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WGROX vs. SSCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WGROX vs. SSCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Core Growth Fund (WGROX) and Saratoga Small Capitalization Portfolio (SSCPX). The values are adjusted to include any dividend payments, if applicable.

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WGROX vs. SSCPX - 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%
SSCPX
Saratoga Small Capitalization Portfolio
-2.63%6.41%10.79%15.16%-17.56%24.53%25.39%23.71%-16.14%15.58%

Returns By Period

In the year-to-date period, WGROX achieves a -8.56% return, which is significantly lower than SSCPX's -2.63% return. Over the past 10 years, WGROX has outperformed SSCPX with an annualized return of 9.85%, while SSCPX has yielded a comparatively lower 9.16% annualized return.


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%

SSCPX

1D
-1.77%
1M
-8.88%
YTD
-2.63%
6M
-3.54%
1Y
16.77%
3Y*
9.57%
5Y*
3.88%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WGROX vs. SSCPX - Expense Ratio Comparison

WGROX has a 1.17% expense ratio, which is lower than SSCPX's 1.70% expense ratio.


Return for Risk

WGROX vs. SSCPX — 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

SSCPX
SSCPX Risk / Return Rank: 3434
Overall Rank
SSCPX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SSCPX Sortino Ratio Rank: 3232
Sortino Ratio Rank
SSCPX Omega Ratio Rank: 2626
Omega Ratio Rank
SSCPX Calmar Ratio Rank: 4646
Calmar Ratio Rank
SSCPX Martin Ratio Rank: 3535
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. SSCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Saratoga Small Capitalization Portfolio (SSCPX). 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.


WGROXSSCPXDifference

Sharpe ratio

Return per unit of total volatility

-0.39

0.72

-1.11

Sortino ratio

Return per unit of downside risk

-0.42

1.14

-1.56

Omega ratio

Gain probability vs. loss probability

0.95

1.14

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.72

1.17

-1.89

Martin ratio

Return relative to average drawdown

-1.99

3.79

-5.77

WGROX vs. SSCPX - Sharpe Ratio Comparison

The current WGROX Sharpe Ratio is -0.39, which is lower than the SSCPX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of WGROX and SSCPX, 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


WGROXSSCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

0.72

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.18

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.40

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.36

+0.17

Correlation

The correlation between WGROX and SSCPX is 0.85, 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. SSCPX - Dividend Comparison

WGROX's dividend yield for the trailing twelve months is around 9.35%, which matches SSCPX's 9.26% 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%
SSCPX
Saratoga Small Capitalization Portfolio
9.26%9.02%11.37%0.00%10.18%24.67%0.02%0.00%17.42%0.00%0.00%58.90%

Drawdowns

WGROX vs. SSCPX - Drawdown Comparison

The maximum WGROX drawdown since its inception was -61.61%, which is greater than SSCPX's maximum drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for WGROX and SSCPX.


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Drawdown Indicators


WGROXSSCPXDifference

Max Drawdown

Largest peak-to-trough decline

-61.61%

-53.65%

-7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-15.89%

-11.83%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-40.16%

-27.78%

-12.38%

Max Drawdown (10Y)

Largest decline over 10 years

-40.16%

-43.59%

+3.43%

Current Drawdown

Current decline from peak

-25.82%

-11.54%

-14.28%

Average Drawdown

Average peak-to-trough decline

-9.86%

-10.30%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.73%

3.66%

+2.07%

Volatility

WGROX vs. SSCPX - Volatility Comparison

The current volatility for Wasatch Core Growth Fund (WGROX) is 6.43%, while Saratoga Small Capitalization Portfolio (SSCPX) has a volatility of 7.50%. This indicates that WGROX experiences smaller price fluctuations and is considered to be less risky than SSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WGROXSSCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

7.50%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.64%

14.84%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

23.90%

22.41%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.87%

22.10%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.23%

22.90%

+0.33%