FCUEX vs. WHGMX
FCUEX (Fiera Capital U.S. Equity Long-Term Quality Fund) and WHGMX (Westwood Quality SMidCap Fund) are both Quality Factor funds. Over the past 5 years, FCUEX returned 6.26%/yr vs 8.88%/yr for WHGMX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. FCUEX charges 1.00%/yr vs 0.88%/yr for WHGMX.
Performance
FCUEX vs. WHGMX - Performance Comparison
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Returns By Period
In the year-to-date period, FCUEX achieves a 1.14% return, which is significantly lower than WHGMX's 14.93% return.
FCUEX
- 1D
- 1.19%
- 1M
- -1.87%
- 6M
- -1.16%
- YTD
- 1.14%
- 1Y
- 5.52%
- 3Y*
- 7.81%
- 5Y*
- 6.26%
- 10Y*
- —
- ALL TIME*
- 12.41%
WHGMX
- 1D
- 0.97%
- 1M
- -1.68%
- 6M
- 7.38%
- YTD
- 14.93%
- 1Y
- 21.36%
- 3Y*
- 13.32%
- 5Y*
- 8.88%
- 10Y*
- 9.74%
- ALL TIME*
- 9.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FCUEX vs. WHGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FCUEX Fiera Capital U.S. Equity Long-Term Quality Fund | 1.14% | 7.63% | 10.98% | 21.73% | -15.78% | 32.94% | 23.14% | 9.69% |
WHGMX Westwood Quality SMidCap Fund | 14.93% | 8.40% | 10.41% | 17.78% | -10.35% | 21.39% | 5.41% | 7.93% |
Correlation
The correlation between FCUEX and WHGMX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2019 | 0.72 |
The correlation between FCUEX and WHGMX shifts across timeframes, from 0.61 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FCUEX vs. WHGMX — Risk / Return Rank
FCUEX
WHGMX
FCUEX vs. WHGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fiera Capital U.S. Equity Long-Term Quality Fund (FCUEX) and Westwood Quality SMidCap Fund (WHGMX). 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.
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.
| FCUEX | WHGMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.21 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 1.95 | -1.59 |
| Martin ratioReturn relative to average drawdown | 1.12 | 6.43 | -5.31 |
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Drawdowns
FCUEX vs. WHGMX - Drawdown Comparison
The maximum FCUEX drawdown since its inception was -33.02%, smaller than the maximum WHGMX drawdown of -47.99%. Use the drawdown chart below to compare losses from any high point for FCUEX and WHGMX.
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Drawdown Indicators
| FCUEX | WHGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -47.99% | +14.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -9.68% | -1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -14.54% | -23.78% | +9.24% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -23.78% | -1.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.26% | — |
Current DrawdownCurrent decline from peak | -2.68% | -2.59% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -7.15% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.93% | +0.67% |
Volatility
FCUEX vs. WHGMX - Volatility Comparison
Fiera Capital U.S. Equity Long-Term Quality Fund (FCUEX) and Westwood Quality SMidCap Fund (WHGMX) have volatilities of 3.68% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCUEX | WHGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 3.78% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 11.85% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.84% | 15.88% | -4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 18.74% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.28% | 20.26% | -0.98% |
FCUEX vs. WHGMX - Expense Ratio Comparison
FCUEX has a 1.00% expense ratio, which is higher than WHGMX's 0.88% expense ratio.
Dividends
FCUEX vs. WHGMX - Dividend Comparison
FCUEX's dividend yield for the trailing twelve months is around 0.93%, less than WHGMX's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCUEX Fiera Capital U.S. Equity Long-Term Quality Fund | 0.93% | 0.94% | 1.34% | 0.29% | 3.47% | 0.86% | 1.20% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% |
WHGMX Westwood Quality SMidCap Fund | 4.52% | 5.19% | 1.21% | 2.92% | 1.52% | 16.39% | 2.83% | 11.93% | 19.09% | 12.12% | 1.40% | 7.40% |
Frequently Asked Questions
FCUEX and WHGMX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WHGMX has higher volatility (3.78%) compared to FCUEX (3.68%). In terms of maximum drawdown, FCUEX dropped -33.02% vs WHGMX's -47.99%.
WHGMX currently has the higher Sharpe Ratio (1.19 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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