WAGSX vs. VTWAX

Last updated Jul 18, 2026

WAGSX (Wasatch Global Select Fund) and VTWAX (Vanguard Total World Stock Index Fund Admiral Shares) are both Global Equities funds. Over the past 5 years, WAGSX returned -1.74%/yr vs 10.86%/yr for VTWAX. Their correlation of 0.88 suggests significant overlap in exposure. WAGSX charges 1.35%/yr vs 0.09%/yr for VTWAX.

Performance

WAGSX vs. VTWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Global Select Fund (WAGSX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WAGSX achieves a 2.36% return, which is significantly lower than VTWAX's 11.38% return.

WAGSX

• 1D: 0.72%
• 1M: 2.53%
• 6M: 0.24%
• YTD: 2.36%
• 1Y: -4.84%
• 3Y*: 4.33%
• 5Y*: -1.74%
• 10Y*: —

VTWAX

• 1D: -0.68%
• 1M: 0.26%
• 6M: 8.44%
• YTD: 11.38%
• 1Y: 22.29%
• 3Y*: 18.61%
• 5Y*: 10.86%
• 10Y*: —

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

WAGSX vs. VTWAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WAGSX Wasatch Global Select Fund	2.36%	1.74%	0.50%	27.77%	-33.10%	7.95%	34.68%	9.40%
VTWAX Vanguard Total World Stock Index Fund Admiral Shares	11.38%	22.43%	16.43%	21.85%	-18.02%	18.17%	16.67%	9.04%

Correlation

The correlation between WAGSX and VTWAX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Oct 1, 2019	0.88

The correlation between WAGSX and VTWAX has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

Return for Risk

WAGSX vs. VTWAX — 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

VTWAX

VTWAX Risk / Return Rank: 55
VTWAX Sharpe Ratio Rank: 53
VTWAX Sortino Ratio Rank: 51
VTWAX Omega Ratio Rank: 52
VTWAX Calmar Ratio Rank: 54
VTWAX Martin Ratio Rank: 64

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. VTWAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Select Fund (WAGSX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WAGSX	VTWAX	Difference
Sharpe ratio: Return per unit of total volatility	-0.27	1.73	-1.99
Sortino ratio: Return per unit of downside risk	-0.28	2.39	-2.66
Omega ratio: Gain probability vs. loss probability	0.97	1.31	-0.34
Calmar ratio: Return relative to maximum drawdown	-0.23	2.39	-2.63
Martin ratio: Return relative to average drawdown	-0.55	10.22	-10.77

WAGSX vs. VTWAX - Sharpe Ratio Comparison

The current WAGSX Sharpe Ratio is -0.27, which is lower than the VTWAX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of WAGSX and VTWAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WAGSX vs. VTWAX - Drawdown Comparison

The maximum WAGSX drawdown since its inception was -43.62%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for WAGSX and VTWAX.

Drawdown Indicators

	WAGSX	VTWAX	Difference
Max Drawdown Largest peak-to-trough decline	-43.62%	-34.20%	-9.42%
Max Drawdown (1Y) Largest decline over 1 year	-17.51%	-9.64%	-7.87%
Max Drawdown (3Y) Largest decline over 3 years	-18.11%	-16.43%	-1.68%
Max Drawdown (5Y) Largest decline over 5 years	-43.62%	-26.40%	-17.22%
Current Drawdown Current decline from peak	-17.31%	-1.57%	-15.74%
Average Drawdown Average peak-to-trough decline	-17.75%	-5.24%	-12.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.43%	2.25%	+5.18%

Volatility

WAGSX vs. VTWAX - Volatility Comparison

Wasatch Global Select Fund (WAGSX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) have volatilities of 3.78% and 3.88%, 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.

Volatility by Period

	WAGSX	VTWAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	3.88%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	12.60%	11.17%	+1.43%
Volatility (1Y) Calculated over the trailing 1-year period	15.31%	13.36%	+1.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.71%	15.87%	+3.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.02%	18.18%	+2.84%

WAGSX vs. VTWAX - Expense Ratio Comparison

WAGSX has a 1.35% expense ratio, which is higher than VTWAX's 0.09% expense ratio.

Dividends

WAGSX vs. VTWAX - Dividend Comparison

WAGSX has not paid dividends to shareholders, while VTWAX's dividend yield for the trailing twelve months is around 1.56%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
VTWAX Vanguard Total World Stock Index Fund Admiral Shares	1.56%	1.80%	1.92%	2.06%	2.17%	1.79%	1.64%	2.28%
WAGSX Wasatch Global Select Fund	0.00%	0.00%	0.00%	0.00%	0.00%	12.65%	0.16%	0.00%

Frequently Asked Questions

Can I hold both WAGSX and VTWAX in my portfolio?

WAGSX and VTWAX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WAGSX or VTWAX?

VTWAX has higher volatility (3.88%) compared to WAGSX (3.78%). In terms of maximum drawdown, WAGSX dropped -43.62% vs VTWAX's -34.20%.

Which has better risk-adjusted returns?

VTWAX currently has the higher Sharpe Ratio (1.73 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.