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WGROX vs. WAMCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WGROXWAMCX
YTD Return9.51%6.36%
1Y Return25.07%21.53%
3Y Return (Ann)1.28%-10.78%
5Y Return (Ann)12.20%8.95%
10Y Return (Ann)12.61%12.53%
Sharpe Ratio1.310.88
Daily Std Dev18.65%22.80%
Max Drawdown-61.61%-65.70%
Current Drawdown-4.36%-32.04%

Correlation

-0.50.00.51.00.8

The correlation between WGROX and WAMCX 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.

Performance

WGROX vs. WAMCX - Performance Comparison

In the year-to-date period, WGROX achieves a 9.51% return, which is significantly higher than WAMCX's 6.36% return. Both investments have delivered pretty close results over the past 10 years, with WGROX having a 12.61% annualized return and WAMCX not far behind at 12.53%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
7.30%
3.24%
WGROX
WAMCX

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WGROX vs. WAMCX - Expense Ratio Comparison

WGROX has a 1.17% expense ratio, which is higher than WAMCX's 1.16% expense ratio.


WGROX
Wasatch Core Growth Fund
Expense ratio chart for WGROX: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%
Expense ratio chart for WAMCX: current value at 1.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.16%

Risk-Adjusted Performance

WGROX vs. WAMCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Wasatch Ultra Growth Fund (WAMCX). 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
Sharpe ratio
The chart of Sharpe ratio for WGROX, currently valued at 1.31, compared to the broader market-1.000.001.002.003.004.005.001.31
Sortino ratio
The chart of Sortino ratio for WGROX, currently valued at 1.91, compared to the broader market0.005.0010.001.91
Omega ratio
The chart of Omega ratio for WGROX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for WGROX, currently valued at 0.77, compared to the broader market0.005.0010.0015.0020.000.77
Martin ratio
The chart of Martin ratio for WGROX, currently valued at 5.97, compared to the broader market0.0020.0040.0060.0080.00100.005.97
WAMCX
Sharpe ratio
The chart of Sharpe ratio for WAMCX, currently valued at 0.88, compared to the broader market-1.000.001.002.003.004.005.000.88
Sortino ratio
The chart of Sortino ratio for WAMCX, currently valued at 1.35, compared to the broader market0.005.0010.001.35
Omega ratio
The chart of Omega ratio for WAMCX, currently valued at 1.16, compared to the broader market1.002.003.004.001.16
Calmar ratio
The chart of Calmar ratio for WAMCX, currently valued at 0.38, compared to the broader market0.005.0010.0015.0020.000.38
Martin ratio
The chart of Martin ratio for WAMCX, currently valued at 3.19, compared to the broader market0.0020.0040.0060.0080.00100.003.19

WGROX vs. WAMCX - Sharpe Ratio Comparison

The current WGROX Sharpe Ratio is 1.31, which is higher than the WAMCX Sharpe Ratio of 0.88. The chart below compares the 12-month rolling Sharpe Ratio of WGROX and WAMCX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.31
0.88
WGROX
WAMCX

Dividends

WGROX vs. WAMCX - Dividend Comparison

Neither WGROX nor WAMCX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
WGROX
Wasatch Core Growth Fund
0.00%0.00%0.71%16.82%7.21%10.73%10.14%6.24%0.15%12.70%2.51%1.38%
WAMCX
Wasatch Ultra Growth Fund
0.00%0.00%0.00%12.08%2.99%1.96%7.66%11.92%11.44%9.18%36.18%6.53%

Drawdowns

WGROX vs. WAMCX - Drawdown Comparison

The maximum WGROX drawdown since its inception was -61.61%, smaller than the maximum WAMCX drawdown of -65.70%. Use the drawdown chart below to compare losses from any high point for WGROX and WAMCX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-4.36%
-32.04%
WGROX
WAMCX

Volatility

WGROX vs. WAMCX - Volatility Comparison

The current volatility for Wasatch Core Growth Fund (WGROX) is 5.19%, while Wasatch Ultra Growth Fund (WAMCX) has a volatility of 6.40%. This indicates that WGROX experiences smaller price fluctuations and is considered to be less risky than WAMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AprilMayJuneJulyAugustSeptember
5.19%
6.40%
WGROX
WAMCX