WGROX vs. VO
Compare and contrast key facts about Wasatch Core Growth Fund (WGROX) and Vanguard Mid-Cap ETF (VO).
WGROX is managed by Wasatch. It was launched on Dec 8, 1986. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
WGROX vs. VO - Performance Comparison
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WGROX vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VO Vanguard Mid-Cap ETF | -0.05% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, WGROX achieves a -8.56% return, which is significantly lower than VO's -0.05% return. Over the past 10 years, WGROX has underperformed VO with an annualized return of 9.85%, while VO has yielded a comparatively higher 10.74% 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%
VO
- 1D
- 0.63%
- 1M
- -5.18%
- YTD
- -0.05%
- 6M
- -0.76%
- 1Y
- 13.07%
- 3Y*
- 12.85%
- 5Y*
- 6.79%
- 10Y*
- 10.74%
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WGROX vs. VO - Expense Ratio Comparison
WGROX has a 1.17% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
WGROX vs. VO — Risk / Return Rank
WGROX
VO
WGROX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Vanguard Mid-Cap ETF (VO). 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 | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.39 | 0.75 | -1.14 |
Sortino ratioReturn per unit of downside risk | -0.42 | 1.15 | -1.57 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.16 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.72 | 1.06 | -1.77 |
Martin ratioReturn relative to average drawdown | -1.99 | 4.83 | -6.81 |
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 | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | 0.75 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.39 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.57 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.48 | +0.05 |
Correlation
The correlation between WGROX and VO is 0.91, 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. VO - Dividend Comparison
WGROX's dividend yield for the trailing twelve months is around 9.35%, more than VO's 1.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
WGROX vs. VO - Drawdown Comparison
The maximum WGROX drawdown since its inception was -61.61%, roughly equal to the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for WGROX and VO.
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Drawdown Indicators
| WGROX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.61% | -58.87% | -2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -15.89% | -12.74% | -3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -40.16% | -27.57% | -12.59% |
Max Drawdown (10Y)Largest decline over 10 years | -40.16% | -39.37% | -0.79% |
Current DrawdownCurrent decline from peak | -25.82% | -5.53% | -20.29% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -7.91% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 2.79% | +2.94% |
Volatility
WGROX vs. VO - Volatility Comparison
Wasatch Core Growth Fund (WGROX) has a higher volatility of 6.43% compared to Vanguard Mid-Cap ETF (VO) at 4.83%. This indicates that WGROX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WGROX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 4.83% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.64% | 9.73% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.90% | 17.57% | +6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.87% | 17.61% | +5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.23% | 18.94% | +4.29% |