PortfoliosLab logoPortfoliosLab logo
Inception Date
Jun 28, 2020
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

WLIVX Performance Chart

WCM Focused International Value Fund (WLIVX) is up 14.5% since the beginning of the year. WLIVX is currently trading at $23 per share. Investors who bought $1,000 worth of WLIVX shares 5 years ago would now be looking at an investment worth $1,703.


Loading charts...

S&P 500 Index

Returns By Period

WCM Focused International Value Fund (WLIVX) has returned 14.54% so far this year and 37.44% over the past 12 months.


WCM Focused International Value Fund

1D
0.78%
1M
3.94%
YTD
14.54%
6M
14.65%
1Y
37.44%
3Y*
25.08%
5Y*
11.24%
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)

WLIVX Monthly Returns History

Based on dividend-adjusted daily data since Jun 29, 2020, WLIVX's average daily return is +0.07%, while the average monthly return is +1.35%. At this rate, an investment would double in approximately 4.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +15.9%, while the worst month was Jun 2022 at -10.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, WLIVX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -7.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.93%1.17%-7.29%9.11%3.85%2.70%14.54%
20254.68%0.45%0.06%3.22%7.37%6.28%0.33%2.78%8.33%0.10%-0.98%2.55%40.75%
2024-0.45%5.51%3.36%-4.29%4.77%-0.62%3.61%4.49%0.32%-3.39%0.66%-1.87%12.13%
20236.26%-5.22%2.45%0.17%-1.36%4.24%4.06%-2.31%-3.92%-5.09%13.06%6.03%18.08%
2022-6.79%-7.35%-1.65%-8.37%1.66%-10.13%5.73%-5.67%-9.85%7.79%11.16%-3.92%-26.40%
2021-2.35%2.49%3.94%3.72%2.25%-0.89%2.85%2.70%-3.61%4.57%-3.19%4.20%17.41%

Benchmark Metrics

WCM Focused International Value Fund has an annualized alpha of 1.83%, beta of 0.91, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since June 29, 2020.

  • With beta of 0.91 and R2 of 0.70, 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
1.83%
Beta
0.91
0.70
Upside Capture
97.07%
Downside Capture
96.01%

Expense Ratio

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


Return for Risk

Risk / Return Rank

WLIVX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


WLIVX Risk / Return Rank: 5959
Overall Rank
WLIVX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
WLIVX Sortino Ratio Rank: 5555
Sortino Ratio Rank
WLIVX Omega Ratio Rank: 5151
Omega Ratio Rank
WLIVX Calmar Ratio Rank: 7272
Calmar Ratio Rank
WLIVX Martin Ratio Rank: 6464
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 Value Fund (WLIVX) 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.


WLIVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.14

2.78

+0.36

Martin ratioReturn relative to average drawdown

11.89

12.44

-0.55

Dividends

Dividend History

WCM Focused International Value Fund provided a 1.92% dividend yield over the last twelve months, with an annual payout of $0.45 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.4020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.45$0.45$0.19$0.09$0.04$0.00

Dividend yield

1.92%2.20%1.31%0.65%0.32%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for WCM Focused International Value 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$0.45$0.45
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
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

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the WCM Focused International Value 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 Value Fund was 37.86%, occurring on Sep 26, 2022. Recovery took 504 trading sessions.

The current WCM Focused International Value Fund drawdown is 0.09%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-37.86%Sep 2022
10mo 15d2y 2d
2y 10moNov 2021 - Sep 2024
2025 selloff2025
-16.44%Apr 2025
18d25d
1mo 13dMar 2025 - May 2025
2026 correction2026
-11.65%Mar 2026
2mo 1d15d
2mo 16dJan 2026 - Apr 2026
2025 pullback2025
-7.60%Nov 2025
1mo 14d1mo 3d
2mo 17dOct 2025 - Dec 2025
2025 pullback2025
-6.82%Jan 2025
3mo 15d1mo 1d
4mo 16dSep 2024 - Feb 2025

Drawdown Indicators


WLIVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.86%

-56.78%

+18.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-9.10%

-2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-16.44%

-18.90%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-37.86%

-25.43%

-12.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.09%

-1.80%

+1.71%

Average Drawdown

Average peak-to-trough decline

-10.44%

-10.71%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.03%

+1.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with WLIVX

Add WCM Focused International Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with WLIVX