WAGSX vs. WGROX
Compare and contrast key facts about Wasatch Global Select Fund (WAGSX) and Wasatch Core Growth Fund (WGROX).
WAGSX is managed by Wasatch. It was launched on Sep 30, 2019. WGROX is managed by Wasatch. It was launched on Dec 8, 1986.
Performance
WAGSX vs. WGROX - Performance Comparison
Loading graphics...
WAGSX vs. WGROX - 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% |
WGROX Wasatch Core Growth Fund | -5.57% | -10.37% | 13.13% | 33.43% | -30.86% | 20.76% | 36.73% | 10.87% |
Returns By Period
In the year-to-date period, WAGSX achieves a -8.14% return, which is significantly lower than WGROX's -5.57% return.
WAGSX
- 1D
- 3.20%
- 1M
- -6.62%
- YTD
- -8.14%
- 6M
- -9.69%
- 1Y
- -5.29%
- 3Y*
- 3.04%
- 5Y*
- -2.05%
- 10Y*
- —
WGROX
- 1D
- 3.27%
- 1M
- -8.34%
- YTD
- -5.57%
- 6M
- -8.36%
- 1Y
- -6.59%
- 3Y*
- 5.47%
- 5Y*
- -0.24%
- 10Y*
- 10.21%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WAGSX vs. WGROX - Expense Ratio Comparison
WAGSX has a 1.35% expense ratio, which is higher than WGROX's 1.17% expense ratio.
Return for Risk
WAGSX vs. WGROX — Risk / Return Rank
WAGSX
WGROX
WAGSX vs. WGROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Select Fund (WAGSX) and Wasatch Core Growth Fund (WGROX). 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 | WGROX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.29 | -0.26 | -0.03 |
Sortino ratioReturn per unit of downside risk | -0.31 | -0.22 | -0.09 |
Omega ratioGain probability vs. loss probability | 0.96 | 0.97 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | -0.39 | +0.07 |
Martin ratioReturn relative to average drawdown | -0.87 | -1.08 | +0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WAGSX | WGROX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.29 | -0.26 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | -0.01 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.54 | -0.36 |
Correlation
The correlation between WAGSX and WGROX is 0.87, 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. WGROX - Dividend Comparison
WAGSX has not paid dividends to shareholders, while WGROX's dividend yield for the trailing twelve months is around 9.06%.
| 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% |
WGROX Wasatch Core Growth Fund | 9.06% | 8.55% | 9.22% | 0.00% | 0.71% | 16.82% | 7.21% | 10.73% | 10.14% | 6.24% | 0.15% | 12.70% |
Drawdowns
WAGSX vs. WGROX - Drawdown Comparison
The maximum WAGSX drawdown since its inception was -43.62%, smaller than the maximum WGROX drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for WAGSX and WGROX.
Loading graphics...
Drawdown Indicators
| WAGSX | WGROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.62% | -61.61% | +17.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -15.89% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -43.62% | -40.16% | -3.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.16% | — |
Current DrawdownCurrent decline from peak | -25.80% | -23.39% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -17.70% | -9.86% | -7.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.55% | 5.79% | +0.76% |
Volatility
WAGSX vs. WGROX - Volatility Comparison
The current volatility for Wasatch Global Select Fund (WAGSX) is 6.59%, while Wasatch Core Growth Fund (WGROX) has a volatility of 7.39%. This indicates that WAGSX experiences smaller price fluctuations and is considered to be less risky than WGROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WAGSX | WGROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 7.39% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 14.04% | -3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.59% | 24.08% | -6.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 22.91% | -3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 23.25% | -2.07% |