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WGROX vs. HRSMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WGROX and HRSMX 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

WGROX vs. HRSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Core Growth Fund (WGROX) and Hood River Small-Cap Growth Fund (HRSMX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
4.16%
14.43%
WGROX
HRSMX

Key characteristics

Sharpe Ratio

WGROX:

0.30

HRSMX:

1.46

Sortino Ratio

WGROX:

0.53

HRSMX:

2.00

Omega Ratio

WGROX:

1.07

HRSMX:

1.25

Calmar Ratio

WGROX:

0.20

HRSMX:

0.94

Martin Ratio

WGROX:

1.41

HRSMX:

8.76

Ulcer Index

WGROX:

4.29%

HRSMX:

3.83%

Daily Std Dev

WGROX:

19.99%

HRSMX:

23.03%

Max Drawdown

WGROX:

-68.90%

HRSMX:

-65.94%

Current Drawdown

WGROX:

-22.20%

HRSMX:

-11.84%

Returns By Period

In the year-to-date period, WGROX achieves a 5.25% return, which is significantly lower than HRSMX's 31.65% return. Over the past 10 years, WGROX has underperformed HRSMX with an annualized return of 4.35%, while HRSMX has yielded a comparatively higher 9.13% annualized return.


WGROX

YTD

5.25%

1M

-14.49%

6M

4.16%

1Y

5.49%

5Y*

4.75%

10Y*

4.35%

HRSMX

YTD

31.65%

1M

-10.18%

6M

14.43%

1Y

31.86%

5Y*

12.35%

10Y*

9.13%

Compare stocks, funds, or ETFs

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WGROX vs. HRSMX - Expense Ratio Comparison

WGROX has a 1.17% expense ratio, which is higher than HRSMX's 1.09% expense ratio.


WGROX
Wasatch Core Growth Fund
Expense ratio chart for WGROX: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%
Expense ratio chart for HRSMX: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%

Risk-Adjusted Performance

WGROX vs. HRSMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Hood River Small-Cap Growth Fund (HRSMX). 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.


Sharpe ratio
The chart of Sharpe ratio for WGROX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.301.46
The chart of Sortino ratio for WGROX, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.000.532.00
The chart of Omega ratio for WGROX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.25
The chart of Calmar ratio for WGROX, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.0012.000.200.94
The chart of Martin ratio for WGROX, currently valued at 1.41, compared to the broader market0.0020.0040.0060.001.418.76
WGROX
HRSMX

The current WGROX Sharpe Ratio is 0.30, which is lower than the HRSMX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of WGROX and HRSMX, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.30
1.46
WGROX
HRSMX

Dividends

WGROX vs. HRSMX - Dividend Comparison

Neither WGROX nor HRSMX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WGROX vs. HRSMX - Drawdown Comparison

The maximum WGROX drawdown since its inception was -68.90%, roughly equal to the maximum HRSMX drawdown of -65.94%. Use the drawdown chart below to compare losses from any high point for WGROX and HRSMX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.20%
-11.84%
WGROX
HRSMX

Volatility

WGROX vs. HRSMX - Volatility Comparison

Wasatch Core Growth Fund (WGROX) has a higher volatility of 9.85% compared to Hood River Small-Cap Growth Fund (HRSMX) at 8.28%. This indicates that WGROX's price experiences larger fluctuations and is considered to be riskier than HRSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.85%
8.28%
WGROX
HRSMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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