PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

WCM Focused International Growth Fund (WCMIX) Sharpe Ratio: 0.87

Mutual Fund · Currency in USD · Last updated Jun 20, 2026

The fund normally invests at least 75% of its net assets in equity securities of non-U.S. domiciled companies or depository receipts of non-U.S. domiciled companies located in developed countries and in emerging and frontier market countries. The fund's investments in equity securities may include common stocks and depository receipts. It generally invests in securities of companies located in different regions and in at least three different countries.

WCMIX's Sharpe Ratio of 0.87 indicates that for each unit of volatility, it generates 0.87 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 20, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

WCMIX Sharpe Ratio Rank

WCMIX Sharpe Ratio Rank: 12.312
Concerning

WCMIX ranks above 12.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

WCMIX Sharpe Ratio Market Positioning

The chart shows WCMIX'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%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.28
  • Green zone (top 25%): 2.28 or higher
  • Top 1%: 4.29+
  • Median: 1.88 — half of all investments score higher

How it compares to other similar mutual funds

The table compares WCM Focused International Growth Fund's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how WCMIX'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 20, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SWRLXTouchstone International Equity Fund3.45
TIVFXAmerican Beacon Tocqueville International Value Fund3.33
THOIXThornburg Global Opportunities Fund3.09
SAHMXSA International Value Fund3.05
DCINXDunham International Stock Fund3.00
EISIXCarillon ClariVest International Stock Fund2.99
GTMIXGMO Tax-Managed International Equities Fund2.99
DFWVXDFA World ex U.S. Value Portfolio Fund2.93
SIDNXHartford Schroders International Multi-Cap Value Fund2.87
SFNNXSchwab Fundamental International Equity Index Fund2.81
WCMIXWCM Focused International Growth Fund0.87

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows WCMIX'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 WCMIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does WCMIX fit in your portfolio?

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

Analyze Your Portfolio