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WAMVX vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

WAMVX vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Micro Cap Value Fund (WAMVX) and Avantis U.S. Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
21.33%
14.83%
WAMVX
AVUV

Returns By Period

In the year-to-date period, WAMVX achieves a 30.36% return, which is significantly higher than AVUV's 18.12% return.


WAMVX

YTD

30.36%

1M

10.61%

6M

21.33%

1Y

43.61%

5Y (annualized)

5.45%

10Y (annualized)

3.62%

AVUV

YTD

18.12%

1M

10.21%

6M

14.83%

1Y

33.72%

5Y (annualized)

17.07%

10Y (annualized)

N/A

Key characteristics


WAMVXAVUV
Sharpe Ratio2.271.59
Sortino Ratio3.152.36
Omega Ratio1.381.29
Calmar Ratio0.983.07
Martin Ratio14.328.05
Ulcer Index3.04%4.19%
Daily Std Dev19.25%21.20%
Max Drawdown-66.97%-49.42%
Current Drawdown-20.80%-0.08%

Compare stocks, funds, or ETFs

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WAMVX vs. AVUV - Expense Ratio Comparison

WAMVX has a 1.66% expense ratio, which is higher than AVUV's 0.25% expense ratio.


WAMVX
Wasatch Micro Cap Value Fund
Expense ratio chart for WAMVX: current value at 1.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.66%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.00.8

The correlation between WAMVX and AVUV is 0.82, 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

WAMVX vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Value Fund (WAMVX) and Avantis U.S. Small Cap Value ETF (AVUV). 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.


Sharpe ratio
The chart of Sharpe ratio for WAMVX, currently valued at 2.27, compared to the broader market-1.000.001.002.003.004.005.002.271.59
The chart of Sortino ratio for WAMVX, currently valued at 3.15, compared to the broader market0.005.0010.003.152.36
The chart of Omega ratio for WAMVX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.29
The chart of Calmar ratio for WAMVX, currently valued at 0.98, compared to the broader market0.005.0010.0015.0020.0025.000.983.07
The chart of Martin ratio for WAMVX, currently valued at 14.32, compared to the broader market0.0020.0040.0060.0080.00100.0014.328.05
WAMVX
AVUV

The current WAMVX Sharpe Ratio is 2.27, which is higher than the AVUV Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of WAMVX and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.27
1.59
WAMVX
AVUV

Dividends

WAMVX vs. AVUV - Dividend Comparison

WAMVX has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.49%.


TTM20232022202120202019201820172016
WAMVX
Wasatch Micro Cap Value Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.65%0.00%0.07%
AVUV
Avantis U.S. Small Cap Value ETF
1.49%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%

Drawdowns

WAMVX vs. AVUV - Drawdown Comparison

The maximum WAMVX drawdown since its inception was -66.97%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for WAMVX and AVUV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.80%
-0.08%
WAMVX
AVUV

Volatility

WAMVX vs. AVUV - Volatility Comparison

The current volatility for Wasatch Micro Cap Value Fund (WAMVX) is 7.34%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.61%. This indicates that WAMVX experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.34%
8.61%
WAMVX
AVUV