WMICX vs. VFIAX
Compare and contrast key facts about Wasatch Micro Cap Fund (WMICX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
WMICX is managed by Wasatch. It was launched on Jun 19, 1995. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WMICX or VFIAX.
Performance
WMICX vs. VFIAX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with WMICX having a 27.34% return and VFIAX slightly lower at 26.66%. Over the past 10 years, WMICX has underperformed VFIAX with an annualized return of 1.12%, while VFIAX has yielded a comparatively higher 13.21% annualized return.
WMICX
27.34%
7.66%
15.82%
43.02%
2.18%
1.12%
VFIAX
26.66%
3.09%
13.26%
32.80%
15.72%
13.21%
Key characteristics
| WMICX | VFIAX | |
|---|---|---|
| Sharpe Ratio | 1.98 | 2.68 |
| Sortino Ratio | 2.76 | 3.57 |
| Omega Ratio | 1.34 | 1.50 |
| Calmar Ratio | 0.74 | 3.88 |
| Martin Ratio | 12.50 | 17.45 |
| Ulcer Index | 3.44% | 1.88% |
| Daily Std Dev | 21.67% | 12.24% |
| Max Drawdown | -72.45% | -55.20% |
| Current Drawdown | -40.06% | -0.46% |
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WMICX vs. VFIAX - Expense Ratio Comparison
WMICX has a 1.63% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Correlation
The correlation between WMICX and VFIAX 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.
Risk-Adjusted Performance
WMICX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Fund (WMICX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
WMICX has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 1.23%.
| 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.23% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
WMICX vs. VFIAX - Drawdown Comparison
The maximum WMICX drawdown since its inception was -72.45%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for WMICX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
WMICX vs. VFIAX - Volatility Comparison
Wasatch Micro Cap Fund (WMICX) has a higher volatility of 8.59% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.96%. This indicates that WMICX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.