WGROX vs. VIOG
WGROX (Wasatch Core Growth Fund) and VIOG (Vanguard S&P Small-Cap 600 Growth ETF) are both Small Cap Growth Equities funds. Over the past 10 years, WGROX returned 10.66%/yr vs 11.09%/yr for VIOG. Their correlation of 0.89 means they have usually moved in the same direction. WGROX charges 1.17%/yr vs 0.15%/yr for VIOG.
Performance
WGROX vs. VIOG - 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 VIOG's 22.73% return. Both investments have delivered pretty close results over the past 10 years, with WGROX having a 10.66% annualized return and VIOG not far ahead at 11.09%.
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%
VIOG
- 1D
- -0.28%
- 1M
- -1.69%
- 6M
- 17.18%
- YTD
- 22.73%
- 1Y
- 32.21%
- 3Y*
- 13.96%
- 5Y*
- 6.55%
- 10Y*
- 11.09%
- ALL TIME*
- 12.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.95M | $4.53M | $4.83M | |
| $0.00 | $0.00 | $0.00 |
WGROX vs. VIOG - 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% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 22.73% | 5.40% | 9.23% | 16.92% | -21.14% | 22.49% | 19.68% | 21.16% | -4.57% | 14.70% |
Correlation
The correlation between WGROX and VIOG is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.89 |
The correlation between WGROX and VIOG has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
WGROX vs. VIOG — Risk / Return Rank
WGROX
VIOG
WGROX vs. VIOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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 | VIOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.30 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 3.36 | -3.54 |
| Martin ratioReturn relative to average drawdown | -0.48 | 11.22 | -11.71 |
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Drawdowns
WGROX vs. VIOG - Drawdown Comparison
The maximum WGROX drawdown since its inception was -61.61%, which is greater than VIOG's maximum drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for WGROX and VIOG.
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Drawdown Indicators
| WGROX | VIOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.61% | -41.73% | -19.88% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -9.03% | -5.92% |
Max Drawdown (3Y)Largest decline over 3 years | -27.61% | -27.35% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -40.16% | -29.15% | -11.01% |
Max Drawdown (10Y)Largest decline over 10 years | -40.16% | -41.73% | +1.57% |
Current DrawdownCurrent decline from peak | -14.59% | -3.30% | -11.29% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -7.56% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.11% | 2.70% | +3.41% |
Volatility
WGROX vs. VIOG - Volatility Comparison
Wasatch Core Growth Fund (WGROX) has a higher volatility of 4.91% compared to Vanguard S&P Small-Cap 600 Growth ETF (VIOG) at 4.15%. This indicates that WGROX's price experiences larger fluctuations and is considered to be riskier than VIOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WGROX | VIOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 4.15% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 12.96% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 17.88% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | 21.46% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.32% | 22.83% | +0.49% |
WGROX vs. VIOG - Expense Ratio Comparison
WGROX has a 1.17% expense ratio, which is higher than VIOG's 0.15% expense ratio.
Dividends
WGROX vs. VIOG - Dividend Comparison
WGROX's dividend yield for the trailing twelve months is around 8.12%, more than VIOG's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 0.77% | 1.04% | 1.03% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% |
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 VIOG have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WGROX has higher volatility (4.91%) compared to VIOG (4.15%). In terms of maximum drawdown, WGROX dropped -61.61% vs VIOG's -41.73%.
VIOG currently has the higher Sharpe Ratio (1.70 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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