WAMVX vs. WMICX
Compare and contrast key facts about Wasatch Micro Cap Value Fund (WAMVX) and Wasatch Micro Cap Fund (WMICX).
WAMVX is managed by Wasatch. It was launched on Jul 28, 2003. WMICX is managed by Wasatch. It was launched on Jun 19, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAMVX or WMICX.
Key characteristics
| WAMVX | WMICX | |
|---|---|---|
| YTD Return | 27.98% | 28.07% |
| 1Y Return | 49.83% | 53.95% |
| 3Y Return (Ann) | -7.90% | -14.11% |
| 5Y Return (Ann) | 5.51% | 2.56% |
| 10Y Return (Ann) | 3.40% | 1.19% |
| Sharpe Ratio | 2.47 | 2.34 |
| Sortino Ratio | 3.45 | 3.23 |
| Omega Ratio | 1.42 | 1.40 |
| Calmar Ratio | 1.00 | 0.84 |
| Martin Ratio | 16.05 | 15.42 |
| Ulcer Index | 3.01% | 3.33% |
| Daily Std Dev | 19.54% | 21.90% |
| Max Drawdown | -66.97% | -72.45% |
| Current Drawdown | -22.24% | -39.71% |
Correlation
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.
Performance
WAMVX vs. WMICX - Performance Comparison
The year-to-date returns for both investments are quite close, with WAMVX having a 27.98% return and WMICX slightly higher at 28.07%. Over the past 10 years, WAMVX has outperformed WMICX with an annualized return of 3.40%, while WMICX has yielded a comparatively lower 1.19% annualized return. 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. WMICX - Expense Ratio Comparison
WAMVX has a 1.66% expense ratio, which is higher than WMICX's 1.63% expense ratio.
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.
Dividends
WAMVX vs. WMICX - Dividend Comparison
Neither WAMVX nor WMICX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Volatility
WAMVX vs. WMICX - Volatility Comparison
The current volatility for Wasatch Micro Cap Value Fund (WAMVX) is 7.04%, while Wasatch Micro Cap Fund (WMICX) has a volatility of 7.61%. 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.