WMICX vs. AVALX
Compare and contrast key facts about Wasatch Micro Cap Fund (WMICX) and Aegis Value Fund (AVALX).
WMICX is managed by Wasatch. It was launched on Jun 19, 1995. AVALX is managed by Aegis. It was launched on May 15, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WMICX or AVALX.
Key characteristics
| WMICX | AVALX | |
|---|---|---|
| YTD Return | 28.07% | 16.41% |
| 1Y Return | 53.95% | 24.68% |
| 3Y Return (Ann) | -14.11% | 12.83% |
| 5Y Return (Ann) | 2.56% | 20.86% |
| 10Y Return (Ann) | 1.19% | 9.46% |
| Sharpe Ratio | 2.34 | 1.34 |
| Sortino Ratio | 3.23 | 1.86 |
| Omega Ratio | 1.40 | 1.23 |
| Calmar Ratio | 0.84 | 2.05 |
| Martin Ratio | 15.42 | 5.15 |
| Ulcer Index | 3.33% | 4.93% |
| Daily Std Dev | 21.90% | 18.89% |
| Max Drawdown | -72.45% | -79.55% |
| Current Drawdown | -39.71% | -1.72% |
Correlation
The correlation between WMICX and AVALX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WMICX vs. AVALX - Performance Comparison
In the year-to-date period, WMICX achieves a 28.07% return, which is significantly higher than AVALX's 16.41% return. Over the past 10 years, WMICX has underperformed AVALX with an annualized return of 1.19%, while AVALX has yielded a comparatively higher 9.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WMICX vs. AVALX - Expense Ratio Comparison
WMICX has a 1.63% expense ratio, which is higher than AVALX's 1.50% expense ratio.
Risk-Adjusted Performance
WMICX vs. AVALX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Fund (WMICX) and Aegis Value Fund (AVALX). 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.
Dividends
WMICX vs. AVALX - Dividend Comparison
WMICX has not paid dividends to shareholders, while AVALX's dividend yield for the trailing twelve months is around 0.56%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMICX Wasatch Micro Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.08% | 0.00% | 0.03% | 0.00% |
AVALX Aegis Value Fund | 0.56% | 0.65% | 0.16% | 0.00% | 2.10% | 0.25% | 0.00% | 0.00% | 1.45% | 0.04% | 0.00% | 0.16% |
Drawdowns
WMICX vs. AVALX - Drawdown Comparison
The maximum WMICX drawdown since its inception was -72.45%, smaller than the maximum AVALX drawdown of -79.55%. Use the drawdown chart below to compare losses from any high point for WMICX and AVALX. For additional features, visit the drawdowns tool.
Volatility
WMICX vs. AVALX - Volatility Comparison
Wasatch Micro Cap Fund (WMICX) has a higher volatility of 7.61% compared to Aegis Value Fund (AVALX) at 3.88%. This indicates that WMICX's price experiences larger fluctuations and is considered to be riskier than AVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.