WMCVX vs. VOO
Compare and contrast key facts about Wasatch Small Cap Value Fund (WMCVX) and Vanguard S&P 500 ETF (VOO).
WMCVX is managed by Wasatch. It was launched on Dec 17, 1997. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
WMCVX vs. VOO - Performance Comparison
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WMCVX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, WMCVX achieves a 0.67% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, WMCVX has underperformed VOO with an annualized return of 9.99%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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WMCVX vs. VOO - Expense Ratio Comparison
WMCVX has a 1.16% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
WMCVX vs. VOO — Risk / Return Rank
WMCVX
VOO
WMCVX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Value Fund (WMCVX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 1.01 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.63 | 1.53 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.23 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.55 | -1.01 |
Martin ratioReturn relative to average drawdown | 1.60 | 7.31 | -5.71 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 1.01 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.71 | -0.55 |
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 | 0.83 | -0.33 |
Correlation
The correlation between WMCVX and VOO is 0.81, 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. VOO - Dividend Comparison
WMCVX's dividend yield for the trailing twelve months is around 6.15%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
WMCVX vs. VOO - Drawdown Comparison
The maximum WMCVX drawdown since its inception was -65.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WMCVX and VOO.
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Drawdown Indicators
| WMCVX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.79% | -33.99% | -31.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -11.98% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -32.26% | -24.52% | -7.74% |
Max Drawdown (10Y)Largest decline over 10 years | -46.29% | -33.99% | -12.30% |
Current DrawdownCurrent decline from peak | -12.90% | -5.55% | -7.35% |
Average DrawdownAverage peak-to-trough decline | -10.98% | -3.72% | -7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 2.55% | +2.10% |
Volatility
WMCVX vs. VOO - Volatility Comparison
Wasatch Small Cap Value Fund (WMCVX) has a higher volatility of 6.90% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that WMCVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMCVX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 5.34% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 9.47% | +4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.47% | 18.11% | +5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 16.82% | +5.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.41% | 17.99% | +5.42% |