EFA vs. WCMIX
Compare and contrast key facts about iShares MSCI EAFE ETF (EFA) and WCM Focused International Growth Fund (WCMIX).
EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001. WCMIX is managed by WCM Investment Management. It was launched on May 30, 2011.
Performance
EFA vs. WCMIX - Performance Comparison
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EFA vs. WCMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 2.69% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
WCMIX WCM Focused International Growth Fund | -1.25% | 20.92% | 6.96% | 16.56% | -28.90% | 17.08% | 32.80% | 35.19% | -7.37% | 31.24% |
Returns By Period
In the year-to-date period, EFA achieves a 2.69% return, which is significantly higher than WCMIX's -1.25% return. Over the past 10 years, EFA has underperformed WCMIX with an annualized return of 8.93%, while WCMIX has yielded a comparatively higher 10.51% annualized return.
EFA
- 1D
- 1.52%
- 1M
- -4.54%
- YTD
- 2.69%
- 6M
- 6.65%
- 1Y
- 24.78%
- 3Y*
- 14.94%
- 5Y*
- 8.43%
- 10Y*
- 8.93%
WCMIX
- 1D
- 3.11%
- 1M
- -8.86%
- YTD
- -1.25%
- 6M
- -6.26%
- 1Y
- 12.83%
- 3Y*
- 10.42%
- 5Y*
- 3.98%
- 10Y*
- 10.51%
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EFA vs. WCMIX - Expense Ratio Comparison
EFA has a 0.32% expense ratio, which is lower than WCMIX's 1.04% expense ratio.
Return for Risk
EFA vs. WCMIX — Risk / Return Rank
EFA
WCMIX
EFA vs. WCMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and WCM Focused International Growth Fund (WCMIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EFA | WCMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 0.66 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.99 | 1.08 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.15 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 0.83 | +1.35 |
Martin ratioReturn relative to average drawdown | 8.30 | 2.48 | +5.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFA | WCMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 0.66 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.20 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.56 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.49 | -0.19 |
Correlation
The correlation between EFA and WCMIX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EFA vs. WCMIX - Dividend Comparison
EFA's dividend yield for the trailing twelve months is around 3.29%, less than WCMIX's 5.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.29% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
WCMIX WCM Focused International Growth Fund | 5.81% | 5.73% | 12.78% | 0.65% | 0.11% | 4.60% | 1.42% | 0.22% | 4.17% | 0.46% | 2.09% | 1.20% |
Drawdowns
EFA vs. WCMIX - Drawdown Comparison
The maximum EFA drawdown since its inception was -61.04%, which is greater than WCMIX's maximum drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for EFA and WCMIX.
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Drawdown Indicators
| EFA | WCMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.04% | -39.69% | -21.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -12.95% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -39.69% | +10.16% |
Max Drawdown (10Y)Largest decline over 10 years | -34.19% | -39.69% | +5.50% |
Current DrawdownCurrent decline from peak | -6.67% | -10.13% | +3.46% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -7.54% | -4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 4.34% | -1.33% |
Volatility
EFA vs. WCMIX - Volatility Comparison
The current volatility for iShares MSCI EAFE ETF (EFA) is 7.51%, while WCM Focused International Growth Fund (WCMIX) has a volatility of 8.90%. This indicates that EFA experiences smaller price fluctuations and is considered to be less risky than WCMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFA | WCMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 8.90% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | 13.31% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 20.81% | -3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 19.65% | -3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 18.87% | -1.67% |