WHOSX vs. PRGMX
Compare and contrast key facts about Wasatch-Hoisington U.S. Treasury Fund (WHOSX) and T. Rowe Price GNMA Fund (PRGMX).
WHOSX is managed by Wasatch. It was launched on Dec 7, 1986. PRGMX is managed by T. Rowe Price. It was launched on Nov 25, 1985.
Performance
WHOSX vs. PRGMX - Performance Comparison
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WHOSX vs. PRGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WHOSX Wasatch-Hoisington U.S. Treasury Fund | -1.67% | 2.34% | -10.95% | 1.39% | -34.13% | -4.94% | 20.05% | 17.15% | -3.84% | 10.46% |
PRGMX T. Rowe Price GNMA Fund | 0.62% | 10.46% | 0.92% | 5.62% | -11.45% | -2.18% | 4.21% | 5.18% | 0.58% | 1.23% |
Returns By Period
In the year-to-date period, WHOSX achieves a -1.67% return, which is significantly lower than PRGMX's 0.62% return. Over the past 10 years, WHOSX has underperformed PRGMX with an annualized return of -2.42%, while PRGMX has yielded a comparatively higher 1.38% annualized return.
WHOSX
- 1D
- 0.40%
- 1M
- -6.28%
- YTD
- -1.67%
- 6M
- -2.86%
- 1Y
- -3.26%
- 3Y*
- -5.07%
- 5Y*
- -7.29%
- 10Y*
- -2.42%
PRGMX
- 1D
- 0.49%
- 1M
- -2.15%
- YTD
- 0.62%
- 6M
- 2.89%
- 1Y
- 8.10%
- 3Y*
- 4.70%
- 5Y*
- 0.69%
- 10Y*
- 1.38%
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WHOSX vs. PRGMX - Expense Ratio Comparison
WHOSX has a 0.67% expense ratio, which is higher than PRGMX's 0.58% expense ratio.
Return for Risk
WHOSX vs. PRGMX — Risk / Return Rank
WHOSX
PRGMX
WHOSX vs. PRGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch-Hoisington U.S. Treasury Fund (WHOSX) and T. Rowe Price GNMA Fund (PRGMX). 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.
| WHOSX | PRGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.20 | 1.80 | -2.00 |
Sortino ratioReturn per unit of downside risk | -0.17 | 2.59 | -2.76 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.33 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | -0.06 | 3.15 | -3.21 |
Martin ratioReturn relative to average drawdown | -0.12 | 9.25 | -9.37 |
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
| WHOSX | PRGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 1.80 | -2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 0.11 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.29 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.94 | -0.64 |
Correlation
The correlation between WHOSX and PRGMX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WHOSX vs. PRGMX - Dividend Comparison
WHOSX's dividend yield for the trailing twelve months is around 3.17%, less than PRGMX's 6.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WHOSX Wasatch-Hoisington U.S. Treasury Fund | 3.17% | 4.05% | 3.80% | 2.90% | 2.45% | 1.31% | 7.99% | 1.83% | 2.22% | 1.96% | 10.89% | 7.33% |
PRGMX T. Rowe Price GNMA Fund | 6.91% | 6.52% | 3.54% | 3.54% | 1.38% | 0.59% | 1.44% | 2.39% | 2.78% | 2.98% | 2.88% | 3.12% |
Drawdowns
WHOSX vs. PRGMX - Drawdown Comparison
The maximum WHOSX drawdown since its inception was -53.95%, which is greater than PRGMX's maximum drawdown of -18.22%. Use the drawdown chart below to compare losses from any high point for WHOSX and PRGMX.
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Drawdown Indicators
| WHOSX | PRGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.95% | -18.22% | -35.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -2.93% | -9.86% |
Max Drawdown (5Y)Largest decline over 5 years | -47.93% | -17.70% | -30.23% |
Max Drawdown (10Y)Largest decline over 10 years | -53.95% | -18.22% | -35.73% |
Current DrawdownCurrent decline from peak | -49.60% | -2.15% | -47.45% |
Average DrawdownAverage peak-to-trough decline | -11.28% | -2.25% | -9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 1.00% | +5.53% |
Volatility
WHOSX vs. PRGMX - Volatility Comparison
Wasatch-Hoisington U.S. Treasury Fund (WHOSX) has a higher volatility of 4.18% compared to T. Rowe Price GNMA Fund (PRGMX) at 1.75%. This indicates that WHOSX's price experiences larger fluctuations and is considered to be riskier than PRGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WHOSX | PRGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 1.75% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 2.79% | +5.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 4.77% | +9.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 6.33% | +11.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 4.73% | +12.59% |