WAIGX vs. CSGIX
WAIGX (Wasatch International Growth Fund) and CSGIX (Calamos International Small Cap Growth Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 3 years, WAIGX returned 8.30%/yr vs 20.23%/yr for CSGIX. Their correlation of 0.80 suggests significant overlap in exposure. WAIGX charges 1.44%/yr vs 2.67%/yr for CSGIX.
Performance
WAIGX vs. CSGIX - Performance Comparison
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Returns By Period
In the year-to-date period, WAIGX achieves a 7.73% return, which is significantly lower than CSGIX's 23.47% return.
WAIGX
- 1D
- 0.06%
- 1M
- -1.00%
- 6M
- 5.58%
- YTD
- 7.73%
- 1Y
- -0.37%
- 3Y*
- 8.30%
- 5Y*
- -2.54%
- 10Y*
- 4.61%
CSGIX
- 1D
- 0.43%
- 1M
- -4.72%
- 6M
- 15.88%
- YTD
- 23.47%
- 1Y
- 19.30%
- 3Y*
- 20.23%
- 5Y*
- —
- 10Y*
- —
WAIGX vs. CSGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WAIGX Wasatch International Growth Fund | 7.73% | 11.89% | -0.62% | 11.64% | -25.00% |
CSGIX Calamos International Small Cap Growth Fund | 23.47% | 15.11% | 10.21% | 13.62% | -20.14% |
Correlation
The correlation between WAIGX and CSGIX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2022 | 0.80 |
The correlation between WAIGX and CSGIX has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.
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Return for Risk
WAIGX vs. CSGIX — Risk / Return Rank
WAIGX
CSGIX
WAIGX vs. CSGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch International Growth Fund (WAIGX) and Calamos International Small Cap Growth Fund (CSGIX). 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.
| WAIGX | CSGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.17 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.35 | -1.40 |
| Martin ratioReturn relative to average drawdown | -0.12 | 3.23 | -3.35 |
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Drawdowns
WAIGX vs. CSGIX - Drawdown Comparison
The maximum WAIGX drawdown since its inception was -67.66%, which is greater than CSGIX's maximum drawdown of -26.50%. Use the drawdown chart below to compare losses from any high point for WAIGX and CSGIX.
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Drawdown Indicators
| WAIGX | CSGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.66% | -26.50% | -41.16% |
Max Drawdown (1Y)Largest decline over 1 year | -17.68% | -13.68% | -4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -19.49% | -20.13% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -48.06% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.06% | — | — |
Current DrawdownCurrent decline from peak | -20.81% | -10.87% | -9.94% |
Average DrawdownAverage peak-to-trough decline | -14.35% | -10.18% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.21% | 5.71% | +1.50% |
Volatility
WAIGX vs. CSGIX - Volatility Comparison
The current volatility for Wasatch International Growth Fund (WAIGX) is 4.95%, while Calamos International Small Cap Growth Fund (CSGIX) has a volatility of 9.65%. This indicates that WAIGX experiences smaller price fluctuations and is considered to be less risky than CSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAIGX | CSGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 9.65% | -4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 19.47% | -6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.24% | 21.79% | -6.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 18.16% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 18.16% | -0.08% |
WAIGX vs. CSGIX - Expense Ratio Comparison
WAIGX has a 1.44% expense ratio, which is lower than CSGIX's 2.67% expense ratio.
Dividends
WAIGX vs. CSGIX - Dividend Comparison
WAIGX's dividend yield for the trailing twelve months is around 49.92%, more than CSGIX's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CSGIX Calamos International Small Cap Growth Fund | 0.99% | 1.22% | 0.00% | 0.00% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WAIGX Wasatch International Growth Fund | 49.92% | 53.78% | 20.59% | 0.00% | 0.00% | 10.13% | 10.93% | 2.50% | 17.84% | 2.71% | 4.01% |
Frequently Asked Questions
WAIGX and CSGIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSGIX has higher volatility (9.65%) compared to WAIGX (4.95%). In terms of maximum drawdown, WAIGX dropped -67.66% vs CSGIX's -26.50%.
CSGIX currently has the higher Sharpe Ratio (0.85 vs -0.06), 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.
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