. This indicates that WAGOX experiences smaller price fluctuations and is considered to be less risky than WMICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAGOXWMICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

7.26%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

14.22%

-3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

22.52%

-3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

24.51%

-3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.53%

24.33%

-3.80%