WGROX vs. WAAEX
Compare and contrast key facts about Wasatch Core Growth Fund (WGROX) and Wasatch Small Cap Growth Fund (WAAEX).
WGROX is managed by Wasatch. It was launched on Dec 8, 1986. WAAEX is managed by Wasatch. It was launched on Dec 8, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WGROX or WAAEX.
Performance
WGROX vs. WAAEX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with WGROX having a 23.08% return and WAAEX slightly lower at 22.27%. Over the past 10 years, WGROX has outperformed WAAEX with an annualized return of 6.16%, while WAAEX has yielded a comparatively lower -1.83% annualized return.
WGROX
23.08%
10.02%
21.58%
39.81%
6.63%
6.16%
WAAEX
22.27%
10.96%
22.47%
38.11%
1.11%
-1.83%
Key characteristics
| WGROX | WAAEX | |
|---|---|---|
| Sharpe Ratio | 2.20 | 2.03 |
| Sortino Ratio | 3.05 | 2.85 |
| Omega Ratio | 1.37 | 1.34 |
| Calmar Ratio | 1.14 | 0.71 |
| Martin Ratio | 11.53 | 9.18 |
| Ulcer Index | 3.45% | 4.15% |
| Daily Std Dev | 18.08% | 18.80% |
| Max Drawdown | -68.90% | -62.47% |
| Current Drawdown | -9.01% | -35.90% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WGROX vs. WAAEX - Expense Ratio Comparison
WGROX has a 1.17% expense ratio, which is higher than WAAEX's 1.12% expense ratio.
Correlation
The correlation between WGROX and WAAEX 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.
Risk-Adjusted Performance
WGROX vs. WAAEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Wasatch Small Cap Growth Fund (WAAEX). 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. WAAEX - Dividend Comparison
Neither WGROX nor WAAEX has paid dividends to shareholders.
Drawdowns
WGROX vs. WAAEX - Drawdown Comparison
The maximum WGROX drawdown since its inception was -68.90%, which is greater than WAAEX's maximum drawdown of -62.47%. Use the drawdown chart below to compare losses from any high point for WGROX and WAAEX. For additional features, visit the drawdowns tool.
Volatility
WGROX vs. WAAEX - Volatility Comparison
The current volatility for Wasatch Core Growth Fund (WGROX) is 6.27%, while Wasatch Small Cap Growth Fund (WAAEX) has a volatility of 6.81%. This indicates that WGROX experiences smaller price fluctuations and is considered to be less risky than WAAEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.