PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WAMVX vs. WMICX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

WAMVX vs. WMICX - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
21.33%
15.82%
WAMVX
WMICX

Returns By Period

In the year-to-date period, WAMVX achieves a 30.36% return, which is significantly higher than WMICX's 27.34% return. Over the past 10 years, WAMVX has outperformed WMICX with an annualized return of 3.62%, while WMICX has yielded a comparatively lower 1.12% annualized return.


WAMVX

YTD

30.36%

1M

10.61%

6M

21.33%

1Y

43.61%

5Y (annualized)

5.45%

10Y (annualized)

3.62%

WMICX

YTD

27.34%

1M

7.66%

6M

15.82%

1Y

43.02%

5Y (annualized)

2.18%

10Y (annualized)

1.12%

Key characteristics


WAMVXWMICX
Sharpe Ratio2.271.98
Sortino Ratio3.152.76
Omega Ratio1.381.34
Calmar Ratio0.980.74
Martin Ratio14.3212.50
Ulcer Index3.04%3.44%
Daily Std Dev19.25%21.67%
Max Drawdown-66.97%-72.45%
Current Drawdown-20.80%-40.06%

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. WMICX - Expense Ratio Comparison

WAMVX has a 1.66% expense ratio, which is higher than WMICX's 1.63% expense ratio.


WAMVX
Wasatch Micro Cap Value Fund
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%
Expense ratio chart for WMICX: current value at 1.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.63%

Correlation

-0.50.00.51.00.9

The correlation between WAMVX and WMICX is 0.90, 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.

Risk-Adjusted Performance

WAMVX vs. WMICX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Value Fund (WAMVX) and Wasatch Micro Cap Fund (WMICX). 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-1.000.001.002.003.004.005.002.271.98
The chart of Sortino ratio for WAMVX, currently valued at 3.15, compared to the broader market0.005.0010.003.152.76
The chart of Omega ratio for WAMVX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.34
The chart of Calmar ratio for WAMVX, currently valued at 0.98, compared to the broader market0.005.0010.0015.0020.000.980.74
The chart of Martin ratio for WAMVX, currently valued at 14.32, compared to the broader market0.0020.0040.0060.0080.00100.0014.3212.50
WAMVX
WMICX

The current WAMVX Sharpe Ratio is 2.27, which is comparable to the WMICX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of WAMVX and WMICX, 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
1.98
WAMVX
WMICX

Dividends

WAMVX vs. WMICX - Dividend Comparison

Neither WAMVX nor WMICX has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
WAMVX
Wasatch Micro Cap Value Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.65%0.00%0.07%0.00%0.00%
WMICX
Wasatch Micro Cap Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.00%0.03%

Drawdowns

WAMVX vs. WMICX - Drawdown Comparison

The maximum WAMVX drawdown since its inception was -66.97%, smaller than the maximum WMICX drawdown of -72.45%. Use the drawdown chart below to compare losses from any high point for WAMVX and WMICX. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-20.80%
-40.06%
WAMVX
WMICX

Volatility

WAMVX vs. WMICX - Volatility Comparison

The current volatility for Wasatch Micro Cap Value Fund (WAMVX) is 7.34%, while Wasatch Micro Cap Fund (WMICX) has a volatility of 8.59%. This indicates that WAMVX experiences smaller price fluctuations and is considered to be less risky than WMICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.34%
8.59%
WAMVX
WMICX