WAMVX vs. WAIOX
Compare and contrast key facts about Wasatch Micro Cap Value Fund (WAMVX) and Wasatch International Opportunities Fund (WAIOX).
WAMVX is managed by Wasatch. It was launched on Jul 28, 2003. WAIOX is managed by Wasatch. It was launched on Jan 26, 2005.
Performance
WAMVX vs. WAIOX - Performance Comparison
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WAMVX vs. WAIOX - 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% |
WAIOX Wasatch International Opportunities Fund | -10.06% | 2.57% | -4.49% | 10.64% | -36.63% | -1.36% | 41.75% | 32.19% | -14.69% | 27.69% |
Returns By Period
In the year-to-date period, WAMVX achieves a -4.87% return, which is significantly higher than WAIOX's -10.06% return. Over the past 10 years, WAMVX has outperformed WAIOX with an annualized return of 12.29%, while WAIOX has yielded a comparatively lower 2.46% 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%
WAIOX
- 1D
- -0.62%
- 1M
- -11.54%
- YTD
- -10.06%
- 6M
- -14.09%
- 1Y
- -7.43%
- 3Y*
- -1.42%
- 5Y*
- -9.04%
- 10Y*
- 2.46%
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WAMVX vs. WAIOX - Expense Ratio Comparison
WAMVX has a 1.66% expense ratio, which is lower than WAIOX's 1.96% expense ratio.
Return for Risk
WAMVX vs. WAIOX — Risk / Return Rank
WAMVX
WAIOX
WAMVX vs. WAIOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Value Fund (WAMVX) and Wasatch International Opportunities Fund (WAIOX). 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 | WAIOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | -0.55 | +1.29 |
Sortino ratioReturn per unit of downside risk | 1.19 | -0.66 | +1.85 |
Omega ratioGain probability vs. loss probability | 1.15 | 0.92 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | -0.39 | +1.43 |
Martin ratioReturn relative to average drawdown | 3.46 | -0.87 | +4.33 |
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 | WAIOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | -0.55 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | -0.54 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.15 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.36 | +0.25 |
Correlation
The correlation between WAMVX and WAIOX is 0.59, 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.
Dividends
WAMVX vs. WAIOX - Dividend Comparison
WAMVX's dividend yield for the trailing twelve months is around 11.77%, less than WAIOX's 75.93% 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% |
WAIOX Wasatch International Opportunities Fund | 75.93% | 68.29% | 0.00% | 0.00% | 0.00% | 14.35% | 1.98% | 2.38% | 2.73% | 7.00% | 0.00% | 4.76% |
Drawdowns
WAMVX vs. WAIOX - Drawdown Comparison
The maximum WAMVX drawdown since its inception was -60.71%, smaller than the maximum WAIOX drawdown of -68.04%. Use the drawdown chart below to compare losses from any high point for WAMVX and WAIOX.
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Drawdown Indicators
| WAMVX | WAIOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.71% | -68.04% | +7.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -21.23% | +7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -38.69% | -50.21% | +11.52% |
Max Drawdown (10Y)Largest decline over 10 years | -41.30% | -50.21% | +8.91% |
Current DrawdownCurrent decline from peak | -13.11% | -44.13% | +31.02% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -16.66% | +6.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 9.60% | -5.61% |
Volatility
WAMVX vs. WAIOX - Volatility Comparison
Wasatch Micro Cap Value Fund (WAMVX) has a higher volatility of 6.61% compared to Wasatch International Opportunities Fund (WAIOX) at 5.39%. This indicates that WAMVX's price experiences larger fluctuations and is considered to be riskier than WAIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAMVX | WAIOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.61% | 5.39% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 9.59% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 14.18% | +6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 16.85% | +3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 16.37% | +4.83% |