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WALSX vs. VMNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WALSX vs. VMNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Long/Short Alpha Fund (WALSX) and Vanguard Market Neutral Fund Institutional Shares (VMNIX). The values are adjusted to include any dividend payments, if applicable.

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WALSX vs. VMNIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WALSX
Wasatch Long/Short Alpha Fund
1.55%-12.79%7.24%27.75%-8.38%12.20%
VMNIX
Vanguard Market Neutral Fund Institutional Shares
6.12%9.36%5.84%12.33%13.47%8.84%

Returns By Period

In the year-to-date period, WALSX achieves a 1.55% return, which is significantly lower than VMNIX's 6.12% return.


WALSX

1D
-0.72%
1M
-8.45%
YTD
1.55%
6M
-0.56%
1Y
-7.36%
3Y*
5.14%
5Y*
10Y*

VMNIX

1D
0.09%
1M
3.02%
YTD
6.12%
6M
8.21%
1Y
16.09%
3Y*
11.80%
5Y*
12.53%
10Y*
4.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WALSX vs. VMNIX - Expense Ratio Comparison

WALSX has a 1.75% expense ratio, which is higher than VMNIX's 1.25% expense ratio.


Return for Risk

WALSX vs. VMNIX — Risk / Return Rank

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

WALSX
WALSX Risk / Return Rank: 22
Overall Rank
WALSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WALSX Sortino Ratio Rank: 22
Sortino Ratio Rank
WALSX Omega Ratio Rank: 22
Omega Ratio Rank
WALSX Calmar Ratio Rank: 11
Calmar Ratio Rank
WALSX Martin Ratio Rank: 22
Martin Ratio Rank

VMNIX
VMNIX Risk / Return Rank: 9393
Overall Rank
VMNIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VMNIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VMNIX Omega Ratio Rank: 9090
Omega Ratio Rank
VMNIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VMNIX Martin Ratio Rank: 8888
Martin Ratio Rank
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.

WALSX vs. VMNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Long/Short Alpha Fund (WALSX) and Vanguard Market Neutral Fund Institutional Shares (VMNIX). 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.


WALSXVMNIXDifference

Sharpe ratio

Return per unit of total volatility

-0.40

2.20

-2.61

Sortino ratio

Return per unit of downside risk

-0.48

3.25

-3.73

Omega ratio

Gain probability vs. loss probability

0.94

1.40

-0.45

Calmar ratio

Return relative to maximum drawdown

-0.57

3.37

-3.95

Martin ratio

Return relative to average drawdown

-1.06

9.61

-10.67

WALSX vs. VMNIX - Sharpe Ratio Comparison

The current WALSX Sharpe Ratio is -0.40, which is lower than the VMNIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of WALSX and VMNIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WALSXVMNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

2.20

-2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.31

0.00

Correlation

The correlation between WALSX and VMNIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WALSX vs. VMNIX - Dividend Comparison

WALSX has not paid dividends to shareholders, while VMNIX's dividend yield for the trailing twelve months is around 3.37%.


TTM20252024202320222021202020192018201720162015
WALSX
Wasatch Long/Short Alpha Fund
0.00%0.00%0.00%0.00%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VMNIX
Vanguard Market Neutral Fund Institutional Shares
3.37%3.59%5.67%5.15%0.78%0.20%0.86%3.23%1.00%1.16%0.45%0.10%

Drawdowns

WALSX vs. VMNIX - Drawdown Comparison

The maximum WALSX drawdown since its inception was -25.28%, smaller than the maximum VMNIX drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for WALSX and VMNIX.


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Drawdown Indicators


WALSXVMNIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-27.90%

+2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.71%

-4.95%

-9.76%

Max Drawdown (5Y)

Largest decline over 5 years

-6.69%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-22.03%

0.00%

-22.03%

Average Drawdown

Average peak-to-trough decline

-9.16%

-8.82%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.97%

1.73%

+6.24%

Volatility

WALSX vs. VMNIX - Volatility Comparison

Wasatch Long/Short Alpha Fund (WALSX) has a higher volatility of 5.19% compared to Vanguard Market Neutral Fund Institutional Shares (VMNIX) at 1.54%. This indicates that WALSX's price experiences larger fluctuations and is considered to be riskier than VMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WALSXVMNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

1.54%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.06%

5.73%

+5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

17.77%

7.59%

+10.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

7.19%

+9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

6.35%

+9.95%