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

Correlation

The correlation between WAMVX and VTI is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

WAMVX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Micro Cap Value Fund (WAMVX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
77.06%
682.13%
WAMVX
VTI

Key characteristics

Sharpe Ratio

WAMVX:

-0.09

VTI:

-0.14

Sortino Ratio

WAMVX:

0.01

VTI:

-0.08

Omega Ratio

WAMVX:

1.00

VTI:

0.99

Calmar Ratio

WAMVX:

-0.05

VTI:

-0.13

Martin Ratio

WAMVX:

-0.31

VTI:

-0.66

Ulcer Index

WAMVX:

6.25%

VTI:

3.49%

Daily Std Dev

WAMVX:

20.76%

VTI:

16.16%

Max Drawdown

WAMVX:

-66.97%

VTI:

-55.45%

Current Drawdown

WAMVX:

-36.89%

VTI:

-17.74%

Returns By Period

In the year-to-date period, WAMVX achieves a -16.51% return, which is significantly lower than VTI's -13.96% return. Over the past 10 years, WAMVX has underperformed VTI with an annualized return of 1.73%, while VTI has yielded a comparatively higher 10.61% annualized return.


WAMVX

YTD

-16.51%

1M

-10.51%

6M

-11.42%

1Y

-0.85%

5Y*

10.10%

10Y*

1.73%

VTI

YTD

-13.96%

1M

-13.23%

6M

-11.53%

1Y

-1.10%

5Y*

16.80%

10Y*

10.61%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WAMVX vs. VTI - Expense Ratio Comparison

WAMVX has a 1.66% expense ratio, which is higher than VTI's 0.03% expense ratio.


WAMVX
Wasatch Micro Cap Value Fund
Expense ratio chart for WAMVX: current value is 1.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WAMVX: 1.66%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

WAMVX vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WAMVX
The Risk-Adjusted Performance Rank of WAMVX is 3737
Overall Rank
The Sharpe Ratio Rank of WAMVX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of WAMVX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of WAMVX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of WAMVX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of WAMVX is 3636
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 1919
Overall Rank
The Sharpe Ratio Rank of VTI is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 1919
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 2020
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WAMVX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Value Fund (WAMVX) and Vanguard Total Stock Market ETF (VTI). 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 -0.09, compared to the broader market-1.000.001.002.003.00
WAMVX: -0.09
VTI: -0.14
The chart of Sortino ratio for WAMVX, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.0010.00
WAMVX: 0.01
VTI: -0.08
The chart of Omega ratio for WAMVX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.50
WAMVX: 1.00
VTI: 0.99
The chart of Calmar ratio for WAMVX, currently valued at -0.05, compared to the broader market0.005.0010.0015.00
WAMVX: -0.05
VTI: -0.13
The chart of Martin ratio for WAMVX, currently valued at -0.31, compared to the broader market0.0020.0040.0060.00
WAMVX: -0.31
VTI: -0.66

The current WAMVX Sharpe Ratio is -0.09, which is higher than the VTI Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of WAMVX and VTI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.09
-0.14
WAMVX
VTI

Dividends

WAMVX vs. VTI - Dividend Comparison

WAMVX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.51%.


TTM20242023202220212020201920182017201620152014
WAMVX
Wasatch Micro Cap Value Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.65%0.00%0.07%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.51%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

WAMVX vs. VTI - Drawdown Comparison

The maximum WAMVX drawdown since its inception was -66.97%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WAMVX and VTI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.89%
-17.74%
WAMVX
VTI

Volatility

WAMVX vs. VTI - Volatility Comparison

Wasatch Micro Cap Value Fund (WAMVX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 9.06% and 9.41%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.06%
9.41%
WAMVX
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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