WAMCX vs. WAAEX

In the year-to-date period, WAMCX achieves a 10.71% return, which is significantly lower than WAAEX's 17.13% return. Over the past 10 years, WAMCX has outperformed WAAEX with an annualized return of 3.23%, while WAAEX has yielded a comparatively lower -2.39% annualized return.

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WAMCX has a 1.16% expense ratio, which is higher than WAAEX's 1.12% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wasatch Ultra Growth Fund (WAMCX) and Wasatch Small Cap Growth Fund (WAAEX). 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.

The current WAMCX Sharpe Ratio is 0.74, which is lower than the WAAEX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of WAMCX and WAAEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither WAMCX nor WAAEX has paid dividends to shareholders.

The maximum WAMCX drawdown since its inception was -70.06%, which is greater than WAAEX's maximum drawdown of -62.47%. Use the drawdown chart below to compare losses from any high point for WAMCX and WAAEX. For additional features, visit the drawdowns tool.

Wasatch Ultra Growth Fund (WAMCX) has a higher volatility of 6.26% compared to Wasatch Small Cap Growth Fund (WAAEX) at 5.95%. This indicates that WAMCX's price experiences larger fluctuations and is considered to be riskier than WAAEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.