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WAMVX vs. WMICX
Performance
Return for Risk
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.

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WAMVX vs. WMICX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WMICX
Wasatch Micro Cap Fund
-6.11%4.84%20.91%22.58%-40.64%4.51%64.84%42.31%1.73%36.17%

Returns By Period

In the year-to-date period, WAMVX achieves a -4.87% return, which is significantly higher than WMICX's -6.11% return. Both investments have delivered pretty close results over the past 10 years, with WAMVX having a 12.29% annualized return and WMICX not far ahead at 12.75%.


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%

WMICX

1D
-0.97%
1M
-11.81%
YTD
-6.11%
6M
-4.35%
1Y
17.97%
3Y*
9.56%
5Y*
-3.99%
10Y*
12.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

WAMVX vs. WMICX — Risk / Return Rank

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

WAMVX
WAMVX Risk / Return Rank: 3434
Overall Rank
WAMVX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
WAMVX Sortino Ratio Rank: 3737
Sortino Ratio Rank
WAMVX Omega Ratio Rank: 2828
Omega Ratio Rank
WAMVX Calmar Ratio Rank: 4040
Calmar Ratio Rank
WAMVX Martin Ratio Rank: 3232
Martin Ratio Rank

WMICX
WMICX Risk / Return Rank: 3939
Overall Rank
WMICX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WMICX Sortino Ratio Rank: 4444
Sortino Ratio Rank
WMICX Omega Ratio Rank: 3131
Omega Ratio Rank
WMICX Calmar Ratio Rank: 4242
Calmar Ratio Rank
WMICX Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WAMVX vs. WMICX - Risk-Adjusted Trends 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.


WAMVXWMICXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.81

-0.06

Sortino ratio

Return per unit of downside risk

1.19

1.30

-0.11

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratio

Return relative to maximum drawdown

1.03

1.08

-0.05

Martin ratio

Return relative to average drawdown

3.46

3.88

-0.43

WAMVX vs. WMICX - Sharpe Ratio Comparison

The current WAMVX Sharpe Ratio is 0.74, which is comparable to the WMICX Sharpe Ratio of 0.81. 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.


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Sharpe Ratios by Period


WAMVXWMICXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.81

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.16

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.53

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.63

-0.01

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.


Dividends

WAMVX vs. WMICX - Dividend Comparison

WAMVX's dividend yield for the trailing twelve months is around 11.77%, while WMICX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
WMICX
Wasatch Micro Cap Fund
0.00%0.00%0.00%0.00%0.00%30.82%5.68%11.40%29.75%15.30%9.30%16.58%

Drawdowns

WAMVX vs. WMICX - Drawdown Comparison

The maximum WAMVX drawdown since its inception was -60.71%, smaller than the maximum WMICX drawdown of -65.21%. Use the drawdown chart below to compare losses from any high point for WAMVX and WMICX.


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Drawdown Indicators


WAMVXWMICXDifference

Max Drawdown

Largest peak-to-trough decline

-60.71%

-65.21%

+4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-14.32%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-38.69%

-48.70%

+10.01%

Max Drawdown (10Y)

Largest decline over 10 years

-41.30%

-50.96%

+9.66%

Current Drawdown

Current decline from peak

-13.11%

-26.07%

+12.96%

Average Drawdown

Average peak-to-trough decline

-10.29%

-13.32%

+3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

3.98%

+0.01%

Volatility

WAMVX vs. WMICX - Volatility Comparison

Wasatch Micro Cap Value Fund (WAMVX) and Wasatch Micro Cap Fund (WMICX) have volatilities of 6.61% and 6.30%, 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.


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Volatility by Period


WAMVXWMICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

6.30%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

13.90%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

22.36%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.46%

24.48%

-4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

24.31%

-3.11%