WAMVX vs. VISGX
Compare and contrast key facts about Wasatch Micro Cap Value Fund (WAMVX) and Vanguard Small Cap Growth Index Fund (VISGX).
WAMVX is managed by Wasatch. It was launched on Jul 28, 2003. VISGX is managed by Vanguard. It was launched on May 21, 1998.
Performance
WAMVX vs. VISGX - Performance Comparison
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WAMVX vs. VISGX - 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% |
VISGX Vanguard Small Cap Growth Index Fund | -3.94% | 8.18% | 14.80% | 22.91% | -28.50% | 5.58% | 35.11% | 32.60% | -5.81% | 21.78% |
Returns By Period
In the year-to-date period, WAMVX achieves a -4.87% return, which is significantly lower than VISGX's -3.94% return. Over the past 10 years, WAMVX has outperformed VISGX with an annualized return of 12.29%, while VISGX has yielded a comparatively lower 9.84% 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%
VISGX
- 1D
- -1.75%
- 1M
- -9.44%
- YTD
- -3.94%
- 6M
- -2.52%
- 1Y
- 15.53%
- 3Y*
- 10.67%
- 5Y*
- 1.54%
- 10Y*
- 9.84%
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WAMVX vs. VISGX - Expense Ratio Comparison
WAMVX has a 1.66% expense ratio, which is higher than VISGX's 0.19% expense ratio.
Return for Risk
WAMVX vs. VISGX — Risk / Return Rank
WAMVX
VISGX
WAMVX vs. VISGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Value Fund (WAMVX) and Vanguard Small Cap Growth Index Fund (VISGX). 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 | VISGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.62 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.03 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.86 | +0.17 |
Martin ratioReturn relative to average drawdown | 3.46 | 3.47 | -0.01 |
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 | VISGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.62 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.07 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.43 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.36 | +0.25 |
Correlation
The correlation between WAMVX and VISGX is 0.87, 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. VISGX - Dividend Comparison
WAMVX's dividend yield for the trailing twelve months is around 11.77%, more than VISGX's 0.42% 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% |
VISGX Vanguard Small Cap Growth Index Fund | 0.42% | 0.33% | 0.42% | 0.56% | 0.46% | 0.23% | 0.35% | 0.47% | 0.65% | 0.71% | 0.97% | 0.84% |
Drawdowns
WAMVX vs. VISGX - Drawdown Comparison
The maximum WAMVX drawdown since its inception was -60.71%, roughly equal to the maximum VISGX drawdown of -58.74%. Use the drawdown chart below to compare losses from any high point for WAMVX and VISGX.
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Drawdown Indicators
| WAMVX | VISGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.71% | -58.74% | -1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -14.49% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -38.69% | -38.41% | -0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -41.30% | -38.70% | -2.60% |
Current DrawdownCurrent decline from peak | -13.11% | -11.39% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -11.67% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 3.60% | +0.39% |
Volatility
WAMVX vs. VISGX - Volatility Comparison
The current volatility for Wasatch Micro Cap Value Fund (WAMVX) is 6.61%, while Vanguard Small Cap Growth Index Fund (VISGX) has a volatility of 7.59%. This indicates that WAMVX experiences smaller price fluctuations and is considered to be less risky than VISGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAMVX | VISGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 7.59% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 15.11% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 24.20% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 23.49% | -3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 22.88% | -1.68% |