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WMICX vs. VIESX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMICX vs. VIESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Micro Cap Fund (WMICX) and Virtus KAR Emerging Markets Small-Cap Fund (VIESX). The values are adjusted to include any dividend payments, if applicable.

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WMICX vs. VIESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMICX
Wasatch Micro Cap Fund
-6.11%4.84%20.91%22.58%-40.64%4.51%64.84%42.31%1.73%36.17%
VIESX
Virtus KAR Emerging Markets Small-Cap Fund
-1.89%13.61%3.62%21.83%-22.92%-1.62%38.88%18.28%-5.40%31.01%

Returns By Period

In the year-to-date period, WMICX achieves a -6.11% return, which is significantly lower than VIESX's -1.89% return. Over the past 10 years, WMICX has outperformed VIESX with an annualized return of 12.75%, while VIESX has yielded a comparatively lower 9.25% annualized return.


WMICX

1D
-0.97%
1M
-11.81%
YTD
-6.11%
6M
-4.35%
1Y
17.97%
3Y*
9.56%
5Y*
-3.99%
10Y*
12.75%

VIESX

1D
-0.25%
1M
-9.73%
YTD
-1.89%
6M
-4.15%
1Y
8.16%
3Y*
9.67%
5Y*
1.66%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMICX vs. VIESX - Expense Ratio Comparison

WMICX has a 1.63% expense ratio, which is higher than VIESX's 1.51% expense ratio.


Return for Risk

WMICX vs. VIESX — Risk / Return Rank

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

WMICX
WMICX Risk / Return Rank: 3939
Overall Rank
WMICX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WMICX Sortino Ratio Rank: 4444
Sortino Ratio Rank
WMICX Omega Ratio Rank: 3131
Omega Ratio Rank
WMICX Calmar Ratio Rank: 4242
Calmar Ratio Rank
WMICX Martin Ratio Rank: 3737
Martin Ratio Rank

VIESX
VIESX Risk / Return Rank: 2121
Overall Rank
VIESX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VIESX Sortino Ratio Rank: 2121
Sortino Ratio Rank
VIESX Omega Ratio Rank: 2020
Omega Ratio Rank
VIESX Calmar Ratio Rank: 2020
Calmar Ratio Rank
VIESX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WMICX vs. VIESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Fund (WMICX) and Virtus KAR Emerging Markets Small-Cap Fund (VIESX). 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.


WMICXVIESXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.62

+0.19

Sortino ratio

Return per unit of downside risk

1.30

0.91

+0.39

Omega ratio

Gain probability vs. loss probability

1.16

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

1.08

0.62

+0.46

Martin ratio

Return relative to average drawdown

3.88

1.95

+1.94

WMICX vs. VIESX - Sharpe Ratio Comparison

The current WMICX Sharpe Ratio is 0.81, which is higher than the VIESX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of WMICX and VIESX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WMICXVIESXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.62

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.13

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.70

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.49

+0.14

Correlation

The correlation between WMICX and VIESX is 0.50, 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.


Dividends

WMICX vs. VIESX - Dividend Comparison

WMICX has not paid dividends to shareholders, while VIESX's dividend yield for the trailing twelve months is around 2.85%.


TTM20252024202320222021202020192018201720162015
WMICX
Wasatch Micro Cap Fund
0.00%0.00%0.00%0.00%0.00%30.82%5.68%11.40%29.75%15.30%9.30%16.58%
VIESX
Virtus KAR Emerging Markets Small-Cap Fund
2.85%2.79%3.64%0.00%0.00%8.80%1.17%2.06%0.38%0.83%2.01%2.24%

Drawdowns

WMICX vs. VIESX - Drawdown Comparison

The maximum WMICX drawdown since its inception was -65.21%, which is greater than VIESX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for WMICX and VIESX.


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Drawdown Indicators


WMICXVIESXDifference

Max Drawdown

Largest peak-to-trough decline

-65.21%

-35.10%

-30.11%

Max Drawdown (1Y)

Largest decline over 1 year

-14.32%

-10.58%

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-48.70%

-35.10%

-13.60%

Max Drawdown (10Y)

Largest decline over 10 years

-50.96%

-35.10%

-15.86%

Current Drawdown

Current decline from peak

-26.07%

-10.58%

-15.49%

Average Drawdown

Average peak-to-trough decline

-13.32%

-9.81%

-3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

3.37%

+0.61%

Volatility

WMICX vs. VIESX - Volatility Comparison

Wasatch Micro Cap Fund (WMICX) has a higher volatility of 6.30% compared to Virtus KAR Emerging Markets Small-Cap Fund (VIESX) at 4.78%. This indicates that WMICX's price experiences larger fluctuations and is considered to be riskier than VIESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMICXVIESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

4.78%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.90%

8.19%

+5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

22.36%

12.37%

+9.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.48%

13.10%

+11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.31%

13.18%

+11.13%