WAIGX vs. WAAEX
WAIGX (Wasatch International Growth Fund) and WAAEX (Wasatch Small Cap Growth Fund) are both mutual funds - WAIGX is a Foreign Small & Mid Cap Equities fund managed by Wasatch, while WAAEX is a Small Cap Growth Equities fund managed by Wasatch. Over the past 10 years, WAIGX returned 4.03%/yr vs 8.80%/yr for WAAEX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. WAIGX charges 1.44%/yr vs 1.12%/yr for WAAEX.
Performance
WAIGX vs. WAAEX - Performance Comparison
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Returns By Period
In the year-to-date period, WAIGX achieves a 6.24% return, which is significantly higher than WAAEX's 2.81% return. Over the past 10 years, WAIGX has underperformed WAAEX with an annualized return of 4.03%, while WAAEX has yielded a comparatively higher 8.80% annualized return.
WAIGX
- 1D
- -0.13%
- 1M
- -2.00%
- 6M
- 6.82%
- YTD
- 6.24%
- 1Y
- 0.60%
- 3Y*
- 7.59%
- 5Y*
- -2.90%
- 10Y*
- 4.03%
- ALL TIME*
- 8.27%
WAAEX
- 1D
- -0.31%
- 1M
- -1.74%
- 6M
- 0.13%
- YTD
- 2.81%
- 1Y
- 1.14%
- 3Y*
- 3.22%
- 5Y*
- -5.53%
- 10Y*
- 8.80%
- ALL TIME*
- 10.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WAIGX vs. WAAEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAIGX Wasatch International Growth Fund | 6.24% | 11.89% | -0.62% | 11.64% | -36.64% | 10.86% | 24.65% | 29.43% | -15.86% | 33.04% |
WAAEX Wasatch Small Cap Growth Fund | 2.81% | -8.78% | 15.50% | 21.24% | -40.26% | 7.68% | 54.65% | 40.29% | 2.42% | 21.72% |
Correlation
The correlation between WAIGX and WAAEX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2002 | 0.61 |
The correlation between WAIGX and WAAEX has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
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Return for Risk
WAIGX vs. WAAEX — Risk / Return Rank
WAIGX
WAAEX
WAIGX vs. WAAEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch International Growth Fund (WAIGX) and Wasatch Small Cap Growth Fund (WAAEX). 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 | WAAEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.01 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | -0.05 | +0.10 |
| Martin ratioReturn relative to average drawdown | 0.13 | -0.12 | +0.25 |
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Drawdowns
WAIGX vs. WAAEX - Drawdown Comparison
The maximum WAIGX drawdown since its inception was -67.66%, which is greater than WAAEX's maximum drawdown of -56.48%. Use the drawdown chart below to compare losses from any high point for WAIGX and WAAEX.
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Drawdown Indicators
| WAIGX | WAAEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.66% | -56.48% | -11.18% |
Max Drawdown (1Y)Largest decline over 1 year | -16.64% | -16.60% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -17.68% | -27.68% | +10.00% |
Max Drawdown (5Y)Largest decline over 5 years | -48.06% | -50.51% | +2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -48.06% | -50.51% | +2.45% |
Current DrawdownCurrent decline from peak | -21.91% | -30.44% | +8.53% |
Average DrawdownAverage peak-to-trough decline | -14.36% | -12.20% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.38% | 6.65% | -0.27% |
Volatility
WAIGX vs. WAAEX - Volatility Comparison
Wasatch International Growth Fund (WAIGX) has a higher volatility of 5.44% compared to Wasatch Small Cap Growth Fund (WAAEX) at 4.78%. This indicates that WAIGX's price experiences larger fluctuations and is considered to be riskier than WAAEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAIGX | WAAEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 4.78% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 14.41% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 19.28% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.00% | 25.45% | -6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 25.05% | -6.94% |
WAIGX vs. WAAEX - Expense Ratio Comparison
WAIGX has a 1.44% expense ratio, which is higher than WAAEX's 1.12% expense ratio.
Dividends
WAIGX vs. WAAEX - Dividend Comparison
WAIGX's dividend yield for the trailing twelve months is around 50.62%, more than WAAEX's 1.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAAEX Wasatch Small Cap Growth Fund | 1.92% | 1.97% | 0.00% | 0.00% | 0.00% | 21.65% | 6.25% | 14.78% | 38.79% | 11.70% | 8.83% | 18.47% |
WAIGX Wasatch International Growth Fund | 50.62% | 53.78% | 20.59% | 0.00% | 0.00% | 10.13% | 10.93% | 2.50% | 17.84% | 2.71% | 4.01% | 0.00% |
Frequently Asked Questions
WAIGX and WAAEX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WAIGX has higher volatility (5.44%) compared to WAAEX (4.78%). In terms of maximum drawdown, WAIGX dropped -67.66% vs WAAEX's -56.48%.
WAIGX currently has the higher Sharpe Ratio (0.05 vs -0.04), 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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