IRCZX vs. WCMSX
IRCZX (AB International Small Cap Portfolio) and WCMSX (WCM International Small Cap Growth Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, IRCZX returned 8.45%/yr vs 11.60%/yr for WCMSX. Their correlation of 0.85 means they have usually moved in the same direction. IRCZX charges 1.07%/yr vs 1.25%/yr for WCMSX.
Performance
IRCZX vs. WCMSX - Performance Comparison
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Returns By Period
In the year-to-date period, IRCZX achieves a 10.20% return, which is significantly higher than WCMSX's 5.75% return. Over the past 10 years, IRCZX has underperformed WCMSX with an annualized return of 8.45%, while WCMSX has yielded a comparatively higher 11.60% annualized return.
IRCZX
- 1D
- -0.46%
- 1M
- -0.60%
- 6M
- 1.76%
- YTD
- 10.20%
- 1Y
- 17.26%
- 3Y*
- 17.10%
- 5Y*
- 7.30%
- 10Y*
- 8.45%
- ALL TIME*
- 8.54%
WCMSX
- 1D
- -0.92%
- 1M
- -2.72%
- 6M
- -0.73%
- YTD
- 5.75%
- 1Y
- 0.00%
- 3Y*
- 11.63%
- 5Y*
- -1.31%
- 10Y*
- 11.60%
- ALL TIME*
- 11.60%
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 |
IRCZX vs. WCMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IRCZX AB International Small Cap Portfolio | 10.20% | 34.96% | 7.69% | 13.19% | -20.89% | 12.49% | 8.23% | 19.37% | -17.67% | 32.14% |
WCMSX WCM International Small Cap Growth Fund | 5.75% | 18.14% | 4.33% | 22.26% | -42.12% | 16.65% | 55.36% | 45.02% | -8.94% | 42.35% |
Correlation
The correlation between IRCZX and WCMSX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.85 |
The correlation between IRCZX and WCMSX has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
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Return for Risk
IRCZX vs. WCMSX — Risk / Return Rank
IRCZX
WCMSX
IRCZX vs. WCMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB International Small Cap Portfolio (IRCZX) and WCM International Small Cap Growth Fund (WCMSX). 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.
| IRCZX | WCMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.01 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | -0.04 | +1.50 |
| Martin ratioReturn relative to average drawdown | 5.27 | -0.09 | +5.36 |
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Drawdowns
IRCZX vs. WCMSX - Drawdown Comparison
The maximum IRCZX drawdown since its inception was -44.50%, smaller than the maximum WCMSX drawdown of -51.60%. Use the drawdown chart below to compare losses from any high point for IRCZX and WCMSX.
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Drawdown Indicators
| IRCZX | WCMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.50% | -51.60% | +7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -11.10% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -13.74% | -18.77% | +5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -34.68% | -51.60% | +16.92% |
Max Drawdown (10Y)Largest decline over 10 years | -44.50% | -51.60% | +7.10% |
Current DrawdownCurrent decline from peak | -5.00% | -14.46% | +9.46% |
Average DrawdownAverage peak-to-trough decline | -9.27% | -15.70% | +6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 4.63% | -1.42% |
Volatility
IRCZX vs. WCMSX - Volatility Comparison
The current volatility for AB International Small Cap Portfolio (IRCZX) is 5.17%, while WCM International Small Cap Growth Fund (WCMSX) has a volatility of 7.13%. This indicates that IRCZX experiences smaller price fluctuations and is considered to be less risky than WCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRCZX | WCMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 7.13% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 14.06% | 17.34% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.88% | 19.68% | -3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 21.26% | -5.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 20.12% | -4.05% |
IRCZX vs. WCMSX - Expense Ratio Comparison
IRCZX has a 1.07% expense ratio, which is lower than WCMSX's 1.25% expense ratio.
Dividends
IRCZX vs. WCMSX - Dividend Comparison
IRCZX's dividend yield for the trailing twelve months is around 14.01%, more than WCMSX's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IRCZX AB International Small Cap Portfolio | 14.01% | 15.44% | 2.70% | 2.95% | 1.07% | 3.88% | 1.14% | 1.96% | 10.24% | 3.79% | 2.72% |
WCMSX WCM International Small Cap Growth Fund | 0.77% | 0.81% | 1.31% | 0.00% | 0.00% | 10.27% | 2.73% | 0.57% | 4.04% | 1.10% | 0.00% |
Frequently Asked Questions
IRCZX and WCMSX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCMSX has higher volatility (7.13%) compared to IRCZX (5.17%). In terms of maximum drawdown, IRCZX dropped -44.50% vs WCMSX's -51.60%.
IRCZX currently has the higher Sharpe Ratio (1.07 vs -0.02), 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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