WAMCX vs. WAGSX
WAMCX (Wasatch Ultra Growth Fund) and WAGSX (Wasatch Global Select Fund) are both mutual funds - WAMCX is a Small Cap Growth Equities fund managed by Wasatch, while WAGSX is a Global Equities fund managed by Wasatch. Over the past 5 years, WAMCX returned -3.99%/yr vs -2.18%/yr for WAGSX. Their correlation of 0.84 means they have usually moved in the same direction. WAMCX charges 1.16%/yr vs 1.35%/yr for WAGSX.
Performance
WAMCX vs. WAGSX - Performance Comparison
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Returns By Period
In the year-to-date period, WAMCX achieves a 11.62% return, which is significantly higher than WAGSX's 2.85% return.
WAMCX
- 1D
- 0.98%
- 1M
- -2.61%
- 6M
- 11.06%
- YTD
- 11.62%
- 1Y
- 24.32%
- 3Y*
- 5.68%
- 5Y*
- -3.99%
- 10Y*
- 11.96%
- ALL TIME*
- 9.47%
WAGSX
- 1D
- 0.88%
- 1M
- 0.24%
- 6M
- 4.29%
- YTD
- 2.85%
- 1Y
- -0.86%
- 3Y*
- 4.43%
- 5Y*
- -2.18%
- 10Y*
- —
- ALL TIME*
- 5.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WAMCX vs. WAGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WAMCX Wasatch Ultra Growth Fund | 11.62% | -2.85% | 8.25% | 19.19% | -39.71% | 5.23% | 71.48% | 14.67% |
WAGSX Wasatch Global Select Fund | 2.85% | 1.74% | 0.50% | 27.77% | -33.10% | 7.95% | 34.68% | 9.40% |
Correlation
The correlation between WAMCX and WAGSX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2019 | 0.84 |
The correlation between WAMCX and WAGSX has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
WAMCX vs. WAGSX — Risk / Return Rank
WAMCX
WAGSX
WAMCX vs. WAGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Ultra Growth Fund (WAMCX) and Wasatch Global Select Fund (WAGSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WAMCX | WAGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.99 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | -0.13 | +1.28 |
| Martin ratioReturn relative to average drawdown | 4.00 | -0.35 | +4.35 |
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Drawdowns
WAMCX vs. WAGSX - Drawdown Comparison
The maximum WAMCX drawdown since its inception was -66.51%, which is greater than WAGSX's maximum drawdown of -43.62%. Use the drawdown chart below to compare losses from any high point for WAMCX and WAGSX.
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Drawdown Indicators
| WAMCX | WAGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.51% | -43.62% | -22.89% |
Max Drawdown (1Y)Largest decline over 1 year | -16.89% | -16.25% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -33.21% | -18.11% | -15.10% |
Max Drawdown (5Y)Largest decline over 5 years | -53.18% | -43.62% | -9.56% |
Max Drawdown (10Y)Largest decline over 10 years | -53.18% | — | — |
Current DrawdownCurrent decline from peak | -25.00% | -16.91% | -8.09% |
Average DrawdownAverage peak-to-trough decline | -15.21% | -17.75% | +2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 6.23% | -1.24% |
Volatility
WAMCX vs. WAGSX - Volatility Comparison
Wasatch Ultra Growth Fund (WAMCX) has a higher volatility of 4.26% compared to Wasatch Global Select Fund (WAGSX) at 3.54%. This indicates that WAMCX's price experiences larger fluctuations and is considered to be riskier than WAGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAMCX | WAGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 3.54% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 12.62% | +4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.86% | 15.45% | +6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.48% | 19.70% | +7.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.61% | 20.98% | +4.63% |
WAMCX vs. WAGSX - Expense Ratio Comparison
WAMCX has a 1.16% expense ratio, which is lower than WAGSX's 1.35% expense ratio.
Dividends
WAMCX vs. WAGSX - Dividend Comparison
Neither WAMCX nor WAGSX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAGSX Wasatch Global Select Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.65% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
WAMCX and WAGSX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WAMCX has higher volatility (4.26%) compared to WAGSX (3.54%). In terms of maximum drawdown, WAMCX dropped -66.51% vs WAGSX's -43.62%.
WAMCX currently has the higher Sharpe Ratio (0.89 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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