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WAIGX vs. VFINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAIGX vs. VFINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch International Growth Fund (WAIGX) and Vanguard 500 Index Fund Investor Shares (VFINX). The values are adjusted to include any dividend payments, if applicable.

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WAIGX vs. VFINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAIGX
Wasatch International Growth Fund
-10.44%11.89%-0.62%11.64%-36.64%10.86%24.65%29.43%-15.86%33.04%
VFINX
Vanguard 500 Index Fund Investor Shares
-7.09%17.71%24.84%26.12%-18.24%28.53%18.20%31.33%-4.55%21.66%

Returns By Period

In the year-to-date period, WAIGX achieves a -10.44% return, which is significantly lower than VFINX's -7.09% return. Over the past 10 years, WAIGX has underperformed VFINX with an annualized return of 2.96%, while VFINX has yielded a comparatively higher 13.60% annualized return.


WAIGX

1D
-0.68%
1M
-10.98%
YTD
-10.44%
6M
-13.51%
1Y
1.15%
3Y*
1.58%
5Y*
-4.51%
10Y*
2.96%

VFINX

1D
-0.39%
1M
-7.69%
YTD
-7.09%
6M
-4.65%
1Y
14.30%
3Y*
17.02%
5Y*
11.26%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAIGX vs. VFINX - Expense Ratio Comparison

WAIGX has a 1.44% expense ratio, which is higher than VFINX's 0.14% expense ratio.


Return for Risk

WAIGX vs. VFINX — Risk / Return Rank

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

WAIGX
WAIGX Risk / Return Rank: 55
Overall Rank
WAIGX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WAIGX Sortino Ratio Rank: 55
Sortino Ratio Rank
WAIGX Omega Ratio Rank: 55
Omega Ratio Rank
WAIGX Calmar Ratio Rank: 55
Calmar Ratio Rank
WAIGX Martin Ratio Rank: 55
Martin Ratio Rank

VFINX
VFINX Risk / Return Rank: 4545
Overall Rank
VFINX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFINX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VFINX Omega Ratio Rank: 4949
Omega Ratio Rank
VFINX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VFINX Martin Ratio Rank: 5252
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.

WAIGX vs. VFINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch International Growth Fund (WAIGX) and Vanguard 500 Index Fund Investor Shares (VFINX). 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.


WAIGXVFINXDifference

Sharpe ratio

Return per unit of total volatility

0.00

0.83

-0.82

Sortino ratio

Return per unit of downside risk

0.11

1.29

-1.18

Omega ratio

Gain probability vs. loss probability

1.01

1.20

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.08

1.05

-1.13

Martin ratio

Return relative to average drawdown

-0.22

5.08

-5.29

WAIGX vs. VFINX - Sharpe Ratio Comparison

The current WAIGX Sharpe Ratio is 0.00, which is lower than the VFINX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of WAIGX and VFINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WAIGXVFINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

0.83

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.67

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.76

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.59

-0.18

Correlation

The correlation between WAIGX and VFINX is 0.61, 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

WAIGX vs. VFINX - Dividend Comparison

WAIGX's dividend yield for the trailing twelve months is around 60.05%, more than VFINX's 1.11% yield.


TTM20252024202320222021202020192018201720162015
WAIGX
Wasatch International Growth Fund
60.05%53.78%20.59%0.00%0.00%10.13%10.93%2.50%17.84%2.71%4.01%0.00%
VFINX
Vanguard 500 Index Fund Investor Shares
1.11%1.02%1.14%1.36%1.57%1.15%1.45%1.77%1.94%1.69%1.92%1.99%

Drawdowns

WAIGX vs. VFINX - Drawdown Comparison

The maximum WAIGX drawdown since its inception was -67.66%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WAIGX and VFINX.


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Drawdown Indicators


WAIGXVFINXDifference

Max Drawdown

Largest peak-to-trough decline

-67.66%

-55.25%

-12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-17.68%

-12.12%

-5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-48.06%

-24.59%

-23.47%

Max Drawdown (10Y)

Largest decline over 10 years

-48.06%

-33.83%

-14.23%

Current Drawdown

Current decline from peak

-34.17%

-8.92%

-25.25%

Average Drawdown

Average peak-to-trough decline

-14.25%

-8.31%

-5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

2.50%

+4.25%

Volatility

WAIGX vs. VFINX - Volatility Comparison

Wasatch International Growth Fund (WAIGX) has a higher volatility of 5.94% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 4.24%. This indicates that WAIGX's price experiences larger fluctuations and is considered to be riskier than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAIGXVFINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

4.24%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

9.08%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

18.13%

-2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.59%

16.86%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

18.03%

+0.05%