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IMTM vs. WCMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMTM and WCMIX is 0.79, 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.


-0.50.00.51.00.8

Performance

IMTM vs. WCMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Momentum Factor ETF (IMTM) and WCM Focused International Growth Fund (WCMIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
2.72%
-7.67%
IMTM
WCMIX

Key characteristics

Sharpe Ratio

IMTM:

0.91

WCMIX:

-0.04

Sortino Ratio

IMTM:

1.30

WCMIX:

0.06

Omega Ratio

IMTM:

1.17

WCMIX:

1.01

Calmar Ratio

IMTM:

1.20

WCMIX:

-0.03

Martin Ratio

IMTM:

3.57

WCMIX:

-0.12

Ulcer Index

IMTM:

4.03%

WCMIX:

6.43%

Daily Std Dev

IMTM:

15.83%

WCMIX:

18.03%

Max Drawdown

IMTM:

-30.68%

WCMIX:

-42.39%

Current Drawdown

IMTM:

-3.80%

WCMIX:

-23.20%

Returns By Period

In the year-to-date period, IMTM achieves a 4.22% return, which is significantly lower than WCMIX's 4.83% return. Both investments have delivered pretty close results over the past 10 years, with IMTM having a 7.12% annualized return and WCMIX not far ahead at 7.38%.


IMTM

YTD

4.22%

1M

3.40%

6M

2.72%

1Y

14.80%

5Y*

7.11%

10Y*

7.12%

WCMIX

YTD

4.83%

1M

3.73%

6M

-7.66%

1Y

-1.54%

5Y*

3.58%

10Y*

7.38%

*Annualized

Compare stocks, funds, or ETFs

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


IMTM vs. WCMIX - Expense Ratio Comparison

IMTM has a 0.30% expense ratio, which is lower than WCMIX's 1.04% expense ratio.


WCMIX
WCM Focused International Growth Fund
Expense ratio chart for WCMIX: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
Expense ratio chart for IMTM: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

IMTM vs. WCMIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMTM
The Risk-Adjusted Performance Rank of IMTM is 4040
Overall Rank
The Sharpe Ratio Rank of IMTM is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of IMTM is 3636
Sortino Ratio Rank
The Omega Ratio Rank of IMTM is 3737
Omega Ratio Rank
The Calmar Ratio Rank of IMTM is 4848
Calmar Ratio Rank
The Martin Ratio Rank of IMTM is 4040
Martin Ratio Rank

WCMIX
The Risk-Adjusted Performance Rank of WCMIX is 44
Overall Rank
The Sharpe Ratio Rank of WCMIX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of WCMIX is 44
Sortino Ratio Rank
The Omega Ratio Rank of WCMIX is 44
Omega Ratio Rank
The Calmar Ratio Rank of WCMIX is 44
Calmar Ratio Rank
The Martin Ratio Rank of WCMIX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for IMTM, currently valued at 0.91, compared to the broader market0.002.004.000.91-0.04
The chart of Sortino ratio for IMTM, currently valued at 1.30, compared to the broader market0.005.0010.001.300.06
The chart of Omega ratio for IMTM, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.01
The chart of Calmar ratio for IMTM, currently valued at 1.20, compared to the broader market0.005.0010.0015.0020.001.20-0.03
The chart of Martin ratio for IMTM, currently valued at 3.57, compared to the broader market0.0020.0040.0060.0080.00100.003.57-0.12
IMTM
WCMIX

The current IMTM Sharpe Ratio is 0.91, which is higher than the WCMIX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of IMTM and WCMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.91
-0.04
IMTM
WCMIX

Dividends

IMTM vs. WCMIX - Dividend Comparison

IMTM's dividend yield for the trailing twelve months is around 2.81%, more than WCMIX's 0.26% yield.


TTM20242023202220212020201920182017201620152014
IMTM
iShares MSCI Intl Momentum Factor ETF
2.81%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
0.26%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 -42.39%. Use the drawdown chart below to compare losses from any high point for IMTM and WCMIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.80%
-23.20%
IMTM
WCMIX

Volatility

IMTM vs. WCMIX - Volatility Comparison

The current volatility for iShares MSCI Intl Momentum Factor ETF (IMTM) is 3.62%, while WCM Focused International Growth Fund (WCMIX) has a volatility of 4.10%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
3.62%
4.10%
IMTM
WCMIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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