PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

WCM Focused International Opportunities Fund (WCFOX) Sharpe Ratio: 1.43

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund primarily invests in equities of small- to mid-cap companies outside the US, focusing on emerging and frontier market countries.

WCFOX's Sharpe Ratio of 1.43 indicates that for each unit of volatility, it generates 1.43 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

WCFOX Sharpe Ratio Rank

WCFOX Sharpe Ratio Rank: 25.325
Below Average

WCFOX ranks above 25.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

WCFOX Sharpe Ratio Market Positioning

The chart shows WCFOX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares WCM Focused International Opportunities Fund's Sharpe Ratio with other mutual funds in the Foreign Small & Mid Cap Equities category across multiple time periods, showing how WCFOX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HRIOXHood River International Opportunity Fund4.20
HRIIXHood River International Opportunity Fund Investor Class4.19
AVANXAvantis International Small Cap Value Fund Class G3.06
AVDVXAvantis International Small Cap Value Fund3.04
KGGIXKopernik Global All-Cap Fund3.02
KGGAXKopernik Global All-Cap Fund Class A3.01
ALOIXVirtus International Small-Cap Fund2.96
DWUSXDFA World ex U.S. Targeted Value Portfolio2.81
FMNEXRBB Free Market International Equity Fund2.63
DISVXDFA International Small Cap Value Portfolio2.62
WCFOXWCM Focused International Opportunities Fund1.43

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows WCFOX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when WCFOX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does WCFOX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio