WAMCX vs. FCPVX
Compare and contrast key facts about Wasatch Ultra Growth Fund (WAMCX) and Fidelity Small Cap Value Fund (FCPVX).
WAMCX is managed by Wasatch. It was launched on Aug 17, 1992. FCPVX is managed by Fidelity. It was launched on Nov 3, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAMCX or FCPVX.
Key characteristics
| WAMCX | FCPVX | |
|---|---|---|
| YTD Return | 16.89% | 11.12% |
| 1Y Return | 49.30% | 29.09% |
| 3Y Return (Ann) | -12.02% | -0.30% |
| 5Y Return (Ann) | 7.44% | 8.51% |
| 10Y Return (Ann) | 4.02% | 3.95% |
| Sharpe Ratio | 2.31 | 1.47 |
| Sortino Ratio | 3.11 | 2.21 |
| Omega Ratio | 1.39 | 1.27 |
| Calmar Ratio | 0.90 | 1.20 |
| Martin Ratio | 10.29 | 6.66 |
| Ulcer Index | 4.88% | 4.35% |
| Daily Std Dev | 21.73% | 19.76% |
| Max Drawdown | -70.06% | -58.43% |
| Current Drawdown | -33.71% | -2.10% |
Correlation
The correlation between WAMCX and FCPVX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
WAMCX vs. FCPVX - Performance Comparison
In the year-to-date period, WAMCX achieves a 16.89% return, which is significantly higher than FCPVX's 11.12% return. Both investments have delivered pretty close results over the past 10 years, with WAMCX having a 4.02% annualized return and FCPVX not far behind at 3.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WAMCX vs. FCPVX - Expense Ratio Comparison
WAMCX has a 1.16% expense ratio, which is higher than FCPVX's 0.99% expense ratio.
Risk-Adjusted Performance
WAMCX vs. FCPVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Ultra Growth Fund (WAMCX) and Fidelity Small Cap Value Fund (FCPVX). 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.
Dividends
WAMCX vs. FCPVX - Dividend Comparison
WAMCX has not paid dividends to shareholders, while FCPVX's dividend yield for the trailing twelve months is around 0.66%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAMCX Wasatch Ultra Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.50% | 0.61% | 0.00% | 0.06% | 0.00% |
FCPVX Fidelity Small Cap Value Fund | 0.66% | 0.64% | 0.00% | 2.04% | 0.46% | 0.81% | 1.10% | 1.09% | 0.77% | 12.28% | 12.65% | 10.22% |
Drawdowns
WAMCX vs. FCPVX - Drawdown Comparison
The maximum WAMCX drawdown since its inception was -70.06%, which is greater than FCPVX's maximum drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for WAMCX and FCPVX. For additional features, visit the drawdowns tool.
Volatility
WAMCX vs. FCPVX - Volatility Comparison
The current volatility for Wasatch Ultra Growth Fund (WAMCX) is 5.66%, while Fidelity Small Cap Value Fund (FCPVX) has a volatility of 7.50%. This indicates that WAMCX experiences smaller price fluctuations and is considered to be less risky than FCPVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.