WMCVX vs. WGROX
WMCVX (Wasatch Small Cap Value Fund) and WGROX (Wasatch Core Growth Fund) are both mutual funds - WMCVX is a Small Cap Blend Equities fund managed by Wasatch, while WGROX is a Small Cap Growth Equities fund managed by Wasatch. Over the past 10 years, WMCVX returned 10.49%/yr vs 10.80%/yr for WGROX. Their correlation of 0.90 means they have usually moved in the same direction. WMCVX charges 1.16%/yr vs 1.17%/yr for WGROX.
Performance
WMCVX vs. WGROX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WMCVX achieves a 13.95% return, which is significantly higher than WGROX's 5.28% return. Both investments have delivered pretty close results over the past 10 years, with WMCVX having a 10.49% annualized return and WGROX not far ahead at 10.80%.
WMCVX
- 1D
- 0.00%
- 1M
- 0.29%
- 6M
- 5.15%
- YTD
- 13.95%
- 1Y
- 15.27%
- 3Y*
- 10.28%
- 5Y*
- 5.76%
- 10Y*
- 10.49%
- ALL TIME*
- 11.10%
WGROX
- 1D
- 0.00%
- 1M
- -1.75%
- 6M
- 1.68%
- YTD
- 5.28%
- 1Y
- 0.46%
- 3Y*
- 5.45%
- 5Y*
- 0.42%
- 10Y*
- 10.80%
- ALL TIME*
- 11.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WMCVX vs. WGROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMCVX Wasatch Small Cap Value Fund | 13.95% | -3.66% | 11.65% | 31.78% | -21.61% | 25.23% | 12.52% | 23.63% | -9.55% | 19.54% |
WGROX Wasatch Core Growth Fund | 5.28% | -10.37% | 13.13% | 33.43% | -30.86% | 20.76% | 36.73% | 33.31% | -3.75% | 24.29% |
Correlation
The correlation between WMCVX and WGROX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 1997 | 0.90 |
The correlation between WMCVX and WGROX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WMCVX vs. WGROX — Risk / Return Rank
WMCVX
WGROX
WMCVX vs. WGROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Small Cap Value Fund (WMCVX) and Wasatch Core Growth Fund (WGROX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WMCVX | WGROX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.00 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | -0.11 | +1.26 |
| Martin ratioReturn relative to average drawdown | 3.21 | -0.28 | +3.49 |
Loading charts...
Drawdowns
WMCVX vs. WGROX - Drawdown Comparison
The maximum WMCVX drawdown since its inception was -65.79%, which is greater than WGROX's maximum drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for WMCVX and WGROX.
Loading charts...
Drawdown Indicators
| WMCVX | WGROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.79% | -61.61% | -4.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -14.95% | +2.89% |
Max Drawdown (3Y)Largest decline over 3 years | -28.75% | -27.61% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -32.26% | -40.16% | +7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -46.29% | -40.16% | -6.13% |
Current DrawdownCurrent decline from peak | -1.40% | -14.59% | +13.19% |
Average DrawdownAverage peak-to-trough decline | -10.91% | -9.92% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 5.61% | -1.27% |
Volatility
WMCVX vs. WGROX - Volatility Comparison
The current volatility for Wasatch Small Cap Value Fund (WMCVX) is 4.27%, while Wasatch Core Growth Fund (WGROX) has a volatility of 4.88%. This indicates that WMCVX experiences smaller price fluctuations and is considered to be less risky than WGROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WMCVX | WGROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 4.88% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 14.57% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.71% | 19.69% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 23.09% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.45% | 23.32% | +0.13% |
WMCVX vs. WGROX - Expense Ratio Comparison
WMCVX has a 1.16% expense ratio, which is lower than WGROX's 1.17% expense ratio.
Dividends
WMCVX vs. WGROX - Dividend Comparison
WMCVX's dividend yield for the trailing twelve months is around 5.43%, less than WGROX's 8.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WGROX Wasatch Core Growth Fund | 8.12% | 8.55% | 9.22% | 0.00% | 0.71% | 16.82% | 7.21% | 10.73% | 10.14% | 6.24% | 0.15% | 12.70% |
WMCVX Wasatch Small Cap Value Fund | 5.43% | 6.19% | 17.18% | 3.67% | 2.39% | 7.72% | 0.00% | 1.10% | 8.98% | 6.63% | 0.07% | 0.52% |
Frequently Asked Questions
With a correlation of 0.93, WMCVX and WGROX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WGROX has higher volatility (4.88%) compared to WMCVX (4.27%). In terms of maximum drawdown, WMCVX dropped -65.79% vs WGROX's -61.61%.
WMCVX currently has the higher Sharpe Ratio (0.75 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for WMCVX and WGROX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer