WGROX vs. SPHQ
Compare and contrast key facts about Wasatch Core Growth Fund (WGROX) and Invesco S&P 500 Quality ETF (SPHQ).
WGROX is managed by Wasatch. It was launched on Dec 8, 1986. SPHQ is a passively managed fund by Invesco that tracks the performance of the S&P 500 Quality Index. It was launched on Dec 6, 2005.
Performance
WGROX vs. SPHQ - Performance Comparison
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WGROX vs. SPHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WGROX Wasatch Core Growth Fund | -5.57% | -10.37% | 13.13% | 33.43% | -30.86% | 20.76% | 36.73% | 33.31% | -3.75% | 24.29% |
SPHQ Invesco S&P 500 Quality ETF | 1.46% | 13.25% | 25.44% | 24.83% | -15.76% | 28.03% | 17.36% | 33.64% | -7.10% | 19.10% |
Returns By Period
In the year-to-date period, WGROX achieves a -5.57% return, which is significantly lower than SPHQ's 1.46% return. Over the past 10 years, WGROX has underperformed SPHQ with an annualized return of 10.21%, while SPHQ has yielded a comparatively higher 13.63% annualized return.
WGROX
- 1D
- 3.27%
- 1M
- -8.34%
- YTD
- -5.57%
- 6M
- -8.36%
- 1Y
- -6.59%
- 3Y*
- 5.47%
- 5Y*
- -0.24%
- 10Y*
- 10.21%
SPHQ
- 1D
- 0.89%
- 1M
- -5.57%
- YTD
- 1.46%
- 6M
- 3.57%
- 1Y
- 16.02%
- 3Y*
- 18.54%
- 5Y*
- 12.70%
- 10Y*
- 13.63%
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WGROX vs. SPHQ - Expense Ratio Comparison
WGROX has a 1.17% expense ratio, which is higher than SPHQ's 0.15% expense ratio.
Return for Risk
WGROX vs. SPHQ — Risk / Return Rank
WGROX
SPHQ
WGROX vs. SPHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Invesco S&P 500 Quality ETF (SPHQ). 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.
| WGROX | SPHQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.26 | 0.94 | -1.20 |
Sortino ratioReturn per unit of downside risk | -0.22 | 1.44 | -1.66 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.20 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.45 | -1.85 |
Martin ratioReturn relative to average drawdown | -1.08 | 6.35 | -7.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WGROX | SPHQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | 0.94 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.78 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.77 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.50 | +0.04 |
Correlation
The correlation between WGROX and SPHQ is 0.81, 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. SPHQ - Dividend Comparison
WGROX's dividend yield for the trailing twelve months is around 9.06%, more than SPHQ's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WGROX Wasatch Core Growth Fund | 9.06% | 8.55% | 9.22% | 0.00% | 0.71% | 16.82% | 7.21% | 10.73% | 10.14% | 6.24% | 0.15% | 12.70% |
SPHQ Invesco S&P 500 Quality ETF | 1.18% | 1.09% | 1.15% | 1.42% | 1.85% | 1.19% | 1.55% | 1.51% | 1.85% | 1.57% | 1.67% | 2.29% |
Drawdowns
WGROX vs. SPHQ - Drawdown Comparison
The maximum WGROX drawdown since its inception was -61.61%, which is greater than SPHQ's maximum drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for WGROX and SPHQ.
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Drawdown Indicators
| WGROX | SPHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.61% | -57.83% | -3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -15.89% | -10.84% | -5.05% |
Max Drawdown (5Y)Largest decline over 5 years | -40.16% | -25.04% | -15.12% |
Max Drawdown (10Y)Largest decline over 10 years | -40.16% | -31.60% | -8.56% |
Current DrawdownCurrent decline from peak | -23.39% | -5.92% | -17.47% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -10.78% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.79% | 2.48% | +3.31% |
Volatility
WGROX vs. SPHQ - Volatility Comparison
Wasatch Core Growth Fund (WGROX) has a higher volatility of 7.39% compared to Invesco S&P 500 Quality ETF (SPHQ) at 5.32%. This indicates that WGROX's price experiences larger fluctuations and is considered to be riskier than SPHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WGROX | SPHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 5.32% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 9.67% | +4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.08% | 17.13% | +6.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.91% | 16.40% | +6.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.25% | 17.81% | +5.44% |