WAIGX vs. WGROX
WAIGX (Wasatch International Growth Fund) and WGROX (Wasatch Core Growth Fund) are both mutual funds - WAIGX is a Foreign Small & Mid Cap Equities fund managed by Wasatch, while WGROX is a Small Cap Growth Equities fund managed by Wasatch. Over the past 10 years, WAIGX returned 4.03%/yr vs 10.80%/yr for WGROX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. WAIGX charges 1.44%/yr vs 1.17%/yr for WGROX.
Performance
WAIGX vs. WGROX - 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 WGROX's 5.28% return. Over the past 10 years, WAIGX has underperformed WGROX with an annualized return of 4.03%, while WGROX has yielded a comparatively higher 10.80% 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%
WGROX
- 1D
- 0.00%
- 1M
- -1.75%
- 6M
- 1.68%
- YTD
- 5.28%
- 1Y
- 0.46%
- 3Y*
- 5.45%
- 5Y*
- 0.42%
- 10Y*
- 10.80%
- ALL TIME*
- 11.07%
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. WGROX - 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% |
WGROX Wasatch Core Growth Fund | 5.28% | -10.37% | 13.13% | 33.43% | -30.86% | 20.76% | 36.73% | 33.31% | -3.75% | 24.29% |
Correlation
The correlation between WAIGX and WGROX is 0.65, 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. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
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 WGROX has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.
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Return for Risk
WAIGX vs. WGROX — Risk / Return Rank
WAIGX
WGROX
WAIGX vs. WGROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch International Growth Fund (WAIGX) and Wasatch Core Growth Fund (WGROX). 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 | WGROX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.00 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | -0.11 | +0.15 |
| Martin ratioReturn relative to average drawdown | 0.13 | -0.28 | +0.41 |
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Drawdowns
WAIGX vs. WGROX - Drawdown Comparison
The maximum WAIGX drawdown since its inception was -67.66%, which is greater than WGROX's maximum drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for WAIGX and WGROX.
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Drawdown Indicators
| WAIGX | WGROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.66% | -61.61% | -6.05% |
Max Drawdown (1Y)Largest decline over 1 year | -16.64% | -14.95% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -17.68% | -27.61% | +9.93% |
Max Drawdown (5Y)Largest decline over 5 years | -48.06% | -40.16% | -7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -48.06% | -40.16% | -7.90% |
Current DrawdownCurrent decline from peak | -21.91% | -14.59% | -7.32% |
Average DrawdownAverage peak-to-trough decline | -14.36% | -9.92% | -4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.38% | 5.61% | +0.77% |
Volatility
WAIGX vs. WGROX - Volatility Comparison
Wasatch International Growth Fund (WAIGX) has a higher volatility of 5.44% compared to Wasatch Core Growth Fund (WGROX) at 4.88%. This indicates that WAIGX's price experiences larger fluctuations and is considered to be riskier than WGROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAIGX | WGROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 4.88% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 14.57% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 19.69% | -4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.00% | 23.09% | -4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 23.32% | -5.21% |
WAIGX vs. WGROX - Expense Ratio Comparison
WAIGX has a 1.44% expense ratio, which is higher than WGROX's 1.17% expense ratio.
Dividends
WAIGX vs. WGROX - Dividend Comparison
WAIGX's dividend yield for the trailing twelve months is around 50.62%, more than WGROX's 8.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WGROX Wasatch Core Growth Fund | 8.12% | 8.55% | 9.22% | 0.00% | 0.71% | 16.82% | 7.21% | 10.73% | 10.14% | 6.24% | 0.15% | 12.70% |
Frequently Asked Questions
WAIGX and WGROX have a correlation of 0.65, 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 WGROX (4.88%). In terms of maximum drawdown, WAIGX dropped -67.66% vs WGROX's -61.61%.
WAIGX currently has the higher Sharpe Ratio (0.05 vs -0.08), 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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