WAIOX vs. VFINX
WAIOX (Wasatch International Opportunities Fund) and VFINX (Vanguard 500 Index Fund Investor Shares) are both mutual funds - WAIOX is a Foreign Small & Mid Cap Equities fund managed by Wasatch, while VFINX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, WAIOX returned 3.49%/yr vs 14.85%/yr for VFINX. Their 0.55 correlation means they have sometimes moved together and sometimes differently. WAIOX charges 1.96%/yr vs 0.14%/yr for VFINX.
Performance
WAIOX vs. VFINX - Performance Comparison
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Returns By Period
In the year-to-date period, WAIOX achieves a 5.03% return, which is significantly lower than VFINX's 9.27% return. Over the past 10 years, WAIOX has underperformed VFINX with an annualized return of 3.49%, while VFINX has yielded a comparatively higher 14.85% annualized return.
WAIOX
- 1D
- 1.62%
- 1M
- -3.09%
- 6M
- 4.44%
- YTD
- 5.03%
- 1Y
- -3.01%
- 3Y*
- 3.33%
- 5Y*
- -7.01%
- 10Y*
- 3.49%
- ALL TIME*
- 6.80%
VFINX
- 1D
- 1.66%
- 1M
- -0.57%
- 6M
- 7.72%
- YTD
- 9.27%
- 1Y
- 20.48%
- 3Y*
- 18.88%
- 5Y*
- 12.53%
- 10Y*
- 14.85%
- ALL TIME*
- 10.68%
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 |
WAIOX vs. VFINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAIOX Wasatch International Opportunities Fund | 5.03% | 2.57% | -4.49% | 10.64% | -36.63% | -1.36% | 41.75% | 32.19% | -14.69% | 27.69% |
VFINX Vanguard 500 Index Fund Investor Shares | 9.27% | 17.71% | 24.84% | 26.12% | -18.24% | 28.53% | 18.20% | 31.33% | -4.55% | 21.66% |
Correlation
The correlation between WAIOX and VFINX 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. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2005 | 0.55 |
The correlation between WAIOX and VFINX has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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Return for Risk
WAIOX vs. VFINX — Risk / Return Rank
WAIOX
VFINX
WAIOX vs. VFINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch International Opportunities Fund (WAIOX) and Vanguard 500 Index Fund Investor Shares (VFINX). 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.
| WAIOX | VFINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.25 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.04 | -2.22 |
| Martin ratioReturn relative to average drawdown | -0.43 | 8.76 | -9.19 |
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Drawdowns
WAIOX vs. VFINX - Drawdown Comparison
The maximum WAIOX drawdown since its inception was -68.04%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WAIOX and VFINX.
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Drawdown Indicators
| WAIOX | VFINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.04% | -55.25% | -12.79% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -8.92% | -9.26% |
Max Drawdown (3Y)Largest decline over 3 years | -21.23% | -18.76% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -50.21% | -24.59% | -25.62% |
Max Drawdown (10Y)Largest decline over 10 years | -50.21% | -33.83% | -16.38% |
Current DrawdownCurrent decline from peak | -34.76% | -2.13% | -32.63% |
Average DrawdownAverage peak-to-trough decline | -16.93% | -8.26% | -8.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.71% | 2.08% | +5.63% |
Volatility
WAIOX vs. VFINX - Volatility Comparison
Wasatch International Opportunities Fund (WAIOX) has a higher volatility of 4.80% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 3.44%. This indicates that WAIOX's price experiences larger fluctuations and is considered to be riskier than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAIOX | VFINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 3.44% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.83% | 10.10% | +2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 12.86% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 17.01% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 18.07% | -1.48% |
WAIOX vs. VFINX - Expense Ratio Comparison
WAIOX has a 1.96% expense ratio, which is higher than VFINX's 0.14% expense ratio.
Dividends
WAIOX vs. VFINX - Dividend Comparison
WAIOX's dividend yield for the trailing twelve months is around 65.02%, more than VFINX's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFINX Vanguard 500 Index Fund Investor Shares | 0.97% | 1.02% | 1.14% | 1.36% | 1.57% | 1.15% | 1.45% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% |
WAIOX Wasatch International Opportunities Fund | 65.02% | 68.29% | 0.00% | 0.00% | 0.00% | 14.35% | 1.98% | 2.38% | 2.73% | 7.00% | 0.00% | 4.76% |
Frequently Asked Questions
WAIOX and VFINX 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.
WAIOX has higher volatility (4.80%) compared to VFINX (3.44%). In terms of maximum drawdown, WAIOX dropped -68.04% vs VFINX's -55.25%.
VFINX currently has the higher Sharpe Ratio (1.42 vs -0.22), 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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