WAMVX vs. FMIEX
Compare and contrast key facts about Wasatch Micro Cap Value Fund (WAMVX) and Wasatch Global Value Fund Investor Class Shares (FMIEX).
WAMVX is managed by Wasatch. It was launched on Jul 28, 2003. FMIEX is managed by Wasatch. It was launched on Sep 25, 1996.
Performance
WAMVX vs. FMIEX - Performance Comparison
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WAMVX vs. FMIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAMVX Wasatch Micro Cap Value Fund | -4.87% | 9.31% | 24.40% | 13.13% | -28.95% | 26.17% | 41.10% | 29.93% | -8.88% | 26.47% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 6.04% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 17.27% | -5.67% | 11.21% |
Returns By Period
In the year-to-date period, WAMVX achieves a -4.87% return, which is significantly lower than FMIEX's 6.04% return. Over the past 10 years, WAMVX has outperformed FMIEX with an annualized return of 12.29%, while FMIEX has yielded a comparatively lower 11.03% annualized return.
WAMVX
- 1D
- -0.76%
- 1M
- -10.53%
- YTD
- -4.87%
- 6M
- -4.67%
- 1Y
- 15.61%
- 3Y*
- 12.05%
- 5Y*
- 2.72%
- 10Y*
- 12.29%
FMIEX
- 1D
- 0.60%
- 1M
- -5.84%
- YTD
- 6.04%
- 6M
- 10.61%
- 1Y
- 24.34%
- 3Y*
- 16.68%
- 5Y*
- 11.63%
- 10Y*
- 11.03%
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WAMVX vs. FMIEX - Expense Ratio Comparison
WAMVX has a 1.66% expense ratio, which is higher than FMIEX's 1.10% expense ratio.
Return for Risk
WAMVX vs. FMIEX — Risk / Return Rank
WAMVX
FMIEX
WAMVX vs. FMIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Value Fund (WAMVX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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.
| WAMVX | FMIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 2.14 | -1.39 |
Sortino ratioReturn per unit of downside risk | 1.19 | 2.85 | -1.66 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.42 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 2.57 | -1.53 |
Martin ratioReturn relative to average drawdown | 3.46 | 11.99 | -8.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WAMVX | FMIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.14 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.92 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.70 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.58 | +0.03 |
Correlation
The correlation between WAMVX and FMIEX is 0.73, 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.
Dividends
WAMVX vs. FMIEX - Dividend Comparison
WAMVX's dividend yield for the trailing twelve months is around 11.77%, more than FMIEX's 4.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAMVX Wasatch Micro Cap Value Fund | 11.77% | 11.20% | 0.00% | 0.00% | 0.00% | 22.38% | 13.06% | 9.03% | 13.59% | 7.98% | 1.67% | 12.13% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 4.95% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
Drawdowns
WAMVX vs. FMIEX - Drawdown Comparison
The maximum WAMVX drawdown since its inception was -60.71%, which is greater than FMIEX's maximum drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for WAMVX and FMIEX.
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Drawdown Indicators
| WAMVX | FMIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.71% | -49.85% | -10.86% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -9.34% | -3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -38.69% | -18.63% | -20.06% |
Max Drawdown (10Y)Largest decline over 10 years | -41.30% | -39.33% | -1.97% |
Current DrawdownCurrent decline from peak | -13.11% | -5.84% | -7.27% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -6.61% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.04% | +1.95% |
Volatility
WAMVX vs. FMIEX - Volatility Comparison
Wasatch Micro Cap Value Fund (WAMVX) has a higher volatility of 6.61% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.51%. This indicates that WAMVX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAMVX | FMIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 3.51% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 6.70% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 11.81% | +9.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 12.77% | +7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 15.73% | +5.47% |