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WAINX vs. EPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WAINX vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Emerging India Fund (WAINX) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WAINX achieves a 0.48% return, which is significantly higher than EPI's -7.13% return. Both investments have delivered pretty close results over the past 10 years, with WAINX having a 9.07% annualized return and EPI not far behind at 8.68%.


WAINX

1D
0.00%
1M
0.24%
6M
10.29%
YTD
0.48%
1Y
-2.65%
3Y*
5.04%
5Y*
2.72%
10Y*
9.07%
ALL TIME*
9.58%

EPI

1D
0.07%
1M
0.16%
6M
-4.00%
YTD
-7.13%
1Y
-3.95%
3Y*
5.78%
5Y*
6.02%
10Y*
8.68%
ALL TIME*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$17.75M$16.45M$21.29M
$0.00$0.00$0.00

WAINX vs. EPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAINX
Wasatch Emerging India Fund
0.48%-5.33%9.23%20.90%-21.77%37.56%17.63%13.78%-5.45%53.39%
EPI
WisdomTree India Earnings Fund
-7.13%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%

Correlation

The correlation between WAINX and EPI 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.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.68

Correlation (10Y)
Provides a long-term view across more market conditions.

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2011

0.69

The correlation between WAINX and EPI has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

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Return for Risk

WAINX vs. EPI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WAINX
WAINX Risk / Return Rank: 33
Overall Rank
WAINX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WAINX Sortino Ratio Rank: 33
Sortino Ratio Rank
WAINX Omega Ratio Rank: 33
Omega Ratio Rank
WAINX Calmar Ratio Rank: 33
Calmar Ratio Rank
WAINX Martin Ratio Rank: 33
Martin Ratio Rank

EPI
EPI Risk / Return Rank: 77
Overall Rank
EPI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 77
Sortino Ratio Rank
EPI Omega Ratio Rank: 77
Omega Ratio Rank
EPI Calmar Ratio Rank: 88
Calmar Ratio Rank
EPI Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WAINX vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging India Fund (WAINX) and WisdomTree India Earnings Fund (EPI). 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.


WAINXEPIDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

0.98

0.97

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.15

-0.25

+0.10

Martin ratioReturn relative to average drawdown

-0.36

-0.59

+0.23

WAINX vs. EPI - Sharpe Ratio Comparison

The current WAINX Sharpe Ratio is -0.22, which is comparable to the EPI Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of WAINX and EPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WAINX vs. EPI - Drawdown Comparison

The maximum WAINX drawdown since its inception was -41.34%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for WAINX and EPI.


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Drawdown Indicators


WAINXEPIDifference

Max Drawdown

Largest peak-to-trough decline

-41.34%

-66.21%

+24.87%

Max Drawdown (1Y)

Largest decline over 1 year

-25.11%

-15.69%

-9.42%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-21.89%

-9.12%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

-21.89%

-9.12%

Max Drawdown (10Y)

Largest decline over 10 years

-41.34%

-50.29%

+8.95%

Current Drawdown

Current decline from peak

-13.14%

-15.19%

+2.05%

Average Drawdown

Average peak-to-trough decline

-9.37%

-18.63%

+9.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.66%

6.67%

+3.99%

Volatility

WAINX vs. EPI - Volatility Comparison

Wasatch Emerging India Fund (WAINX) has a higher volatility of 5.72% compared to WisdomTree India Earnings Fund (EPI) at 3.62%. This indicates that WAINX's price experiences larger fluctuations and is considered to be riskier than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAINXEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

3.62%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

13.01%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.41%

15.28%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

16.29%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

20.27%

-1.18%

WAINX vs. EPI - Expense Ratio Comparison

WAINX has a 1.51% expense ratio, which is higher than EPI's 0.84% expense ratio.


Dividends

WAINX vs. EPI - Dividend Comparison

WAINX's dividend yield for the trailing twelve months is around 29.03%, while EPI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EPI
WisdomTree India Earnings Fund
0.00%0.00%0.27%0.15%6.01%1.18%0.78%1.17%1.18%0.85%1.05%1.20%
WAINX
Wasatch Emerging India Fund
29.03%29.17%20.19%4.23%1.15%4.29%0.00%0.32%6.95%2.91%1.06%1.40%

Frequently Asked Questions


WAINX and EPI 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.

WAINX has higher volatility (5.72%) compared to EPI (3.62%). In terms of maximum drawdown, WAINX dropped -41.34% vs EPI's -66.21%.

WAINX currently has the higher Sharpe Ratio (-0.22 vs -0.26), 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.

Portfolio Optimizer

Find the right allocation for WAINX and EPI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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