WAISX vs. SSIFX
WAISX (Wasatch International Select Fund) and SSIFX (Sextant International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, WAISX returned -2.84%/yr vs 7.36%/yr for SSIFX. Their correlation of 0.80 means they have usually moved in the same direction. WAISX charges 1.30%/yr vs 1.27%/yr for SSIFX.
Performance
WAISX vs. SSIFX - Performance Comparison
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Returns By Period
In the year-to-date period, WAISX achieves a -0.08% return, which is significantly lower than SSIFX's 15.36% return.
WAISX
- 1D
- 2.20%
- 1M
- -0.69%
- 6M
- -1.59%
- YTD
- -0.08%
- 1Y
- -8.30%
- 3Y*
- 4.46%
- 5Y*
- -2.84%
- 10Y*
- —
- ALL TIME*
- 3.95%
SSIFX
- 1D
- 4.06%
- 1M
- -2.66%
- 6M
- 8.79%
- YTD
- 15.36%
- 1Y
- 26.61%
- 3Y*
- 16.08%
- 5Y*
- 7.36%
- 10Y*
- 10.99%
- ALL TIME*
- 8.03%
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 |
WAISX vs. SSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WAISX Wasatch International Select Fund | -0.08% | 9.03% | 1.18% | 21.48% | -34.87% | 4.99% | 27.05% | 12.00% |
SSIFX Sextant International Fund | 15.36% | 22.73% | 1.26% | 24.82% | -22.62% | 17.45% | 15.09% | 5.15% |
Correlation
The correlation between WAISX and SSIFX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2019 | 0.80 |
The correlation between WAISX and SSIFX has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
WAISX vs. SSIFX — Risk / Return Rank
WAISX
SSIFX
WAISX vs. SSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch International Select Fund (WAISX) and Sextant International Fund (SSIFX). 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 | SSIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.20 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 1.96 | -2.52 |
| Martin ratioReturn relative to average drawdown | -1.04 | 5.98 | -7.02 |
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Drawdowns
WAISX vs. SSIFX - Drawdown Comparison
The maximum WAISX drawdown since its inception was -45.66%, smaller than the maximum SSIFX drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for WAISX and SSIFX.
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Drawdown Indicators
| WAISX | SSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.66% | -56.24% | +10.58% |
Max Drawdown (1Y)Largest decline over 1 year | -16.89% | -12.38% | -4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -17.73% | -20.44% | +2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -45.66% | -34.21% | -11.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.21% | — |
Current DrawdownCurrent decline from peak | -19.82% | -6.45% | -13.37% |
Average DrawdownAverage peak-to-trough decline | -19.16% | -11.78% | -7.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.13% | 4.04% | +5.09% |
Volatility
WAISX vs. SSIFX - Volatility Comparison
The current volatility for Wasatch International Select Fund (WAISX) is 4.87%, while Sextant International Fund (SSIFX) has a volatility of 6.84%. This indicates that WAISX experiences smaller price fluctuations and is considered to be less risky than SSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAISX | SSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 6.84% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 17.72% | -4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 21.88% | -6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.32% | 19.31% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 18.11% | +2.90% |
WAISX vs. SSIFX - Expense Ratio Comparison
WAISX has a 1.30% expense ratio, which is higher than SSIFX's 1.27% expense ratio.
Dividends
WAISX vs. SSIFX - Dividend Comparison
WAISX has not paid dividends to shareholders, while SSIFX's dividend yield for the trailing twelve months is around 13.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSIFX Sextant International Fund | 13.96% | 15.83% | 0.54% | 0.34% | 0.00% | 8.32% | 0.36% | 3.57% | 8.03% | 8.94% | 1.30% | 1.86% |
WAISX Wasatch International Select Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WAISX and SSIFX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSIFX has higher volatility (6.84%) compared to WAISX (4.87%). In terms of maximum drawdown, WAISX dropped -45.66% vs SSIFX's -56.24%.
SSIFX currently has the higher Sharpe Ratio (1.11 vs -0.61), 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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