WMICX vs. VOOG
Compare and contrast key facts about Wasatch Micro Cap Fund (WMICX) and Vanguard S&P 500 Growth ETF (VOOG).
WMICX is managed by Wasatch. It was launched on Jun 19, 1995. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WMICX or VOOG.
Performance
WMICX vs. VOOG - Performance Comparison
Returns By Period
In the year-to-date period, WMICX achieves a 27.34% return, which is significantly lower than VOOG's 33.08% return. Over the past 10 years, WMICX has underperformed VOOG with an annualized return of 1.12%, while VOOG has yielded a comparatively higher 14.87% annualized return.
WMICX
27.34%
7.66%
15.82%
43.02%
2.18%
1.12%
VOOG
33.08%
3.16%
13.95%
37.77%
17.51%
14.87%
Key characteristics
WMICX | VOOG | |
---|---|---|
Sharpe Ratio | 1.98 | 2.21 |
Sortino Ratio | 2.76 | 2.88 |
Omega Ratio | 1.34 | 1.41 |
Calmar Ratio | 0.74 | 2.82 |
Martin Ratio | 12.50 | 11.72 |
Ulcer Index | 3.44% | 3.22% |
Daily Std Dev | 21.67% | 17.05% |
Max Drawdown | -72.45% | -32.73% |
Current Drawdown | -40.06% | -1.62% |
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WMICX vs. VOOG - Expense Ratio Comparison
WMICX has a 1.63% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Correlation
The correlation between WMICX and VOOG is 0.74, 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. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Fund (WMICX) and Vanguard S&P 500 Growth ETF (VOOG). 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. VOOG - Dividend Comparison
WMICX has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.60%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard S&P 500 Growth ETF | 0.60% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
WMICX vs. VOOG - Drawdown Comparison
The maximum WMICX drawdown since its inception was -72.45%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for WMICX and VOOG. For additional features, visit the drawdowns tool.
Volatility
WMICX vs. VOOG - Volatility Comparison
Wasatch Micro Cap Fund (WMICX) has a higher volatility of 8.59% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.39%. This indicates that WMICX's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.