WMCVX vs. VB
Compare and contrast key facts about Wasatch Small Cap Value Fund (WMCVX) and Vanguard Small-Cap ETF (VB).
WMCVX is managed by Wasatch. It was launched on Dec 17, 1997. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004.
Performance
WMCVX vs. VB - Performance Comparison
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WMCVX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMCVX Wasatch Small Cap Value Fund | -1.67% | -3.66% | 11.65% | 31.78% | -21.61% | 25.23% | 12.52% | 23.63% | -9.55% | 19.54% |
VB Vanguard Small-Cap ETF | 1.92% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Returns By Period
In the year-to-date period, WMCVX achieves a -1.67% return, which is significantly lower than VB's 1.92% return. Over the past 10 years, WMCVX has underperformed VB with an annualized return of 9.73%, while VB has yielded a comparatively higher 10.51% annualized return.
WMCVX
- 1D
- -1.01%
- 1M
- -10.47%
- YTD
- -1.67%
- 6M
- -5.46%
- 1Y
- 4.82%
- 3Y*
- 9.70%
- 5Y*
- 3.46%
- 10Y*
- 9.73%
VB
- 1D
- 3.18%
- 1M
- -5.13%
- YTD
- 1.92%
- 6M
- 3.76%
- 1Y
- 19.75%
- 3Y*
- 13.04%
- 5Y*
- 5.35%
- 10Y*
- 10.51%
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WMCVX vs. VB - Expense Ratio Comparison
WMCVX has a 1.16% expense ratio, which is higher than VB's 0.05% expense ratio.
Return for Risk
WMCVX vs. VB — Risk / Return Rank
WMCVX
VB
WMCVX vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Value Fund (WMCVX) and Vanguard Small-Cap ETF (VB). 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 | VB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.21 | 0.91 | -0.70 |
Sortino ratioReturn per unit of downside risk | 0.48 | 1.41 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.19 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 1.39 | -1.19 |
Martin ratioReturn relative to average drawdown | 0.60 | 5.97 | -5.37 |
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
| WMCVX | VB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 0.91 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.26 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.49 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.42 | +0.08 |
Correlation
The correlation between WMCVX and VB is 0.94, 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. VB - Dividend Comparison
WMCVX's dividend yield for the trailing twelve months is around 6.29%, more than VB's 1.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMCVX Wasatch Small Cap Value Fund | 6.29% | 6.19% | 17.18% | 3.67% | 2.39% | 7.72% | 0.00% | 1.10% | 8.98% | 6.63% | 0.07% | 0.52% |
VB Vanguard Small-Cap ETF | 1.34% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Drawdowns
WMCVX vs. VB - Drawdown Comparison
The maximum WMCVX drawdown since its inception was -65.79%, which is greater than VB's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for WMCVX and VB.
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Drawdown Indicators
| WMCVX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.79% | -59.56% | -6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -14.29% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -32.26% | -28.15% | -4.11% |
Max Drawdown (10Y)Largest decline over 10 years | -46.29% | -42.05% | -4.24% |
Current DrawdownCurrent decline from peak | -14.92% | -6.08% | -8.84% |
Average DrawdownAverage peak-to-trough decline | -10.98% | -8.49% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 3.32% | +1.29% |
Volatility
WMCVX vs. VB - Volatility Comparison
The current volatility for Wasatch Small Cap Value Fund (WMCVX) is 6.29%, while Vanguard Small-Cap ETF (VB) has a volatility of 6.84%. This indicates that WMCVX experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMCVX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 6.84% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.37% | 12.60% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.40% | 21.86% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.53% | 20.78% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 21.40% | +1.99% |