WAMVX vs. GPMCX
Compare and contrast key facts about Wasatch Micro Cap Value Fund (WAMVX) and Grandeur Peak Global Micro Cap Fund (GPMCX).
WAMVX is managed by Wasatch. It was launched on Jul 28, 2003. GPMCX is managed by Grandeur Peak Funds. It was launched on Oct 19, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAMVX or GPMCX.
Key characteristics
| WAMVX | GPMCX | |
|---|---|---|
| YTD Return | 27.98% | 5.87% |
| 1Y Return | 49.83% | 22.14% |
| 3Y Return (Ann) | -7.90% | -12.77% |
| 5Y Return (Ann) | 5.51% | 4.89% |
| Sharpe Ratio | 2.47 | 1.66 |
| Sortino Ratio | 3.45 | 2.32 |
| Omega Ratio | 1.42 | 1.30 |
| Calmar Ratio | 1.00 | 0.46 |
| Martin Ratio | 16.05 | 6.80 |
| Ulcer Index | 3.01% | 3.18% |
| Daily Std Dev | 19.54% | 12.99% |
| Max Drawdown | -66.97% | -51.97% |
| Current Drawdown | -22.24% | -34.67% |
Correlation
The correlation between WAMVX and GPMCX is 0.65, 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.
Performance
WAMVX vs. GPMCX - Performance Comparison
In the year-to-date period, WAMVX achieves a 27.98% return, which is significantly higher than GPMCX's 5.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WAMVX vs. GPMCX - Expense Ratio Comparison
WAMVX has a 1.66% expense ratio, which is lower than GPMCX's 1.85% expense ratio.
Risk-Adjusted Performance
WAMVX vs. GPMCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Value Fund (WAMVX) and Grandeur Peak Global Micro Cap Fund (GPMCX). 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.
Dividends
WAMVX vs. GPMCX - Dividend Comparison
Neither WAMVX nor GPMCX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
WAMVX Wasatch Micro Cap Value Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.65% | 0.00% | 0.07% |
GPMCX Grandeur Peak Global Micro Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.99% | 1.10% | 0.00% | 0.46% | 0.22% |
Drawdowns
WAMVX vs. GPMCX - Drawdown Comparison
The maximum WAMVX drawdown since its inception was -66.97%, which is greater than GPMCX's maximum drawdown of -51.97%. Use the drawdown chart below to compare losses from any high point for WAMVX and GPMCX. For additional features, visit the drawdowns tool.
Volatility
WAMVX vs. GPMCX - Volatility Comparison
Wasatch Micro Cap Value Fund (WAMVX) has a higher volatility of 7.04% compared to Grandeur Peak Global Micro Cap Fund (GPMCX) at 3.10%. This indicates that WAMVX's price experiences larger fluctuations and is considered to be riskier than GPMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.