PortfoliosLab logoPortfoliosLab logo
WAGSX vs. WGROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAGSX vs. WGROX - Performance Comparison

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

Loading graphics...

WAGSX vs. WGROX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

WAGSX
WAGSX Risk / Return Rank: 22
Overall Rank
WAGSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WAGSX Sortino Ratio Rank: 22
Sortino Ratio Rank
WAGSX Omega Ratio Rank: 22
Omega Ratio Rank
WAGSX Calmar Ratio Rank: 22
Calmar Ratio Rank
WAGSX Martin Ratio Rank: 22
Martin Ratio Rank

WGROX
WGROX Risk / Return Rank: 22
Overall Rank
WGROX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WGROX Sortino Ratio Rank: 22
Sortino Ratio Rank
WGROX Omega Ratio Rank: 33
Omega Ratio Rank
WGROX Calmar Ratio Rank: 22
Calmar Ratio Rank
WGROX Martin Ratio Rank: 22
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.

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.


WAGSXWGROXDifference

Sharpe ratio

Return per unit of total volatility

-0.29

-0.26

-0.03

Sortino ratio

Return per unit of downside risk

-0.31

-0.22

-0.09

Omega ratio

Gain probability vs. loss probability

0.96

0.97

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.32

-0.39

+0.07

Martin ratio

Return relative to average drawdown

-0.87

-1.08

+0.21

WAGSX vs. WGROX - Sharpe Ratio Comparison

The current WAGSX Sharpe Ratio is -0.29, which is comparable to the WGROX Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of WAGSX and WGROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WAGSXWGROXDifference

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%.


TTM20252024202320222021202020192018201720162015
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


WAGSXWGROXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-25.80%

-23.39%

-2.41%

Average Drawdown

Average peak-to-trough decline

-17.70%

-9.86%

-7.84%

Ulcer Index

Depth 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


WAGSXWGROXDifference

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%