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.
Performance
WAMCX vs. VIOG - Performance Comparison
Returns By Period
In the year-to-date period, WAMCX achieves a 15.53% return, which is significantly lower than VIOG's 17.50% return. Over the past 10 years, WAMCX has underperformed VIOG with an annualized return of 3.91%, while VIOG has yielded a comparatively higher 10.38% annualized return.
WAMCX
15.53%
6.44%
14.77%
36.42%
7.03%
3.91%
VIOG
17.50%
6.34%
13.59%
31.88%
10.93%
10.38%
Key characteristics
| WAMCX | VIOG | |
|---|---|---|
| Sharpe Ratio | 1.77 | 1.65 |
| Sortino Ratio | 2.42 | 2.42 |
| Omega Ratio | 1.30 | 1.29 |
| Calmar Ratio | 0.72 | 1.55 |
| Martin Ratio | 7.57 | 9.94 |
| Ulcer Index | 4.95% | 3.27% |
| Daily Std Dev | 21.12% | 19.69% |
| Max Drawdown | -70.06% | -41.73% |
| Current Drawdown | -34.48% | -2.22% |
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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.
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.
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 1.04%.
| 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% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.04% | 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 -70.06%, 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
The current volatility for Wasatch Ultra Growth Fund (WAMCX) is 6.61%, while Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a volatility of 7.59%. This indicates that WAMCX experiences smaller price fluctuations and is considered to be less risky than VIOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.