WMICX vs. WAMVX

In the year-to-date period, WMICX achieves a 22.08% return, which is significantly lower than WAMVX's 23.81% return. Over the past 10 years, WMICX has underperformed WAMVX with an annualized return of 0.33%, while WAMVX has yielded a comparatively higher 2.76% annualized return.

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WMICX has a 1.63% expense ratio, which is lower than WAMVX's 1.66% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Fund (WMICX) and Wasatch Micro Cap Value Fund (WAMVX). 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 1.08, which is comparable to the WAMVX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of WMICX and WAMVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither WMICX nor WAMVX has paid dividends to shareholders.

The maximum WMICX drawdown since its inception was -72.45%, which is greater than WAMVX's maximum drawdown of -66.97%. Use the drawdown chart below to compare losses from any high point for WMICX and WAMVX. For additional features, visit the drawdowns tool.

Wasatch Micro Cap Fund (WMICX) has a higher volatility of 5.81% compared to Wasatch Micro Cap Value Fund (WAMVX) at 5.40%. This indicates that WMICX's price experiences larger fluctuations and is considered to be riskier than WAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.