WAINX vs. WAEMX

In the year-to-date period, WAINX achieves a -8.20% return, which is significantly lower than WAEMX's -6.93% return. Over the past 10 years, WAINX has outperformed WAEMX with an annualized return of 6.95%, while WAEMX has yielded a comparatively lower 0.61% annualized return.

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WAINX has a 1.51% expense ratio, which is lower than WAEMX's 1.91% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging India Fund (WAINX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). 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.

The current WAINX Sharpe Ratio is -0.33, which is comparable to the WAEMX Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of WAINX and WAEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither WAINX nor WAEMX has paid dividends to shareholders.

The maximum WAINX drawdown since its inception was -41.34%, smaller than the maximum WAEMX drawdown of -66.28%. Use the drawdown chart below to compare losses from any high point for WAINX and WAEMX. For additional features, visit the drawdowns tool.

Wasatch Emerging India Fund (WAINX) has a higher volatility of 18.73% compared to Wasatch Emerging Markets Small Cap Fund (WAEMX) at 7.81%. This indicates that WAINX's price experiences larger fluctuations and is considered to be riskier than WAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.