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WAMCX vs. FELAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAMCX vs. FELAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Ultra Growth Fund (WAMCX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). The values are adjusted to include any dividend payments, if applicable.

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WAMCX vs. FELAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WAMCX
Wasatch Ultra Growth Fund
-12.13%-2.85%8.25%19.19%-39.71%5.23%71.48%38.09%10.34%31.60%
FELAX
Fidelity Advisor Semiconductors Fund Class A
0.28%44.88%43.74%75.08%-35.07%57.50%43.57%63.76%-12.76%34.12%

Returns By Period

In the year-to-date period, WAMCX achieves a -12.13% return, which is significantly lower than FELAX's 0.28% return. Over the past 10 years, WAMCX has underperformed FELAX with an annualized return of 10.78%, while FELAX has yielded a comparatively higher 29.63% annualized return.


WAMCX

1D
-1.81%
1M
-12.55%
YTD
-12.13%
6M
-4.24%
1Y
0.20%
3Y*
1.01%
5Y*
-7.77%
10Y*
10.78%

FELAX

1D
-4.25%
1M
-10.01%
YTD
0.28%
6M
8.18%
1Y
77.14%
3Y*
38.05%
5Y*
27.80%
10Y*
29.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAMCX vs. FELAX - Expense Ratio Comparison

WAMCX has a 1.16% expense ratio, which is higher than FELAX's 1.01% expense ratio.


Return for Risk

WAMCX vs. FELAX — Risk / Return Rank

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

WAMCX
WAMCX Risk / Return Rank: 55
Overall Rank
WAMCX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WAMCX Sortino Ratio Rank: 66
Sortino Ratio Rank
WAMCX Omega Ratio Rank: 66
Omega Ratio Rank
WAMCX Calmar Ratio Rank: 44
Calmar Ratio Rank
WAMCX Martin Ratio Rank: 33
Martin Ratio Rank

FELAX
FELAX Risk / Return Rank: 9292
Overall Rank
FELAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FELAX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FELAX Omega Ratio Rank: 8686
Omega Ratio Rank
FELAX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FELAX Martin Ratio Rank: 9797
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.

WAMCX vs. FELAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Ultra Growth Fund (WAMCX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). 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.


WAMCXFELAXDifference

Sharpe ratio

Return per unit of total volatility

-0.02

1.93

-1.95

Sortino ratio

Return per unit of downside risk

0.15

2.54

-2.39

Omega ratio

Gain probability vs. loss probability

1.02

1.36

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.19

4.16

-4.35

Martin ratio

Return relative to average drawdown

-0.65

15.82

-16.47

WAMCX vs. FELAX - Sharpe Ratio Comparison

The current WAMCX Sharpe Ratio is -0.02, which is lower than the FELAX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of WAMCX and FELAX, 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


WAMCXFELAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.93

-1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.74

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.87

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.39

-0.03

Correlation

The correlation between WAMCX and FELAX is 0.76, 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.


Dividends

WAMCX vs. FELAX - Dividend Comparison

WAMCX has not paid dividends to shareholders, while FELAX's dividend yield for the trailing twelve months is around 6.94%.


TTM20252024202320222021202020192018201720162015
WAMCX
Wasatch Ultra Growth Fund
0.00%0.00%0.00%0.00%0.00%12.08%2.99%1.96%7.65%11.92%11.44%9.18%
FELAX
Fidelity Advisor Semiconductors Fund Class A
6.94%6.96%7.02%3.40%3.32%4.34%4.51%1.00%20.15%9.67%0.36%10.71%

Drawdowns

WAMCX vs. FELAX - Drawdown Comparison

The maximum WAMCX drawdown since its inception was -66.51%, smaller than the maximum FELAX drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for WAMCX and FELAX.


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Drawdown Indicators


WAMCXFELAXDifference

Max Drawdown

Largest peak-to-trough decline

-66.51%

-71.33%

+4.82%

Max Drawdown (1Y)

Largest decline over 1 year

-16.89%

-17.10%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-53.18%

-46.15%

-7.03%

Max Drawdown (10Y)

Largest decline over 10 years

-53.18%

-46.15%

-7.03%

Current Drawdown

Current decline from peak

-40.96%

-14.66%

-26.30%

Average Drawdown

Average peak-to-trough decline

-15.05%

-22.02%

+6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

4.49%

+0.46%

Volatility

WAMCX vs. FELAX - Volatility Comparison

The current volatility for Wasatch Ultra Growth Fund (WAMCX) is 8.06%, while Fidelity Advisor Semiconductors Fund Class A (FELAX) has a volatility of 10.50%. This indicates that WAMCX experiences smaller price fluctuations and is considered to be less risky than FELAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAMCXFELAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

10.50%

-2.44%

Volatility (6M)

Calculated over the trailing 6-month period

15.50%

24.76%

-9.26%

Volatility (1Y)

Calculated over the trailing 1-year period

25.65%

39.68%

-14.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.32%

37.96%

-10.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.54%

34.34%

-8.80%