WGROX vs. DMCRX
WGROX (Wasatch Core Growth Fund) and DMCRX (Driehaus Micro Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, WGROX returned 10.66%/yr vs 20.71%/yr for DMCRX. Their correlation of 0.83 means they have usually moved in the same direction. WGROX charges 1.17%/yr vs 1.38%/yr for DMCRX.
Performance
WGROX vs. DMCRX - Performance Comparison
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Returns By Period
In the year-to-date period, WGROX achieves a 5.28% return, which is significantly lower than DMCRX's 19.65% return. Over the past 10 years, WGROX has underperformed DMCRX with an annualized return of 10.66%, while DMCRX has yielded a comparatively higher 20.71% annualized return.
WGROX
- 1D
- 1.14%
- 1M
- -1.75%
- 6M
- 2.49%
- YTD
- 5.28%
- 1Y
- 0.46%
- 3Y*
- 5.42%
- 5Y*
- 0.42%
- 10Y*
- 10.66%
- ALL TIME*
- 11.07%
DMCRX
- 1D
- 3.45%
- 1M
- -6.39%
- 6M
- 13.29%
- YTD
- 19.65%
- 1Y
- 61.22%
- 3Y*
- 25.66%
- 5Y*
- 10.01%
- 10Y*
- 20.71%
- ALL TIME*
- 18.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WGROX vs. DMCRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WGROX Wasatch Core Growth Fund | 5.28% | -10.37% | 13.13% | 33.43% | -30.86% | 20.76% | 36.73% | 33.31% | -3.75% | 24.29% |
DMCRX Driehaus Micro Cap Growth Fund | 19.65% | 31.17% | 30.58% | 11.47% | -33.54% | 22.23% | 86.43% | 34.03% | 2.52% | 24.35% |
Correlation
The correlation between WGROX and DMCRX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2013 | 0.83 |
Over the past year, the correlation between WGROX and DMCRX has dropped to 0.63 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
WGROX vs. DMCRX — Risk / Return Rank
WGROX
DMCRX
WGROX vs. DMCRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Driehaus Micro Cap Growth Fund (DMCRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WGROX | DMCRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.31 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 3.86 | -4.04 |
| Martin ratioReturn relative to average drawdown | -0.48 | 12.20 | -12.68 |
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Drawdowns
WGROX vs. DMCRX - Drawdown Comparison
The maximum WGROX drawdown since its inception was -61.61%, which is greater than DMCRX's maximum drawdown of -46.68%. Use the drawdown chart below to compare losses from any high point for WGROX and DMCRX.
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Drawdown Indicators
| WGROX | DMCRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.61% | -46.68% | -14.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -15.46% | +0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -27.61% | -34.92% | +7.31% |
Max Drawdown (5Y)Largest decline over 5 years | -40.16% | -46.68% | +6.52% |
Max Drawdown (10Y)Largest decline over 10 years | -40.16% | -46.68% | +6.52% |
Current DrawdownCurrent decline from peak | -14.59% | -10.71% | -3.88% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -14.71% | +4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.11% | 4.88% | +1.23% |
Volatility
WGROX vs. DMCRX - Volatility Comparison
The current volatility for Wasatch Core Growth Fund (WGROX) is 4.91%, while Driehaus Micro Cap Growth Fund (DMCRX) has a volatility of 9.43%. This indicates that WGROX experiences smaller price fluctuations and is considered to be less risky than DMCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WGROX | DMCRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 9.43% | -4.52% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 23.94% | -9.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 30.55% | -10.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | 28.79% | -5.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.32% | 28.12% | -4.80% |
WGROX vs. DMCRX - Expense Ratio Comparison
WGROX has a 1.17% expense ratio, which is lower than DMCRX's 1.38% expense ratio.
Dividends
WGROX vs. DMCRX - Dividend Comparison
WGROX's dividend yield for the trailing twelve months is around 8.12%, less than DMCRX's 11.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMCRX Driehaus Micro Cap Growth Fund | 11.47% | 13.72% | 3.86% | 0.87% | 8.20% | 48.23% | 19.79% | 14.70% | 33.22% | 8.91% | 0.00% | 4.20% |
WGROX Wasatch Core Growth Fund | 8.12% | 8.55% | 9.22% | 0.00% | 0.71% | 16.82% | 7.21% | 10.73% | 10.14% | 6.24% | 0.15% | 12.70% |
Frequently Asked Questions
WGROX and DMCRX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMCRX has higher volatility (9.43%) compared to WGROX (4.91%). In terms of maximum drawdown, WGROX dropped -61.61% vs DMCRX's -46.68%.
DMCRX currently has the higher Sharpe Ratio (1.95 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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