WAMVX vs. VTI
Compare and contrast key facts about Wasatch Micro Cap Value Fund (WAMVX) and Vanguard Total Stock Market ETF (VTI).
WAMVX is managed by Wasatch. It was launched on Jul 28, 2003. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAMVX or VTI.
Key characteristics
| WAMVX | VTI | |
|---|---|---|
| YTD Return | 16.37% | 17.74% |
| 1Y Return | 29.04% | 27.69% |
| 3Y Return (Ann) | -1.98% | 8.25% |
| 5Y Return (Ann) | 12.55% | 14.53% |
| 10Y Return (Ann) | 12.08% | 12.29% |
| Sharpe Ratio | 1.47 | 2.11 |
| Daily Std Dev | 19.21% | 13.00% |
| Max Drawdown | -60.71% | -55.45% |
| Current Drawdown | -22.27% | -0.63% |
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.
Performance
WAMVX vs. VTI - Performance Comparison
In the year-to-date period, WAMVX achieves a 16.37% return, which is significantly lower than VTI's 17.74% return. Both investments have delivered pretty close results over the past 10 years, with WAMVX having a 12.08% annualized return and VTI not far ahead at 12.29%. 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. VTI - Expense Ratio Comparison
WAMVX has a 1.66% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
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.
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 1.32%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAMVX Wasatch Micro Cap Value Fund | 0.00% | 0.00% | 0.00% | 22.38% | 13.06% | 9.03% | 13.59% | 7.98% | 1.67% | 12.13% | 15.73% | 17.79% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
WAMVX vs. VTI - Drawdown Comparison
The maximum WAMVX drawdown since its inception was -60.71%, 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.
Volatility
WAMVX vs. VTI - Volatility Comparison
Wasatch Micro Cap Value Fund (WAMVX) has a higher volatility of 6.21% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that WAMVX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.