WAGSX vs. VGPMX

Last updated Apr 2, 2026

Compare and contrast key facts about Wasatch Global Select Fund (WAGSX) and Vanguard Global Capital Cycles Fund (VGPMX).

WAGSX is managed by Wasatch. It was launched on Sep 30, 2019. VGPMX is managed by Vanguard. It was launched on May 23, 1984.

Performance

WAGSX vs. VGPMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Global Select Fund (WAGSX) and Vanguard Global Capital Cycles Fund (VGPMX). The values are adjusted to include any dividend payments, if applicable.

WAGSX vs. VGPMX - 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%
VGPMX Vanguard Global Capital Cycles Fund	7.85%	65.96%	5.78%	10.06%	7.34%	19.50%	17.21%	7.72%

Returns By Period

In the year-to-date period, WAGSX achieves a -8.14% return, which is significantly lower than VGPMX's 7.85% return.

WAGSX

• 1D: 3.20%
• 1M: -6.62%
• YTD: -8.14%
• 6M: -9.69%
• 1Y: -5.29%
• 3Y*: 3.04%
• 5Y*: -2.05%
• 10Y*: —

VGPMX

• 1D: 3.18%
• 1M: -6.80%
• YTD: 7.85%
• 6M: 20.12%
• 1Y: 61.74%
• 3Y*: 25.56%
• 5Y*: 19.42%
• 10Y*: 12.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WAGSX vs. VGPMX - Expense Ratio Comparison

WAGSX has a 1.35% expense ratio, which is higher than VGPMX's 0.36% expense ratio.

WAGSX

Wasatch Global Select Fund

VGPMX

Vanguard Global Capital Cycles Fund

Return for Risk

WAGSX vs. VGPMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WAGSX

WAGSX Risk / Return Rank: 2
WAGSX Sharpe Ratio Rank: 2
WAGSX Sortino Ratio Rank: 2
WAGSX Omega Ratio Rank: 2
WAGSX Calmar Ratio Rank: 2
WAGSX Martin Ratio Rank: 2

VGPMX

VGPMX Risk / Return Rank: 98
VGPMX Sharpe Ratio Rank: 99
VGPMX Sortino Ratio Rank: 97
VGPMX Omega Ratio Rank: 96
VGPMX Calmar Ratio Rank: 98
VGPMX Martin Ratio Rank: 98

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.

WAGSX vs. VGPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Select Fund (WAGSX) and Vanguard Global Capital Cycles Fund (VGPMX). 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	VGPMX	Difference
Sharpe ratio Return per unit of total volatility	-0.29	3.21	-3.50
Sortino ratio Return per unit of downside risk	-0.31	3.80	-4.11
Omega ratio Gain probability vs. loss probability	0.96	1.61	-0.65
Calmar ratio Return relative to maximum drawdown	-0.32	4.79	-5.11
Martin ratio Return relative to average drawdown	-0.87	19.71	-20.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WAGSX vs. VGPMX - Sharpe Ratio Comparison

The current WAGSX Sharpe Ratio is -0.29, which is lower than the VGPMX Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of WAGSX and VGPMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WAGSX	VGPMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.29	3.21	-3.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	1.14	-1.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.25	-0.07

Correlation

The correlation between WAGSX and VGPMX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WAGSX vs. VGPMX - Dividend Comparison

WAGSX has not paid dividends to shareholders, while VGPMX's dividend yield for the trailing twelve months is around 3.62%.

	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%
VGPMX Vanguard Global Capital Cycles Fund	3.62%	2.59%	2.68%	3.22%	3.27%	3.26%	2.03%	2.39%	3.02%	0.02%	1.72%	2.32%

Drawdowns

WAGSX vs. VGPMX - Drawdown Comparison

The maximum WAGSX drawdown since its inception was -43.62%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for WAGSX and VGPMX.

Drawdown Indicators

	WAGSX	VGPMX	Difference
Max Drawdown Largest peak-to-trough decline	-43.62%	-78.85%	+35.23%
Max Drawdown (1Y) Largest decline over 1 year	-17.76%	-12.80%	-4.96%
Max Drawdown (5Y) Largest decline over 5 years	-43.62%	-22.71%	-20.91%
Max Drawdown (10Y) Largest decline over 10 years	—	-54.59%	—
Current Drawdown Current decline from peak	-25.80%	-7.89%	-17.91%
Average Drawdown Average peak-to-trough decline	-17.70%	-34.68%	+16.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.55%	3.11%	+3.44%

Volatility

WAGSX vs. VGPMX - Volatility Comparison

The current volatility for Wasatch Global Select Fund (WAGSX) is 6.59%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 8.37%. This indicates that WAGSX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WAGSX	VGPMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.59%	8.37%	-1.78%
Volatility (6M) Calculated over the trailing 6-month period	10.85%	13.47%	-2.62%
Volatility (1Y) Calculated over the trailing 1-year period	17.59%	19.47%	-1.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.51%	17.21%	+2.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.18%	21.67%	-0.49%