WCFOX vs. EFA
WCFOX (WCM Focused International Opportunities Fund) and EFA (iShares MSCI EAFE ETF) are both funds - WCFOX is a Foreign Small & Mid Cap Equities fund managed by WCM, while EFA is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Over the past 5 years, WCFOX returned 4.13%/yr vs 9.23%/yr for EFA. Their correlation of 0.84 means they have usually moved in the same direction. WCFOX charges 1.50%/yr vs 0.32%/yr for EFA.
Performance
WCFOX vs. EFA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WCFOX achieves a 9.66% return, which is significantly lower than EFA's 11.69% return.
WCFOX
- 1D
- 3.83%
- 1M
- -4.48%
- 6M
- 3.38%
- YTD
- 9.66%
- 1Y
- 16.07%
- 3Y*
- 17.67%
- 5Y*
- 4.13%
- 10Y*
- —
- ALL TIME*
- 5.69%
EFA
- 1D
- -0.62%
- 1M
- 1.16%
- 6M
- 6.46%
- YTD
- 11.69%
- 1Y
- 25.09%
- 3Y*
- 16.41%
- 5Y*
- 9.23%
- 10Y*
- 9.47%
- ALL TIME*
- 6.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.24B | $1.12B | $1.39B | |
| $0.00 | $0.00 | $0.00 |
WCFOX vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WCFOX WCM Focused International Opportunities Fund | 9.66% | 31.45% | 6.14% | 25.65% | -35.42% | 7.30% |
EFA iShares MSCI EAFE ETF | 11.69% | 31.55% | 3.49% | 18.36% | -14.39% | 0.98% |
Correlation
The correlation between WCFOX and EFA is 0.81, 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. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | 0.84 |
The correlation between WCFOX and EFA has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WCFOX vs. EFA — Risk / Return Rank
WCFOX
EFA
WCFOX vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Opportunities Fund (WCFOX) and iShares MSCI EAFE ETF (EFA). 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.
| WCFOX | EFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.28 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 2.18 | -1.19 |
| Martin ratioReturn relative to average drawdown | 3.10 | 8.23 | -5.13 |
Loading charts...
Drawdowns
WCFOX vs. EFA - Drawdown Comparison
The maximum WCFOX drawdown since its inception was -49.83%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for WCFOX and EFA.
Loading charts...
Drawdown Indicators
| WCFOX | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.83% | -61.04% | +11.21% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -11.42% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.34% | -14.05% | -5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -49.83% | -29.53% | -20.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.19% | — |
Current DrawdownCurrent decline from peak | -8.33% | -0.62% | -7.71% |
Average DrawdownAverage peak-to-trough decline | -21.16% | -11.86% | -9.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.82% | 3.02% | +1.80% |
Volatility
WCFOX vs. EFA - Volatility Comparison
WCM Focused International Opportunities Fund (WCFOX) has a higher volatility of 8.09% compared to iShares MSCI EAFE ETF (EFA) at 4.69%. This indicates that WCFOX's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WCFOX | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 4.69% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 20.03% | 13.71% | +6.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.30% | 15.79% | +6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.91% | 16.62% | +5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.68% | 17.00% | +4.68% |
WCFOX vs. EFA - Expense Ratio Comparison
WCFOX has a 1.50% expense ratio, which is higher than EFA's 0.32% expense ratio.
Dividends
WCFOX vs. EFA - Dividend Comparison
WCFOX's dividend yield for the trailing twelve months is around 0.30%, less than EFA's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.19% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
WCFOX WCM Focused International Opportunities Fund | 0.30% | 0.33% | 3.57% | 0.24% | 0.00% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WCFOX and EFA have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCFOX has higher volatility (8.09%) compared to EFA (4.69%). In terms of maximum drawdown, WCFOX dropped -49.83% vs EFA's -61.04%.
EFA currently has the higher Sharpe Ratio (1.58 vs 0.67), 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.
Find the right allocation for WCFOX and EFA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer