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WAMVX vs. WMICX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

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.

20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
105.47%
15.91%
WAMVX
WMICX

Key characteristics

Sharpe Ratio

WAMVX:

0.95

WMICX:

0.41

Sortino Ratio

WAMVX:

1.46

WMICX:

0.73

Omega Ratio

WAMVX:

1.17

WMICX:

1.08

Calmar Ratio

WAMVX:

0.45

WMICX:

0.16

Martin Ratio

WAMVX:

4.72

WMICX:

1.99

Ulcer Index

WAMVX:

3.76%

WMICX:

4.26%

Daily Std Dev

WAMVX:

18.78%

WMICX:

20.76%

Max Drawdown

WAMVX:

-66.97%

WMICX:

-72.45%

Current Drawdown

WAMVX:

-26.76%

WMICX:

-46.32%

Returns By Period

In the year-to-date period, WAMVX achieves a -3.11% return, which is significantly higher than WMICX's -5.68% return. Over the past 10 years, WAMVX has outperformed WMICX with an annualized return of 3.58%, while WMICX has yielded a comparatively lower -0.26% annualized return.


WAMVX

YTD

-3.11%

1M

-5.37%

6M

3.05%

1Y

17.39%

5Y*

4.32%

10Y*

3.58%

WMICX

YTD

-5.68%

1M

-7.91%

6M

-3.35%

1Y

8.64%

5Y*

-0.05%

10Y*

-0.26%

*Annualized

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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.


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%

Risk-Adjusted Performance

WAMVX vs. WMICX — Risk-Adjusted Performance Rank

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

WAMVX
The Risk-Adjusted Performance Rank of WAMVX is 5050
Overall Rank
The Sharpe Ratio Rank of WAMVX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of WAMVX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of WAMVX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of WAMVX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of WAMVX is 6363
Martin Ratio Rank

WMICX
The Risk-Adjusted Performance Rank of WMICX is 2222
Overall Rank
The Sharpe Ratio Rank of WMICX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of WMICX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of WMICX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of WMICX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of WMICX is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for WAMVX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.000.950.41
The chart of Sortino ratio for WAMVX, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.0012.001.460.73
The chart of Omega ratio for WAMVX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.08
The chart of Calmar ratio for WAMVX, currently valued at 0.45, compared to the broader market0.005.0010.0015.0020.000.450.16
The chart of Martin ratio for WAMVX, currently valued at 4.72, compared to the broader market0.0020.0040.0060.0080.004.721.99
WAMVX
WMICX

The current WAMVX Sharpe Ratio is 0.95, which is higher than the WMICX Sharpe Ratio of 0.41. 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.95
0.41
WAMVX
WMICX

Dividends

WAMVX vs. WMICX - Dividend Comparison

Neither WAMVX nor WMICX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WAMVX
Wasatch Micro Cap Value Fund
0.00%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%0.00%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%-15.00%SeptemberOctoberNovemberDecember2025February
-26.76%
-46.32%
WAMVX
WMICX

Volatility

WAMVX vs. WMICX - Volatility Comparison

Wasatch Micro Cap Value Fund (WAMVX) and Wasatch Micro Cap Fund (WMICX) have volatilities of 5.21% and 5.20%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
5.21%
5.20%
WAMVX
WMICX