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Inception Date
Mar 29, 2021
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

WCFOX Performance Chart

WCM Focused International Opportunities Fund (WCFOX) is up 18.3% since the beginning of the year. WCFOX is currently trading at $15 per share. Investors who bought $1,000 worth of WCFOX shares 5 years ago would now be looking at an investment worth $1,379.


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S&P 500 Index

Returns By Period

WCM Focused International Opportunities Fund (WCFOX) has returned 18.30% so far this year and 30.59% over the past 12 months.


WCM Focused International Opportunities Fund

1D
1.67%
1M
5.41%
YTD
18.30%
6M
18.30%
1Y
30.59%
3Y*
20.96%
5Y*
6.64%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WCFOX Monthly Returns History

Based on dividend-adjusted daily data since May 25, 2021, WCFOX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was Apr 2026 with a return of +13.3%, while the worst month was Jan 2022 at -14.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 6 months.

On a daily basis, WCFOX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 4, 2025 at -7.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.07%-1.25%-9.14%13.26%4.99%4.54%18.30%
20255.10%-0.19%-4.86%6.85%9.76%8.20%-0.64%1.87%4.46%0.91%-3.17%0.48%31.45%
2024-1.05%4.76%2.22%-7.41%4.59%-0.92%0.41%2.87%-0.40%-2.30%5.43%-1.50%6.14%
202310.24%-3.10%4.05%0.59%-0.23%2.82%2.86%-3.67%-4.97%-6.20%13.21%9.55%25.65%
2022-14.32%-4.55%-1.87%-12.04%-3.72%-9.73%8.43%-5.61%-11.47%4.88%12.94%-1.93%-35.42%
20211.09%5.66%1.87%5.18%-5.24%4.10%-5.55%0.63%7.30%

Benchmark Metrics

WCM Focused International Opportunities Fund has an annualized alpha of -3.90%, beta of 1.04, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.

  • This fund participated in 118.25% of S&P 500 Index downside but only 99.68% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.90% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.04 and R2 of 0.67, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-3.90%
Beta
1.04
0.67
Upside Capture
99.68%
Downside Capture
118.25%

Expense Ratio

WCFOX has a high expense ratio of 1.50%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

WCFOX ranks 31 for risk / return — below 31% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


WCFOX Risk / Return Rank: 3131
Overall Rank
WCFOX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
WCFOX Sortino Ratio Rank: 2929
Sortino Ratio Rank
WCFOX Omega Ratio Rank: 3232
Omega Ratio Rank
WCFOX Calmar Ratio Rank: 3131
Calmar Ratio Rank
WCFOX Martin Ratio Rank: 3232
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WCM Focused International Opportunities Fund (WCFOX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WCFOXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.00

2.78

-0.79

Martin ratioReturn relative to average drawdown

6.91

12.44

-5.53

Dividends

Dividend History

WCM Focused International Opportunities Fund provided a 0.27% dividend yield over the last twelve months, with an annual payout of $0.04 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.04$0.04$0.35$0.02$0.00$0.01

Dividend yield

0.27%0.33%3.57%0.24%0.00%0.12%

Monthly Dividends

The table displays the monthly dividend distributions for WCM Focused International Opportunities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.01$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WCM Focused International Opportunities Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WCM Focused International Opportunities Fund was 49.83%, occurring on Oct 14, 2022. Recovery took 707 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-49.83%Oct 2022
1y 20d2y 10mo
3y 10moSep 2021 - Aug 2025
2026 correction2026
-15.13%Mar 2026
2mo 1d1mo 6d
3mo 7dJan 2026 - May 2026
2025 pullback2025
-9.15%Nov 2025
23d1mo 20d
2mo 13dOct 2025 - Jan 2026
2026 pullback2026
-5.67%Jun 2026
7d5d
12dJun 2026 - Jun 2026
2026 pullback2026
-4.48%May 2026
5d7d
12dMay 2026 - May 2026

Drawdown Indicators


WCFOXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-49.83%

-56.78%

+6.95%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-9.10%

-6.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.34%

-18.90%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-49.83%

-25.43%

-24.40%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-21.49%

-10.71%

-10.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

2.03%

+2.32%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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