WMCVX vs. VBR
Compare and contrast key facts about Wasatch Small Cap Value Fund (WMCVX) and Vanguard Small-Cap Value ETF (VBR).
WMCVX is managed by Wasatch. It was launched on Dec 17, 1997. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
WMCVX vs. VBR - Performance Comparison
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WMCVX vs. VBR - 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% |
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, WMCVX achieves a 0.67% return, which is significantly lower than VBR's 3.59% return. Both investments have delivered pretty close results over the past 10 years, with WMCVX having a 9.99% annualized return and VBR not far ahead at 10.14%.
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%
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
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WMCVX vs. VBR - Expense Ratio Comparison
WMCVX has a 1.16% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
WMCVX vs. VBR — Risk / Return Rank
WMCVX
VBR
WMCVX vs. VBR - 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 Value ETF (VBR). 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 | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 0.93 | -0.62 |
Sortino ratioReturn per unit of downside risk | 0.63 | 1.43 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.19 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.37 | -0.83 |
Martin ratioReturn relative to average drawdown | 1.60 | 5.62 | -4.02 |
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 | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.93 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.39 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.47 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.40 | +0.10 |
Correlation
The correlation between WMCVX and VBR is 0.93, 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. VBR - Dividend Comparison
WMCVX's dividend yield for the trailing twelve months is around 6.15%, more than VBR's 1.90% 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% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
WMCVX vs. VBR - Drawdown Comparison
The maximum WMCVX drawdown since its inception was -65.79%, which is greater than VBR's maximum drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for WMCVX and VBR.
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Drawdown Indicators
| WMCVX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.79% | -61.98% | -3.81% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -14.18% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -32.26% | -24.19% | -8.07% |
Max Drawdown (10Y)Largest decline over 10 years | -46.29% | -45.28% | -1.01% |
Current DrawdownCurrent decline from peak | -12.90% | -5.75% | -7.15% |
Average DrawdownAverage peak-to-trough decline | -10.98% | -8.32% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 3.46% | +1.19% |
Volatility
WMCVX vs. VBR - Volatility Comparison
Wasatch Small Cap Value Fund (WMCVX) has a higher volatility of 6.90% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. This indicates that WMCVX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMCVX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 5.40% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 11.29% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.47% | 20.64% | +2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 19.85% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.41% | 21.73% | +1.68% |