WAIGX vs. WCMSX
WAIGX (Wasatch International Growth Fund) and WCMSX (WCM International Small Cap Growth Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, WAIGX returned 4.03%/yr vs 11.30%/yr for WCMSX. Their correlation of 0.88 means they have usually moved in the same direction. WAIGX charges 1.44%/yr vs 1.25%/yr for WCMSX.
Performance
WAIGX vs. WCMSX - 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 WCMSX's 4.27% return. Over the past 10 years, WAIGX has underperformed WCMSX with an annualized return of 4.03%, while WCMSX has yielded a comparatively higher 11.30% 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%
WCMSX
- 1D
- 0.16%
- 1M
- -6.10%
- 6M
- -1.32%
- YTD
- 4.27%
- 1Y
- 0.26%
- 3Y*
- 11.03%
- 5Y*
- -1.60%
- 10Y*
- 11.30%
- ALL TIME*
- 11.43%
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. WCMSX - 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% |
WCMSX WCM International Small Cap Growth Fund | 4.27% | 18.14% | 4.33% | 22.26% | -42.12% | 16.65% | 55.36% | 45.02% | -8.94% | 42.35% |
Correlation
The correlation between WAIGX and WCMSX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.88 |
The correlation between WAIGX and WCMSX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
WAIGX vs. WCMSX — Risk / Return Rank
WAIGX
WCMSX
WAIGX vs. WCMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch International Growth Fund (WAIGX) and WCM International Small Cap Growth Fund (WCMSX). 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 | WCMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.01 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | -0.02 | +0.07 |
| Martin ratioReturn relative to average drawdown | 0.13 | -0.05 | +0.18 |
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Drawdowns
WAIGX vs. WCMSX - Drawdown Comparison
The maximum WAIGX drawdown since its inception was -67.66%, which is greater than WCMSX's maximum drawdown of -51.60%. Use the drawdown chart below to compare losses from any high point for WAIGX and WCMSX.
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Drawdown Indicators
| WAIGX | WCMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.66% | -51.60% | -16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -16.64% | -14.39% | -2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.68% | -18.77% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -48.06% | -51.60% | +3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -48.06% | -51.60% | +3.54% |
Current DrawdownCurrent decline from peak | -21.91% | -15.66% | -6.25% |
Average DrawdownAverage peak-to-trough decline | -14.36% | -15.71% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.38% | 4.94% | +1.44% |
Volatility
WAIGX vs. WCMSX - Volatility Comparison
The current volatility for Wasatch International Growth Fund (WAIGX) is 5.44%, while WCM International Small Cap Growth Fund (WCMSX) has a volatility of 7.40%. This indicates that WAIGX experiences smaller price fluctuations and is considered to be less risky than WCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAIGX | WCMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 7.40% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 17.64% | -4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 20.04% | -4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.00% | 21.33% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 20.16% | -2.05% |
WAIGX vs. WCMSX - Expense Ratio Comparison
WAIGX has a 1.44% expense ratio, which is higher than WCMSX's 1.25% expense ratio.
Dividends
WAIGX vs. WCMSX - Dividend Comparison
WAIGX's dividend yield for the trailing twelve months is around 50.62%, more than WCMSX's 0.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WCMSX WCM International Small Cap Growth Fund | 0.78% | 0.81% | 1.31% | 0.00% | 0.00% | 10.27% | 2.73% | 0.57% | 4.04% | 1.10% | 0.00% |
Frequently Asked Questions
WAIGX and WCMSX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCMSX has higher volatility (7.40%) compared to WAIGX (5.44%). In terms of maximum drawdown, WAIGX dropped -67.66% vs WCMSX's -51.60%.
WAIGX currently has the higher Sharpe Ratio (0.05 vs -0.01), 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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