WMCVX vs. SPY
Compare and contrast key facts about Wasatch Small Cap Value Fund (WMCVX) and State Street 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.
Performance
WMCVX vs. SPY - Performance Comparison
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WMCVX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMCVX Wasatch Small Cap Value Fund | 0.67% | -3.66% | 11.65% | 31.78% | -21.61% | 25.23% | 12.52% | 23.63% | -9.55% | 19.54% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, WMCVX achieves a 0.67% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, WMCVX has underperformed SPY with an annualized return of 9.99%, while SPY has yielded a comparatively higher 14.06% annualized return.
WMCVX
- 1D
- 2.38%
- 1M
- -8.43%
- YTD
- 0.67%
- 6M
- -3.40%
- 1Y
- 7.20%
- 3Y*
- 10.56%
- 5Y*
- 3.60%
- 10Y*
- 9.99%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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WMCVX vs. SPY - Expense Ratio Comparison
WMCVX has a 1.16% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
WMCVX vs. SPY — Risk / Return Rank
WMCVX
SPY
WMCVX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Value Fund (WMCVX) and State Street 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.
| WMCVX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 0.96 | -0.64 |
Sortino ratioReturn per unit of downside risk | 0.63 | 1.49 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.23 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.53 | -0.99 |
Martin ratioReturn relative to average drawdown | 1.60 | 7.27 | -5.67 |
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
| WMCVX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.96 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.70 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.79 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.56 | -0.06 |
Correlation
The correlation between WMCVX and SPY is 0.77, 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.
Dividends
WMCVX vs. SPY - Dividend Comparison
WMCVX's dividend yield for the trailing twelve months is around 6.15%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMCVX Wasatch Small Cap Value Fund | 6.15% | 6.19% | 17.18% | 3.67% | 2.39% | 7.72% | 0.00% | 1.10% | 8.98% | 6.63% | 0.07% | 0.52% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
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.
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Drawdown Indicators
| WMCVX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.79% | -55.19% | -10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -12.05% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -32.26% | -24.50% | -7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -46.29% | -33.72% | -12.57% |
Current DrawdownCurrent decline from peak | -12.90% | -5.53% | -7.37% |
Average DrawdownAverage peak-to-trough decline | -10.98% | -9.09% | -1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 2.54% | +2.11% |
Volatility
WMCVX vs. SPY - Volatility Comparison
Wasatch Small Cap Value Fund (WMCVX) has a higher volatility of 6.90% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. 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.
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Volatility by Period
| WMCVX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 5.35% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 9.50% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.47% | 19.06% | +4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 17.06% | +5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.41% | 17.92% | +5.49% |