WAIOX vs. VFINX
Compare and contrast key facts about Wasatch International Opportunities Fund (WAIOX) and Vanguard 500 Index Fund Investor Shares (VFINX).
WAIOX is managed by Wasatch. It was launched on Jan 26, 2005. VFINX is managed by Vanguard.
Performance
WAIOX vs. VFINX - Performance Comparison
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WAIOX vs. VFINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAIOX Wasatch International Opportunities Fund | -10.06% | 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 | -7.09% | 17.71% | 24.84% | 26.12% | -18.24% | 28.53% | 18.20% | 31.33% | -4.55% | 21.66% |
Returns By Period
In the year-to-date period, WAIOX achieves a -10.06% return, which is significantly lower than VFINX's -7.09% return. Over the past 10 years, WAIOX has underperformed VFINX with an annualized return of 2.46%, while VFINX has yielded a comparatively higher 13.60% annualized return.
WAIOX
- 1D
- -0.62%
- 1M
- -11.54%
- YTD
- -10.06%
- 6M
- -14.09%
- 1Y
- -7.43%
- 3Y*
- -1.42%
- 5Y*
- -9.04%
- 10Y*
- 2.46%
VFINX
- 1D
- -0.39%
- 1M
- -7.69%
- YTD
- -7.09%
- 6M
- -4.65%
- 1Y
- 14.30%
- 3Y*
- 17.02%
- 5Y*
- 11.26%
- 10Y*
- 13.60%
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WAIOX vs. VFINX - Expense Ratio Comparison
WAIOX has a 1.96% expense ratio, which is higher than VFINX's 0.14% expense ratio.
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.
| WAIOX | VFINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.55 | 0.83 | -1.38 |
Sortino ratioReturn per unit of downside risk | -0.66 | 1.29 | -1.95 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.20 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.05 | -1.44 |
Martin ratioReturn relative to average drawdown | -0.87 | 5.08 | -5.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WAIOX | VFINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | 0.83 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.54 | 0.67 | -1.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.76 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.59 | -0.23 |
Correlation
The correlation between WAIOX and VFINX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WAIOX vs. VFINX - Dividend Comparison
WAIOX's dividend yield for the trailing twelve months is around 75.93%, more than VFINX's 1.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAIOX Wasatch International Opportunities Fund | 75.93% | 68.29% | 0.00% | 0.00% | 0.00% | 14.35% | 1.98% | 2.38% | 2.73% | 7.00% | 0.00% | 4.76% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.11% | 1.02% | 1.14% | 1.36% | 1.57% | 1.15% | 1.45% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% |
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 | -21.23% | -12.12% | -9.11% |
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 | -44.13% | -8.92% | -35.21% |
Average DrawdownAverage peak-to-trough decline | -16.66% | -8.31% | -8.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.60% | 2.50% | +7.10% |
Volatility
WAIOX vs. VFINX - Volatility Comparison
Wasatch International Opportunities Fund (WAIOX) has a higher volatility of 5.39% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 4.24%. 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 | 5.39% | 4.24% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 9.08% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.18% | 18.13% | -3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 16.86% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 18.03% | -1.66% |