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

Performance

WAMVX vs. GPMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Micro Cap Value Fund (WAMVX) and Grandeur Peak Global Micro Cap Fund (GPMCX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
21.33%
5.07%
WAMVX
GPMCX

Returns By Period

In the year-to-date period, WAMVX achieves a 30.36% return, which is significantly higher than GPMCX's 5.07% return.


WAMVX

YTD

30.36%

1M

10.61%

6M

21.33%

1Y

43.61%

5Y (annualized)

5.45%

10Y (annualized)

3.62%

GPMCX

YTD

5.07%

1M

0.83%

6M

5.07%

1Y

15.16%

5Y (annualized)

4.53%

10Y (annualized)

N/A

Key characteristics


WAMVXGPMCX
Sharpe Ratio2.271.21
Sortino Ratio3.151.69
Omega Ratio1.381.22
Calmar Ratio0.980.35
Martin Ratio14.324.55
Ulcer Index3.04%3.33%
Daily Std Dev19.25%12.56%
Max Drawdown-66.97%-51.97%
Current Drawdown-20.80%-35.17%

Compare stocks, funds, or ETFs

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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.


GPMCX
Grandeur Peak Global Micro Cap Fund
Expense ratio chart for GPMCX: current value at 1.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.85%
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%

Correlation

-0.50.00.51.00.6

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.

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.


Sharpe ratio
The chart of Sharpe ratio for WAMVX, currently valued at 2.27, compared to the broader market-1.000.001.002.003.004.005.002.271.21
The chart of Sortino ratio for WAMVX, currently valued at 3.15, compared to the broader market0.005.0010.003.151.69
The chart of Omega ratio for WAMVX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.22
The chart of Calmar ratio for WAMVX, currently valued at 0.98, compared to the broader market0.005.0010.0015.0020.000.980.35
The chart of Martin ratio for WAMVX, currently valued at 14.32, compared to the broader market0.0020.0040.0060.0080.00100.0014.324.55
WAMVX
GPMCX

The current WAMVX Sharpe Ratio is 2.27, which is higher than the GPMCX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of WAMVX and GPMCX, 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
1.21
WAMVX
GPMCX

Dividends

WAMVX vs. GPMCX - Dividend Comparison

Neither WAMVX nor GPMCX has paid dividends to shareholders.


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%
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.


-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-20.80%
-35.17%
WAMVX
GPMCX

Volatility

WAMVX vs. GPMCX - Volatility Comparison

Wasatch Micro Cap Value Fund (WAMVX) has a higher volatility of 7.34% compared to Grandeur Peak Global Micro Cap Fund (GPMCX) at 2.70%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
7.34%
2.70%
WAMVX
GPMCX