WAISX vs. LIAGX

Last updated Jul 11, 2026

WAISX (Wasatch International Select Fund) and LIAGX (Lord Abbett International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, WAISX returned -2.25%/yr vs 7.65%/yr for LIAGX. Their correlation of 0.84 suggests significant overlap in exposure. WAISX charges 1.30%/yr vs 0.81%/yr for LIAGX.

Performance

WAISX vs. LIAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch International Select Fund (WAISX) and Lord Abbett International Growth Fund (LIAGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WAISX achieves a -0.15% return, which is significantly lower than LIAGX's 24.40% return.

WAISX

• 1D: -0.08%
• 1M: -1.66%
• 6M: -4.12%
• YTD: -0.15%
• 1Y: -11.13%
• 3Y*: 5.46%
• 5Y*: -2.25%
• 10Y*: —

LIAGX

• 1D: 1.23%
• 1M: -0.47%
• 6M: 18.14%
• YTD: 24.40%
• 1Y: 34.44%
• 3Y*: 20.90%
• 5Y*: 7.65%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WAISX vs. LIAGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WAISX Wasatch International Select Fund	-0.15%	9.03%	1.18%	21.48%	-34.87%	3.25%
LIAGX Lord Abbett International Growth Fund	24.40%	25.09%	9.43%	15.73%	-26.63%	0.07%

Correlation

The correlation between WAISX and LIAGX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jun 24, 2021	0.84

The correlation between WAISX and LIAGX has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.

Return for Risk

WAISX vs. LIAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WAISX

WAISX Risk / Return Rank: 1
WAISX Sharpe Ratio Rank: 1
WAISX Sortino Ratio Rank: 1
WAISX Omega Ratio Rank: 1
WAISX Calmar Ratio Rank: 1
WAISX Martin Ratio Rank: 1

LIAGX

LIAGX Risk / Return Rank: 43
LIAGX Sharpe Ratio Rank: 37
LIAGX Sortino Ratio Rank: 34
LIAGX Omega Ratio Rank: 39
LIAGX Calmar Ratio Rank: 53
LIAGX Martin Ratio Rank: 52

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WAISX vs. LIAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch International Select Fund (WAISX) and Lord Abbett International Growth Fund (LIAGX). 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.

	WAISX	LIAGX	Difference
Sharpe ratio: Return per unit of total volatility	-0.75	1.35	-2.09
Sortino ratio: Return per unit of downside risk	-0.99	1.87	-2.85
Omega ratio: Gain probability vs. loss probability	0.89	1.25	-0.37
Calmar ratio: Return relative to maximum drawdown	-0.65	2.24	-2.89
Martin ratio: Return relative to average drawdown	-1.24	8.38	-9.62

WAISX vs. LIAGX - Sharpe Ratio Comparison

The current WAISX Sharpe Ratio is -0.75, which is lower than the LIAGX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of WAISX and LIAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WAISX vs. LIAGX - Drawdown Comparison

The maximum WAISX drawdown since its inception was -45.66%, which is greater than LIAGX's maximum drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for WAISX and LIAGX.

Drawdown Indicators

	WAISX	LIAGX	Difference
Max Drawdown Largest peak-to-trough decline	-45.66%	-37.87%	-7.79%
Max Drawdown (1Y) Largest decline over 1 year	-17.34%	-14.56%	-2.78%
Max Drawdown (3Y) Largest decline over 3 years	-19.48%	-17.11%	-2.37%
Max Drawdown (5Y) Largest decline over 5 years	-45.66%	-37.87%	-7.79%
Current Drawdown Current decline from peak	-19.88%	-6.77%	-13.11%
Average Drawdown Average peak-to-trough decline	-19.15%	-13.05%	-6.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.10%	3.89%	+5.21%

Volatility

WAISX vs. LIAGX - Volatility Comparison

The current volatility for Wasatch International Select Fund (WAISX) is 5.20%, while Lord Abbett International Growth Fund (LIAGX) has a volatility of 11.84%. This indicates that WAISX experiences smaller price fluctuations and is considered to be less risky than LIAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WAISX	LIAGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.20%	11.84%	-6.64%
Volatility (6M) Calculated over the trailing 6-month period	13.06%	21.97%	-8.91%
Volatility (1Y) Calculated over the trailing 1-year period	15.18%	24.22%	-9.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.29%	19.55%	+0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.05%	19.50%	+1.55%

WAISX vs. LIAGX - Expense Ratio Comparison

WAISX has a 1.30% expense ratio, which is higher than LIAGX's 0.81% expense ratio.

Dividends

WAISX vs. LIAGX - Dividend Comparison

WAISX has not paid dividends to shareholders, while LIAGX's dividend yield for the trailing twelve months is around 0.30%.

Position	TTM	2025	2024	2023	2022
LIAGX Lord Abbett International Growth Fund	0.30%	0.38%	0.48%	0.71%	0.89%
WAISX Wasatch International Select Fund	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WAISX and LIAGX in my portfolio?

WAISX and LIAGX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WAISX or LIAGX?

LIAGX has higher volatility (11.84%) compared to WAISX (5.20%). In terms of maximum drawdown, WAISX dropped -45.66% vs LIAGX's -37.87%.

Which has better risk-adjusted returns?

LIAGX currently has the higher Sharpe Ratio (1.35 vs -0.75), 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.