WAIOX vs. WMICX
Compare and contrast key facts about Wasatch International Opportunities Fund (WAIOX) and Wasatch Micro Cap Fund (WMICX).
WAIOX is managed by Wasatch. It was launched on Jan 26, 2005. WMICX is managed by Wasatch. It was launched on Jun 19, 1995.
Performance
WAIOX vs. WMICX - Performance Comparison
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WAIOX vs. WMICX - 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% |
WMICX Wasatch Micro Cap Fund | -6.11% | 4.84% | 20.91% | 22.58% | -40.64% | 4.51% | 64.84% | 42.31% | 1.73% | 36.17% |
Returns By Period
In the year-to-date period, WAIOX achieves a -10.06% return, which is significantly lower than WMICX's -6.11% return. Over the past 10 years, WAIOX has underperformed WMICX with an annualized return of 2.46%, while WMICX has yielded a comparatively higher 12.75% 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%
WMICX
- 1D
- -0.97%
- 1M
- -11.81%
- YTD
- -6.11%
- 6M
- -4.35%
- 1Y
- 17.97%
- 3Y*
- 9.56%
- 5Y*
- -3.99%
- 10Y*
- 12.75%
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WAIOX vs. WMICX - Expense Ratio Comparison
WAIOX has a 1.96% expense ratio, which is higher than WMICX's 1.63% expense ratio.
Return for Risk
WAIOX vs. WMICX — Risk / Return Rank
WAIOX
WMICX
WAIOX vs. WMICX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch International Opportunities Fund (WAIOX) and Wasatch Micro Cap Fund (WMICX). 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 | WMICX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.55 | 0.81 | -1.36 |
Sortino ratioReturn per unit of downside risk | -0.66 | 1.30 | -1.96 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.16 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.08 | -1.47 |
Martin ratioReturn relative to average drawdown | -0.87 | 3.88 | -4.75 |
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 | WMICX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | 0.81 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.54 | -0.16 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.53 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.63 | -0.26 |
Correlation
The correlation between WAIOX and WMICX 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. WMICX - Dividend Comparison
WAIOX's dividend yield for the trailing twelve months is around 75.93%, while WMICX has not paid dividends to shareholders.
| 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% |
WMICX Wasatch Micro Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 30.82% | 5.68% | 11.40% | 29.75% | 15.30% | 9.30% | 16.58% |
Drawdowns
WAIOX vs. WMICX - Drawdown Comparison
The maximum WAIOX drawdown since its inception was -68.04%, roughly equal to the maximum WMICX drawdown of -65.21%. Use the drawdown chart below to compare losses from any high point for WAIOX and WMICX.
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Drawdown Indicators
| WAIOX | WMICX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.04% | -65.21% | -2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -21.23% | -14.32% | -6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -50.21% | -48.70% | -1.51% |
Max Drawdown (10Y)Largest decline over 10 years | -50.21% | -50.96% | +0.75% |
Current DrawdownCurrent decline from peak | -44.13% | -26.07% | -18.06% |
Average DrawdownAverage peak-to-trough decline | -16.66% | -13.32% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.60% | 3.98% | +5.62% |
Volatility
WAIOX vs. WMICX - Volatility Comparison
The current volatility for Wasatch International Opportunities Fund (WAIOX) is 5.39%, while Wasatch Micro Cap Fund (WMICX) has a volatility of 6.30%. This indicates that WAIOX experiences smaller price fluctuations and is considered to be less risky than WMICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAIOX | WMICX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 6.30% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 13.90% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.18% | 22.36% | -8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 24.48% | -7.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 24.31% | -7.94% |