WAIGX vs. WAESX
Compare and contrast key facts about Wasatch International Growth Fund (WAIGX) and Wasatch Emerging Markets Select Fund (WAESX).
WAIGX is managed by Wasatch. It was launched on Jun 27, 2002. WAESX is managed by Wasatch. It was launched on Dec 12, 2012.
Performance
WAIGX vs. WAESX - Performance Comparison
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WAIGX vs. WAESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAIGX Wasatch International Growth Fund | -7.93% | 11.89% | -0.62% | 11.64% | -36.64% | 10.86% | 24.65% | 29.43% | -15.86% | 33.04% |
WAESX Wasatch Emerging Markets Select Fund | -6.48% | 10.56% | -0.12% | 17.52% | -37.38% | 21.34% | 48.36% | 28.05% | -11.50% | 37.66% |
Returns By Period
In the year-to-date period, WAIGX achieves a -7.93% return, which is significantly lower than WAESX's -6.48% return. Over the past 10 years, WAIGX has underperformed WAESX with an annualized return of 3.25%, while WAESX has yielded a comparatively higher 7.10% annualized return.
WAIGX
- 1D
- 2.80%
- 1M
- -6.92%
- YTD
- -7.93%
- 6M
- -10.56%
- 1Y
- 3.42%
- 3Y*
- 2.52%
- 5Y*
- -4.37%
- 10Y*
- 3.25%
WAESX
- 1D
- 2.10%
- 1M
- -6.73%
- YTD
- -6.48%
- 6M
- -2.46%
- 1Y
- 6.30%
- 3Y*
- 3.59%
- 5Y*
- -2.06%
- 10Y*
- 7.10%
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WAIGX vs. WAESX - Expense Ratio Comparison
WAIGX has a 1.44% expense ratio, which is higher than WAESX's 1.32% expense ratio.
Return for Risk
WAIGX vs. WAESX — Risk / Return Rank
WAIGX
WAESX
WAIGX vs. WAESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch International Growth Fund (WAIGX) and Wasatch Emerging Markets Select Fund (WAESX). 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.
| WAIGX | WAESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.34 | -0.08 |
Sortino ratioReturn per unit of downside risk | 0.46 | 0.60 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.07 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 0.46 | -0.30 |
Martin ratioReturn relative to average drawdown | 0.42 | 1.52 | -1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WAIGX | WAESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.34 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | -0.10 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.36 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.22 | +0.21 |
Correlation
The correlation between WAIGX and WAESX is 0.73, 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
WAIGX vs. WAESX - Dividend Comparison
WAIGX's dividend yield for the trailing twelve months is around 58.41%, while WAESX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
WAIGX Wasatch International Growth Fund | 58.41% | 53.78% | 20.59% | 0.00% | 0.00% | 10.13% | 10.93% | 2.50% | 17.84% | 2.71% | 4.01% |
WAESX Wasatch Emerging Markets Select Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WAIGX vs. WAESX - Drawdown Comparison
The maximum WAIGX drawdown since its inception was -67.66%, which is greater than WAESX's maximum drawdown of -45.85%. Use the drawdown chart below to compare losses from any high point for WAIGX and WAESX.
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Drawdown Indicators
| WAIGX | WAESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.66% | -45.85% | -21.81% |
Max Drawdown (1Y)Largest decline over 1 year | -17.68% | -11.18% | -6.50% |
Max Drawdown (5Y)Largest decline over 5 years | -48.06% | -45.85% | -2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -48.06% | -45.85% | -2.21% |
Current DrawdownCurrent decline from peak | -32.33% | -28.74% | -3.59% |
Average DrawdownAverage peak-to-trough decline | -14.25% | -16.56% | +2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.82% | 3.36% | +3.46% |
Volatility
WAIGX vs. WAESX - Volatility Comparison
The current volatility for Wasatch International Growth Fund (WAIGX) is 6.67%, while Wasatch Emerging Markets Select Fund (WAESX) has a volatility of 7.82%. This indicates that WAIGX experiences smaller price fluctuations and is considered to be less risky than WAESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAIGX | WAESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 7.82% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 12.28% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 18.04% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 19.92% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 19.55% | -1.45% |