WMICX vs. AVALX

In the year-to-date period, WMICX achieves a 27.34% return, which is significantly higher than AVALX's 18.47% return. Over the past 10 years, WMICX has underperformed AVALX with an annualized return of 1.12%, while AVALX has yielded a comparatively higher 9.44% annualized return.

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WMICX has a 1.63% expense ratio, which is higher than AVALX's 1.50% expense ratio.

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.

The current WMICX Sharpe Ratio is 1.98, which is higher than the AVALX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of WMICX and AVALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WMICX has not paid dividends to shareholders, while AVALX's dividend yield for the trailing twelve months is around 0.55%.

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.

Wasatch Micro Cap Fund (WMICX) has a higher volatility of 8.59% compared to Aegis Value Fund (AVALX) at 4.54%. 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.