WAMVX vs. FYC

In the year-to-date period, WAMVX achieves a -4.31% return, which is significantly higher than FYC's -5.62% return. Over the past 10 years, WAMVX has underperformed FYC with an annualized return of 2.82%, while FYC has yielded a comparatively higher 9.25% annualized return.

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WAMVX has a 1.66% expense ratio, which is higher than FYC's 0.71% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Value Fund (WAMVX) and First Trust Small Cap Growth AlphaDEX Fund (FYC). 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 WAMVX Sharpe Ratio is 0.50, which is higher than the FYC Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of WAMVX and FYC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WAMVX has not paid dividends to shareholders, while FYC's dividend yield for the trailing twelve months is around 0.77%.

The maximum WAMVX drawdown since its inception was -66.97%, which is greater than FYC's maximum drawdown of -47.85%. Use the drawdown chart below to compare losses from any high point for WAMVX and FYC. For additional features, visit the drawdowns tool.

Wasatch Micro Cap Value Fund (WAMVX) and First Trust Small Cap Growth AlphaDEX Fund (FYC) have volatilities of 5.42% and 5.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.