WALSX vs. SPLG

In the year-to-date period, WALSX achieves a -5.47% return, which is significantly lower than SPLG's 0.89% return.

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WALSX has a 1.75% expense ratio, which is higher than SPLG's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wasatch Long/Short Alpha Fund (WALSX) and SPDR Portfolio S&P 500 ETF (SPLG). 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.

The current WALSX Sharpe Ratio is -0.30, which is lower than the SPLG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of WALSX and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WALSX has not paid dividends to shareholders, while SPLG's dividend yield for the trailing twelve months is around 1.29%.

The maximum WALSX drawdown since its inception was -22.97%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for WALSX and SPLG.

Wasatch Long/Short Alpha Fund (WALSX) has a higher volatility of 5.05% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 4.80%. This indicates that WALSX's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.