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WCM Focused Emerging Markets Fund (WFEMX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US46141P8427
CUSIP
46141P842
Inception Date
Jun 27, 2013
Min. Investment
$1,000
Distribution Policy
Accumulating
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WCM Focused Emerging Markets Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

WCM Focused Emerging Markets Fund (WFEMX) has returned 0.26% so far this year and 32.48% over the past 12 months. Over the last ten years, WFEMX has returned 8.38% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


WCM Focused Emerging Markets Fund

1D
-0.10%
1M
-9.81%
YTD
0.26%
6M
0.37%
1Y
32.48%
3Y*
13.43%
5Y*
0.81%
10Y*
8.38%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 2, 2013, WFEMX's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2022 with a return of +15.3%, while the worst month was Mar 2020 at -17.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, WFEMX closed higher 51% of trading days. The best single day was Mar 16, 2022 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -9.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.12%2.81%-9.81%0.26%
20253.09%-2.33%-1.43%2.29%8.26%8.13%1.74%3.35%4.84%2.57%-3.02%0.63%31.13%
2024-5.13%5.01%1.97%-0.07%1.49%2.34%-3.15%3.92%4.48%-0.34%0.82%-1.42%9.81%
20238.64%-6.44%1.47%-1.83%-3.10%3.84%1.39%-4.79%-2.96%-2.96%8.06%4.17%4.25%
2022-6.50%-6.43%-4.58%-9.21%-0.86%-6.05%0.54%0.31%-11.71%-2.33%15.26%-2.29%-30.86%
20211.22%-0.05%-3.12%3.16%3.42%1.94%-5.05%4.67%-3.98%2.10%-6.27%0.72%-1.94%

Benchmark Metrics

WCM Focused Emerging Markets Fund has an annualized alpha of -2.06%, beta of 0.78, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since July 03, 2013.

  • This fund participated in 95.04% of S&P 500 Index downside but only 73.91% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.06% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-2.06%
Beta
0.78
0.56
Upside Capture
73.91%
Downside Capture
95.04%

Expense Ratio

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


Return for Risk

Risk / Return Rank

WFEMX ranks 81 for risk / return — in the top 81% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


WFEMX Risk / Return Rank: 8181
Overall Rank
WFEMX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WFEMX Sortino Ratio Rank: 8181
Sortino Ratio Rank
WFEMX Omega Ratio Rank: 7979
Omega Ratio Rank
WFEMX Calmar Ratio Rank: 8383
Calmar Ratio Rank
WFEMX Martin Ratio Rank: 7878
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 Emerging Markets Fund (WFEMX) and compare them to a chosen benchmark (S&P 500 Index).


WFEMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.90

+0.72

Sortino ratio

Return per unit of downside risk

2.10

1.39

+0.71

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

2.06

1.40

+0.66

Martin ratio

Return relative to average drawdown

7.57

6.61

+0.97

Explore WFEMX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

WCM Focused Emerging Markets Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$0.00$0.02$0.04$0.82$0.17$0.05$0.08$0.09$0.07$0.03

Dividend yield

0.00%0.00%0.00%0.15%0.32%4.42%0.88%0.37%0.76%0.76%0.76%0.29%

Monthly Dividends

The table displays the monthly dividend distributions for WCM Focused Emerging Markets 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
2025$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
2024$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
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$0.04$0.04
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82

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 Emerging Markets 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 Emerging Markets Fund was 46.28%, occurring on Oct 24, 2022. Recovery took 816 trading sessions.

The current WCM Focused Emerging Markets Fund drawdown is 10.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.28%Feb 17, 2021426Oct 24, 2022816Jan 28, 20261242
-31.55%Feb 13, 202027Mar 23, 202072Jul 6, 202099
-26.11%Jul 7, 2014311Sep 28, 2015408May 11, 2017719
-25.35%Jan 29, 2018191Oct 29, 2018250Oct 28, 2019441
-11.49%Oct 22, 201371Feb 3, 2014105Jul 3, 2014176

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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