WIGRX vs. FECGX
WIGRX (Wasatch Core Growth Fund Institutional Class) and FECGX (Fidelity Small Cap Growth Index Fund) are both Small Cap Growth Equities funds. Over the past 5 years, WIGRX returned 0.68%/yr vs 5.35%/yr for FECGX. Their correlation of 0.92 means they have usually moved in the same direction. WIGRX charges 1.05%/yr vs 0.05%/yr for FECGX.
Performance
WIGRX vs. FECGX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WIGRX achieves a 5.10% return, which is significantly lower than FECGX's 15.89% return.
WIGRX
- 1D
- 1.54%
- 1M
- -2.19%
- 6M
- -0.36%
- YTD
- 5.10%
- 1Y
- -2.81%
- 3Y*
- 5.83%
- 5Y*
- 0.68%
- 10Y*
- 10.84%
- ALL TIME*
- 11.33%
FECGX
- 1D
- 0.89%
- 1M
- -3.91%
- 6M
- 8.25%
- YTD
- 15.89%
- 1Y
- 27.95%
- 3Y*
- 15.15%
- 5Y*
- 5.35%
- 10Y*
- —
- ALL TIME*
- 10.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WIGRX vs. FECGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WIGRX Wasatch Core Growth Fund Institutional Class | 5.10% | -10.26% | 13.24% | 33.58% | -30.75% | 20.89% | 36.92% | 6.64% |
FECGX Fidelity Small Cap Growth Index Fund | 15.89% | 13.04% | 15.26% | 18.90% | -26.17% | 2.83% | 34.41% | 7.11% |
Correlation
The correlation between WIGRX and FECGX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.92 |
The correlation between WIGRX and FECGX has been stable across timeframes, ranging from 0.82 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WIGRX vs. FECGX — Risk / Return Rank
WIGRX
FECGX
WIGRX vs. FECGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund Institutional Class (WIGRX) and Fidelity Small Cap Growth Index Fund (FECGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WIGRX | FECGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.88 | -2.06 |
| Martin ratioReturn relative to average drawdown | -0.45 | 6.59 | -7.04 |
Loading charts...
Drawdowns
WIGRX vs. FECGX - Drawdown Comparison
The maximum WIGRX drawdown since its inception was -40.07%, roughly equal to the maximum FECGX drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for WIGRX and FECGX.
Loading charts...
Drawdown Indicators
| WIGRX | FECGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.07% | -41.85% | +1.78% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -14.81% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -27.59% | -28.45% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -40.07% | -40.34% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -40.07% | — | — |
Current DrawdownCurrent decline from peak | -14.63% | -5.20% | -9.43% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -15.47% | +6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 4.22% | +1.82% |
Volatility
WIGRX vs. FECGX - Volatility Comparison
Wasatch Core Growth Fund Institutional Class (WIGRX) and Fidelity Small Cap Growth Index Fund (FECGX) have volatilities of 4.95% and 4.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WIGRX | FECGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.76% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.48% | 16.85% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.64% | 22.21% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.10% | 24.65% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.08% | 27.10% | -4.02% |
WIGRX vs. FECGX - Expense Ratio Comparison
WIGRX has a 1.05% expense ratio, which is higher than FECGX's 0.05% expense ratio.
Dividends
WIGRX vs. FECGX - Dividend Comparison
WIGRX's dividend yield for the trailing twelve months is around 7.94%, more than FECGX's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FECGX Fidelity Small Cap Growth Index Fund | 0.47% | 0.54% | 1.25% | 0.81% | 0.80% | 3.43% | 1.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
WIGRX Wasatch Core Growth Fund Institutional Class | 7.94% | 8.34% | 9.02% | 0.00% | 0.70% | 16.54% | 7.12% | 10.61% | 10.06% | 6.20% | 0.20% | 12.66% |
Frequently Asked Questions
WIGRX and FECGX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WIGRX has higher volatility (4.95%) compared to FECGX (4.76%). In terms of maximum drawdown, WIGRX dropped -40.07% vs FECGX's -41.85%.
FECGX currently has the higher Sharpe Ratio (1.26 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for WIGRX and FECGX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer