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WGROX vs. MASKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WGROX vs. MASKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Core Growth Fund (WGROX) and iShares Russell 2000 Small-Cap Index Fund (MASKX). The values are adjusted to include any dividend payments, if applicable.

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WGROX vs. MASKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WGROX
Wasatch Core Growth Fund
-8.56%-10.37%13.13%33.43%-30.86%20.76%36.73%33.31%-3.75%24.29%
MASKX
iShares Russell 2000 Small-Cap Index Fund
-2.51%12.76%11.35%16.99%-20.39%14.54%19.99%25.54%-11.03%14.61%

Returns By Period

In the year-to-date period, WGROX achieves a -8.56% return, which is significantly lower than MASKX's -2.51% return. Both investments have delivered pretty close results over the past 10 years, with WGROX having a 9.85% annualized return and MASKX not far behind at 9.43%.


WGROX

1D
-1.04%
1M
-10.76%
YTD
-8.56%
6M
-11.35%
1Y
-9.24%
3Y*
4.35%
5Y*
-0.44%
10Y*
9.85%

MASKX

1D
-1.48%
1M
-8.19%
YTD
-2.51%
6M
-0.38%
1Y
21.43%
3Y*
11.69%
5Y*
3.00%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WGROX vs. MASKX - Expense Ratio Comparison

WGROX has a 1.17% expense ratio, which is higher than MASKX's 0.12% expense ratio.


Return for Risk

WGROX vs. MASKX — Risk / Return Rank

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

WGROX
WGROX Risk / Return Rank: 22
Overall Rank
WGROX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WGROX Sortino Ratio Rank: 22
Sortino Ratio Rank
WGROX Omega Ratio Rank: 22
Omega Ratio Rank
WGROX Calmar Ratio Rank: 11
Calmar Ratio Rank
WGROX Martin Ratio Rank: 11
Martin Ratio Rank

MASKX
MASKX Risk / Return Rank: 4949
Overall Rank
MASKX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MASKX Sortino Ratio Rank: 5151
Sortino Ratio Rank
MASKX Omega Ratio Rank: 4040
Omega Ratio Rank
MASKX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MASKX Martin Ratio Rank: 5151
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.

WGROX vs. MASKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and iShares Russell 2000 Small-Cap Index Fund (MASKX). 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.


WGROXMASKXDifference

Sharpe ratio

Return per unit of total volatility

-0.39

0.91

-1.30

Sortino ratio

Return per unit of downside risk

-0.42

1.40

-1.82

Omega ratio

Gain probability vs. loss probability

0.95

1.18

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.72

1.32

-2.04

Martin ratio

Return relative to average drawdown

-1.99

5.00

-6.98

WGROX vs. MASKX - Sharpe Ratio Comparison

The current WGROX Sharpe Ratio is -0.39, which is lower than the MASKX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of WGROX and MASKX, 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


WGROXMASKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

0.91

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.13

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.40

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.34

+0.20

Correlation

The correlation between WGROX and MASKX is 0.88, 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

WGROX vs. MASKX - Dividend Comparison

WGROX's dividend yield for the trailing twelve months is around 9.35%, more than MASKX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
WGROX
Wasatch Core Growth Fund
9.35%8.55%9.22%0.00%0.71%16.82%7.21%10.73%10.14%6.24%0.15%12.70%
MASKX
iShares Russell 2000 Small-Cap Index Fund
3.22%3.13%4.81%2.92%1.70%7.64%1.42%3.43%4.26%3.15%4.60%3.63%

Drawdowns

WGROX vs. MASKX - Drawdown Comparison

The maximum WGROX drawdown since its inception was -61.61%, roughly equal to the maximum MASKX drawdown of -59.06%. Use the drawdown chart below to compare losses from any high point for WGROX and MASKX.


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Drawdown Indicators


WGROXMASKXDifference

Max Drawdown

Largest peak-to-trough decline

-61.61%

-59.06%

-2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-15.89%

-13.89%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-40.16%

-31.98%

-8.18%

Max Drawdown (10Y)

Largest decline over 10 years

-40.16%

-41.68%

+1.52%

Current Drawdown

Current decline from peak

-25.82%

-11.01%

-14.81%

Average Drawdown

Average peak-to-trough decline

-9.86%

-11.69%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

3.68%

+2.05%

Volatility

WGROX vs. MASKX - Volatility Comparison

Wasatch Core Growth Fund (WGROX) and iShares Russell 2000 Small-Cap Index Fund (MASKX) have volatilities of 6.43% and 6.63%, 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


WGROXMASKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

6.63%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.64%

14.09%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

23.90%

23.10%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.87%

23.14%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.23%

23.63%

-0.40%