Correlation
The correlation between IMTM and WCMIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
IMTM vs. WCMIX
Compare and contrast key facts about iShares MSCI Intl Momentum Factor ETF (IMTM) and WCM Focused International Growth Fund (WCMIX).
IMTM is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Momentum. It was launched on Jan 13, 2015. WCMIX is managed by WCM Investment Management. It was launched on May 30, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMTM or WCMIX.
Performance
IMTM vs. WCMIX - Performance Comparison
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Key characteristics
IMTM:
0.93
WCMIX:
0.84
IMTM:
1.25
WCMIX:
1.13
IMTM:
1.17
WCMIX:
1.16
IMTM:
1.34
WCMIX:
0.80
IMTM:
3.91
WCMIX:
3.52
IMTM:
4.25%
WCMIX:
4.28%
IMTM:
19.88%
WCMIX:
21.24%
IMTM:
-30.68%
WCMIX:
-39.69%
IMTM:
-0.80%
WCMIX:
-0.80%
Returns By Period
The year-to-date returns for both investments are quite close, with IMTM having a 19.14% return and WCMIX slightly higher at 19.67%. Over the past 10 years, IMTM has underperformed WCMIX with an annualized return of 7.47%, while WCMIX has yielded a comparatively higher 10.24% annualized return.
IMTM
19.14%
5.22%
16.39%
18.26%
13.07%
11.19%
7.47%
WCMIX
19.67%
8.50%
12.61%
17.61%
12.87%
10.95%
10.24%
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IMTM vs. WCMIX - Expense Ratio Comparison
IMTM has a 0.30% expense ratio, which is lower than WCMIX's 1.04% expense ratio.
Risk-Adjusted Performance
IMTM vs. WCMIX — Risk-Adjusted Performance Rank
IMTM
WCMIX
IMTM vs. WCMIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) 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.
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Dividends
IMTM vs. WCMIX - Dividend Comparison
IMTM's dividend yield for the trailing twelve months is around 2.46%, less than WCMIX's 10.68% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMTM iShares MSCI Intl Momentum Factor ETF | 2.46% | 2.93% | 2.29% | 2.68% | 5.41% | 0.97% | 2.13% | 2.36% | 1.91% | 2.75% | 1.56% | 0.00% |
WCMIX WCM Focused International Growth Fund | 10.68% | 12.78% | 0.65% | 0.11% | 4.60% | 1.42% | 0.22% | 4.17% | 0.46% | 2.09% | 1.19% | 0.54% |
Drawdowns
IMTM vs. WCMIX - Drawdown Comparison
The maximum IMTM drawdown since its inception was -30.68%, smaller than the maximum WCMIX drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for IMTM and WCMIX.
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Volatility
IMTM vs. WCMIX - Volatility Comparison
iShares MSCI Intl Momentum Factor ETF (IMTM) has a higher volatility of 3.45% compared to WCM Focused International Growth Fund (WCMIX) at 3.23%. This indicates that IMTM's price experiences larger fluctuations and is considered to be riskier than WCMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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