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WMICX vs. USNQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WMICX and USNQX is 0.80, 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.


Performance

WMICX vs. USNQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Micro Cap Fund (WMICX) and USAA Nasdaq 100 Index Fund (USNQX). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
1,007.13%
429.26%
WMICX
USNQX

Key characteristics

Sharpe Ratio

WMICX:

-0.02

USNQX:

0.55

Sortino Ratio

WMICX:

0.15

USNQX:

0.93

Omega Ratio

WMICX:

1.02

USNQX:

1.13

Calmar Ratio

WMICX:

-0.01

USNQX:

0.60

Martin Ratio

WMICX:

-0.04

USNQX:

2.00

Ulcer Index

WMICX:

10.55%

USNQX:

6.88%

Daily Std Dev

WMICX:

24.46%

USNQX:

25.25%

Max Drawdown

WMICX:

-65.44%

USNQX:

-74.36%

Current Drawdown

WMICX:

-35.42%

USNQX:

-9.90%

Returns By Period

In the year-to-date period, WMICX achieves a -14.03% return, which is significantly lower than USNQX's -4.90% return. Over the past 10 years, WMICX has underperformed USNQX with an annualized return of 10.24%, while USNQX has yielded a comparatively higher 14.89% annualized return.


WMICX

YTD

-14.03%

1M

10.75%

6M

-13.08%

1Y

-1.80%

5Y*

7.09%

10Y*

10.24%

USNQX

YTD

-4.90%

1M

14.76%

6M

-2.78%

1Y

8.91%

5Y*

14.59%

10Y*

14.89%

*Annualized

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WMICX vs. USNQX - Expense Ratio Comparison

WMICX has a 1.63% expense ratio, which is higher than USNQX's 0.42% expense ratio.


Risk-Adjusted Performance

WMICX vs. USNQX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WMICX
The Risk-Adjusted Performance Rank of WMICX is 1616
Overall Rank
The Sharpe Ratio Rank of WMICX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of WMICX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of WMICX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of WMICX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of WMICX is 1616
Martin Ratio Rank

USNQX
The Risk-Adjusted Performance Rank of USNQX is 5252
Overall Rank
The Sharpe Ratio Rank of USNQX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of USNQX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of USNQX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of USNQX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of USNQX is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WMICX vs. USNQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Fund (WMICX) and USAA Nasdaq 100 Index Fund (USNQX). 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 -0.02, which is lower than the USNQX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of WMICX and USNQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.02
0.49
WMICX
USNQX

Dividends

WMICX vs. USNQX - Dividend Comparison

WMICX has not paid dividends to shareholders, while USNQX's dividend yield for the trailing twelve months is around 0.42%.


TTM20242023202220212020201920182017201620152014
WMICX
Wasatch Micro Cap Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.00%0.03%
USNQX
USAA Nasdaq 100 Index Fund
0.42%0.40%0.58%0.28%0.24%0.37%0.55%0.65%0.46%0.50%0.62%0.21%

Drawdowns

WMICX vs. USNQX - Drawdown Comparison

The maximum WMICX drawdown since its inception was -65.44%, smaller than the maximum USNQX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for WMICX and USNQX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-35.42%
-9.90%
WMICX
USNQX

Volatility

WMICX vs. USNQX - Volatility Comparison

The current volatility for Wasatch Micro Cap Fund (WMICX) is 10.35%, while USAA Nasdaq 100 Index Fund (USNQX) has a volatility of 14.01%. This indicates that WMICX experiences smaller price fluctuations and is considered to be less risky than USNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
10.35%
14.01%
WMICX
USNQX