WMCVX vs. VO
Compare and contrast key facts about Wasatch Small Cap Value Fund (WMCVX) and Vanguard Mid-Cap ETF (VO).
WMCVX is managed by Wasatch. It was launched on Dec 17, 1997. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
WMCVX vs. VO - Performance Comparison
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WMCVX vs. VO - 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% |
VO Vanguard Mid-Cap ETF | -0.05% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, WMCVX achieves a 0.67% return, which is significantly higher than VO's -0.05% return. Over the past 10 years, WMCVX has underperformed VO with an annualized return of 9.99%, while VO has yielded a comparatively higher 10.74% 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%
VO
- 1D
- 0.63%
- 1M
- -5.18%
- YTD
- -0.05%
- 6M
- -0.76%
- 1Y
- 13.07%
- 3Y*
- 12.85%
- 5Y*
- 6.79%
- 10Y*
- 10.74%
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WMCVX vs. VO - Expense Ratio Comparison
WMCVX has a 1.16% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
WMCVX vs. VO — Risk / Return Rank
WMCVX
VO
WMCVX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Value Fund (WMCVX) and Vanguard Mid-Cap ETF (VO). 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 | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 0.75 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.63 | 1.15 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.16 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.06 | -0.51 |
Martin ratioReturn relative to average drawdown | 1.60 | 4.83 | -3.23 |
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 | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.75 | -0.43 |
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 | 0.57 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.48 | +0.02 |
Correlation
The correlation between WMCVX and VO is 0.89, 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. VO - Dividend Comparison
WMCVX's dividend yield for the trailing twelve months is around 6.15%, more than VO's 1.50% 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% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
WMCVX vs. VO - Drawdown Comparison
The maximum WMCVX drawdown since its inception was -65.79%, which is greater than VO's maximum drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for WMCVX and VO.
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Drawdown Indicators
| WMCVX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.79% | -58.87% | -6.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -12.74% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -32.26% | -27.57% | -4.69% |
Max Drawdown (10Y)Largest decline over 10 years | -46.29% | -39.37% | -6.92% |
Current DrawdownCurrent decline from peak | -12.90% | -5.53% | -7.37% |
Average DrawdownAverage peak-to-trough decline | -10.98% | -7.91% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 2.79% | +1.86% |
Volatility
WMCVX vs. VO - Volatility Comparison
Wasatch Small Cap Value Fund (WMCVX) has a higher volatility of 6.90% compared to Vanguard Mid-Cap ETF (VO) at 4.83%. This indicates that WMCVX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMCVX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 4.83% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 9.73% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.47% | 17.57% | +5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 17.61% | +4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.41% | 18.94% | +4.47% |