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WAMCX vs. WAFMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAMCX vs. WAFMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Ultra Growth Fund (WAMCX) and Wasatch Frontier Emerging Small Countries Fund (WAFMX). The values are adjusted to include any dividend payments, if applicable.

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WAMCX vs. WAFMX - 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%
WAFMX
Wasatch Frontier Emerging Small Countries Fund
-5.83%4.35%10.67%28.16%-41.11%8.60%28.24%26.47%-18.49%21.16%

Returns By Period

In the year-to-date period, WAMCX achieves a -12.13% return, which is significantly lower than WAFMX's -5.83% return. Over the past 10 years, WAMCX has outperformed WAFMX with an annualized return of 10.78%, while WAFMX has yielded a comparatively lower 2.65% 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%

WAFMX

1D
-1.45%
1M
-10.79%
YTD
-5.83%
6M
-10.08%
1Y
-2.02%
3Y*
7.35%
5Y*
-2.57%
10Y*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAMCX vs. WAFMX - Expense Ratio Comparison

WAMCX has a 1.16% expense ratio, which is lower than WAFMX's 2.15% expense ratio.


Return for Risk

WAMCX vs. WAFMX — 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

WAFMX
WAFMX Risk / Return Rank: 33
Overall Rank
WAFMX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WAFMX Sortino Ratio Rank: 33
Sortino Ratio Rank
WAFMX Omega Ratio Rank: 33
Omega Ratio Rank
WAFMX Calmar Ratio Rank: 33
Calmar Ratio Rank
WAFMX Martin Ratio Rank: 22
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. WAFMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Ultra Growth Fund (WAMCX) and Wasatch Frontier Emerging Small Countries Fund (WAFMX). 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.


WAMCXWAFMXDifference

Sharpe ratio

Return per unit of total volatility

-0.02

-0.19

+0.17

Sortino ratio

Return per unit of downside risk

0.15

-0.16

+0.31

Omega ratio

Gain probability vs. loss probability

1.02

0.98

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.19

-0.35

+0.16

Martin ratio

Return relative to average drawdown

-0.65

-0.97

+0.33

WAMCX vs. WAFMX - Sharpe Ratio Comparison

The current WAMCX Sharpe Ratio is -0.02, which is higher than the WAFMX Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of WAMCX and WAFMX, 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


WAMCXWAFMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

-0.19

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

-0.15

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.16

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.28

+0.08

Correlation

The correlation between WAMCX and WAFMX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WAMCX vs. WAFMX - Dividend Comparison

Neither WAMCX nor WAFMX has paid dividends to shareholders.


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%
WAFMX
Wasatch Frontier Emerging Small Countries Fund
0.00%0.00%0.76%0.00%0.00%0.73%0.00%0.00%0.00%0.00%0.00%0.17%

Drawdowns

WAMCX vs. WAFMX - Drawdown Comparison

The maximum WAMCX drawdown since its inception was -66.51%, which is greater than WAFMX's maximum drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for WAMCX and WAFMX.


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Drawdown Indicators


WAMCXWAFMXDifference

Max Drawdown

Largest peak-to-trough decline

-66.51%

-49.51%

-17.00%

Max Drawdown (1Y)

Largest decline over 1 year

-16.89%

-12.85%

-4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-53.18%

-49.51%

-3.67%

Max Drawdown (10Y)

Largest decline over 10 years

-53.18%

-49.51%

-3.67%

Current Drawdown

Current decline from peak

-40.96%

-26.32%

-14.64%

Average Drawdown

Average peak-to-trough decline

-15.05%

-16.75%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

4.63%

+0.32%

Volatility

WAMCX vs. WAFMX - Volatility Comparison

Wasatch Ultra Growth Fund (WAMCX) has a higher volatility of 8.06% compared to Wasatch Frontier Emerging Small Countries Fund (WAFMX) at 7.30%. This indicates that WAMCX's price experiences larger fluctuations and is considered to be riskier than WAFMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WAMCXWAFMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

7.30%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

15.50%

10.96%

+4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

25.65%

15.16%

+10.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.32%

17.51%

+9.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.54%

16.73%

+8.81%