WAGSX vs. SSGLX
Compare and contrast key facts about Wasatch Global Select Fund (WAGSX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
WAGSX is managed by Wasatch. It was launched on Sep 30, 2019. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
WAGSX vs. SSGLX - Performance Comparison
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WAGSX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WAGSX Wasatch Global Select Fund | -8.14% | 1.74% | 0.50% | 27.77% | -33.10% | 7.95% | 34.68% | 9.40% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 9.85% |
Returns By Period
In the year-to-date period, WAGSX achieves a -8.14% return, which is significantly lower than SSGLX's 1.29% return.
WAGSX
- 1D
- 3.20%
- 1M
- -6.62%
- YTD
- -8.14%
- 6M
- -9.69%
- 1Y
- -5.29%
- 3Y*
- 3.04%
- 5Y*
- -2.05%
- 10Y*
- —
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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WAGSX vs. SSGLX - Expense Ratio Comparison
WAGSX has a 1.35% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
WAGSX vs. SSGLX — Risk / Return Rank
WAGSX
SSGLX
WAGSX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Select Fund (WAGSX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| WAGSX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.29 | 1.76 | -2.05 |
Sortino ratioReturn per unit of downside risk | -0.31 | 2.37 | -2.69 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.36 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | 2.35 | -2.67 |
Martin ratioReturn relative to average drawdown | -0.87 | 9.17 | -10.04 |
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
| WAGSX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.29 | 1.76 | -2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | 0.49 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.38 | -0.20 |
Correlation
The correlation between WAGSX and SSGLX is 0.74, 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
WAGSX vs. SSGLX - Dividend Comparison
WAGSX has not paid dividends to shareholders, while SSGLX's dividend yield for the trailing twelve months is around 4.36%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAGSX Wasatch Global Select Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.65% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
WAGSX vs. SSGLX - Drawdown Comparison
The maximum WAGSX drawdown since its inception was -43.62%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for WAGSX and SSGLX.
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Drawdown Indicators
| WAGSX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.62% | -35.88% | -7.74% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -11.22% | -6.54% |
Max Drawdown (5Y)Largest decline over 5 years | -43.62% | -30.08% | -13.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.88% | — |
Current DrawdownCurrent decline from peak | -25.80% | -9.15% | -16.65% |
Average DrawdownAverage peak-to-trough decline | -17.70% | -8.32% | -9.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.55% | 2.87% | +3.68% |
Volatility
WAGSX vs. SSGLX - Volatility Comparison
Wasatch Global Select Fund (WAGSX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) have volatilities of 6.59% and 6.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAGSX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 6.71% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 10.18% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.59% | 15.57% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 14.51% | +5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 16.15% | +5.03% |