Correlation
The correlation between WMCVX and SPY is 0.78, 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.
WMCVX vs. SPY
Compare and contrast key facts about Wasatch Small Cap Value Fund (WMCVX) and SPDR S&P 500 ETF (SPY).
WMCVX is managed by Wasatch. It was launched on Dec 17, 1997. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WMCVX or SPY.
Performance
WMCVX vs. SPY - Performance Comparison
Loading data...
Key characteristics
WMCVX:
-0.07
SPY:
0.70
WMCVX:
0.03
SPY:
1.02
WMCVX:
1.00
SPY:
1.15
WMCVX:
-0.09
SPY:
0.68
WMCVX:
-0.22
SPY:
2.57
WMCVX:
10.97%
SPY:
4.93%
WMCVX:
24.77%
SPY:
20.42%
WMCVX:
-65.79%
SPY:
-55.19%
WMCVX:
-17.47%
SPY:
-3.55%
Returns By Period
In the year-to-date period, WMCVX achieves a -8.11% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, WMCVX has underperformed SPY with an annualized return of 8.29%, while SPY has yielded a comparatively higher 12.73% annualized return.
WMCVX
-8.11%
5.59%
-16.22%
-3.08%
7.96%
13.18%
8.29%
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WMCVX vs. SPY - Expense Ratio Comparison
WMCVX has a 1.16% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
WMCVX vs. SPY — Risk-Adjusted Performance Rank
WMCVX
SPY
WMCVX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Value Fund (WMCVX) and SPDR S&P 500 ETF (SPY). 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.
Loading data...
Dividends
WMCVX vs. SPY - Dividend Comparison
WMCVX's dividend yield for the trailing twelve months is around 18.70%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMCVX Wasatch Small Cap Value Fund | 18.70% | 17.18% | 3.67% | 2.39% | 7.72% | 0.00% | 1.10% | 8.97% | 6.63% | 0.07% | 0.52% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
WMCVX vs. SPY - Drawdown Comparison
The maximum WMCVX drawdown since its inception was -65.79%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WMCVX and SPY.
Loading data...
Volatility
WMCVX vs. SPY - Volatility Comparison
Wasatch Small Cap Value Fund (WMCVX) has a higher volatility of 7.12% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that WMCVX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...