WGROX vs. VOO
Compare and contrast key facts about Wasatch Core Growth Fund (WGROX) and Vanguard S&P 500 ETF (VOO).
WGROX is managed by Wasatch. It was launched on Dec 8, 1986. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WGROX or VOO.
Performance
WGROX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, WGROX achieves a 23.08% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, WGROX has underperformed VOO with an annualized return of 6.16%, while VOO has yielded a comparatively higher 13.22% annualized return.
WGROX
23.08%
10.02%
21.58%
39.81%
6.63%
6.16%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
WGROX | VOO | |
---|---|---|
Sharpe Ratio | 2.20 | 2.69 |
Sortino Ratio | 3.05 | 3.59 |
Omega Ratio | 1.37 | 1.50 |
Calmar Ratio | 1.14 | 3.88 |
Martin Ratio | 11.53 | 17.58 |
Ulcer Index | 3.45% | 1.86% |
Daily Std Dev | 18.08% | 12.19% |
Max Drawdown | -68.90% | -33.99% |
Current Drawdown | -9.01% | -0.53% |
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WGROX vs. VOO - Expense Ratio Comparison
WGROX has a 1.17% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between WGROX and VOO is 0.84, 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.
Risk-Adjusted Performance
WGROX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
WGROX vs. VOO - Dividend Comparison
WGROX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Wasatch Core Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
WGROX vs. VOO - Drawdown Comparison
The maximum WGROX drawdown since its inception was -68.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WGROX and VOO. For additional features, visit the drawdowns tool.
Volatility
WGROX vs. VOO - Volatility Comparison
Wasatch Core Growth Fund (WGROX) has a higher volatility of 6.27% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that WGROX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.