WAMCX vs. VIOG
Compare and contrast key facts about Wasatch Ultra Growth Fund (WAMCX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG).
WAMCX is managed by Wasatch. It was launched on Aug 17, 1992. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAMCX or VIOG.
Key characteristics
| WAMCX | VIOG | |
|---|---|---|
| YTD Return | 10.78% | 10.05% |
| 1Y Return | 47.17% | 32.68% |
| 3Y Return (Ann) | -9.68% | 1.33% |
| 5Y Return (Ann) | 10.00% | 9.35% |
| 10Y Return (Ann) | 12.73% | 9.70% |
| Sharpe Ratio | 2.28 | 1.73 |
| Sortino Ratio | 3.08 | 2.50 |
| Omega Ratio | 1.38 | 1.30 |
| Calmar Ratio | 0.96 | 1.30 |
| Martin Ratio | 10.21 | 10.52 |
| Ulcer Index | 4.89% | 3.20% |
| Daily Std Dev | 21.84% | 19.41% |
| Max Drawdown | -65.70% | -41.73% |
| Current Drawdown | -29.22% | -3.23% |
Correlation
The correlation between WAMCX and VIOG is 0.83, 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. VIOG - Performance Comparison
In the year-to-date period, WAMCX achieves a 10.78% return, which is significantly higher than VIOG's 10.05% return. Over the past 10 years, WAMCX has outperformed VIOG with an annualized return of 12.73%, while VIOG has yielded a comparatively lower 9.70% annualized return. 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. VIOG - Expense Ratio Comparison
WAMCX has a 1.16% expense ratio, which is higher than VIOG's 0.15% expense ratio.
Risk-Adjusted Performance
WAMCX vs. VIOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Ultra Growth Fund (WAMCX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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. VIOG - Dividend Comparison
WAMCX has not paid dividends to shareholders, while VIOG's dividend yield for the trailing twelve months is around 1.11%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAMCX Wasatch Ultra Growth Fund | 0.00% | 0.00% | 0.00% | 12.08% | 2.99% | 1.96% | 7.66% | 11.92% | 11.44% | 9.18% | 36.18% | 6.53% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.11% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
Drawdowns
WAMCX vs. VIOG - Drawdown Comparison
The maximum WAMCX drawdown since its inception was -65.70%, which is greater than VIOG's maximum drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for WAMCX and VIOG. For additional features, visit the drawdowns tool.
Volatility
WAMCX vs. VIOG - Volatility Comparison
Wasatch Ultra Growth Fund (WAMCX) has a higher volatility of 4.18% compared to Vanguard S&P Small-Cap 600 Growth ETF (VIOG) at 3.98%. This indicates that WAMCX's price experiences larger fluctuations and is considered to be riskier than VIOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.