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.
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.
Performance
IMTM vs. WCMIX - Performance Comparison
Key characteristics
IMTM:
0.73
WCMIX:
0.53
IMTM:
1.11
WCMIX:
0.90
IMTM:
1.15
WCMIX:
1.12
IMTM:
1.17
WCMIX:
0.61
IMTM:
3.42
WCMIX:
2.65
IMTM:
4.25%
WCMIX:
4.28%
IMTM:
19.85%
WCMIX:
21.19%
IMTM:
-30.68%
WCMIX:
-39.69%
IMTM:
-0.21%
WCMIX:
-1.94%
Returns By Period
In the year-to-date period, IMTM achieves a 15.11% return, which is significantly higher than WCMIX's 13.65% return. Over the past 10 years, IMTM has underperformed WCMIX with an annualized return of 7.53%, while WCMIX has yielded a comparatively higher 9.65% annualized return.
IMTM
15.11%
11.33%
12.16%
14.40%
11.52%
7.53%
WCMIX
13.65%
9.67%
7.61%
11.25%
10.89%
9.65%
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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.
Dividends
IMTM vs. WCMIX - Dividend Comparison
IMTM's dividend yield for the trailing twelve months is around 2.55%, more than WCMIX's 0.24% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMTM iShares MSCI Intl Momentum Factor ETF | 2.55% | 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 | 0.24% | 0.28% | 0.00% | 0.00% | 0.00% | 0.06% | 0.22% | 0.38% | 0.45% | 0.51% | 0.32% | 0.23% |
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. For additional features, visit the drawdowns tool.
Volatility
IMTM vs. WCMIX - Volatility Comparison
The current volatility for iShares MSCI Intl Momentum Factor ETF (IMTM) is 4.68%, while WCM Focused International Growth Fund (WCMIX) has a volatility of 6.25%. This indicates that IMTM 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.