WAMVX vs. WMICX

In the year-to-date period, WAMVX achieves a 24.70% return, which is significantly higher than WMICX's 22.51% return. Over the past 10 years, WAMVX has outperformed WMICX with an annualized return of 2.87%, while WMICX has yielded a comparatively lower 0.41% annualized return.

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

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 current WAMVX Sharpe Ratio is 1.41, which is comparable to the WMICX Sharpe Ratio of 1.19. 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.

Neither WAMVX nor WMICX has paid dividends to shareholders.

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.

The current volatility for Wasatch Micro Cap Value Fund (WAMVX) is 5.59%, while Wasatch Micro Cap Fund (WMICX) has a volatility of 6.06%. 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.