WCFOX vs. WFGGX
Compare and contrast key facts about WCM Focused International Opportunities Fund (WCFOX) and WCM Focused Global Growth Fund (WFGGX).
WCFOX is managed by WCM Investment Management. It was launched on Mar 29, 2021. WFGGX is managed by WCM Investment Management. It was launched on Jun 27, 2013.
Performance
WCFOX vs. WFGGX - Performance Comparison
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WCFOX vs. WFGGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WCFOX WCM Focused International Opportunities Fund | -7.79% | 31.45% | 6.14% | 25.65% | -35.42% | 7.30% |
WFGGX WCM Focused Global Growth Fund | -7.73% | 24.09% | 30.71% | 26.13% | -30.75% | 10.40% |
Returns By Period
The year-to-date returns for both investments are quite close, with WCFOX having a -7.79% return and WFGGX slightly higher at -7.73%.
WCFOX
- 1D
- -0.34%
- 1M
- -11.97%
- YTD
- -7.79%
- 6M
- -9.46%
- 1Y
- 21.46%
- 3Y*
- 13.30%
- 5Y*
- —
- 10Y*
- —
WFGGX
- 1D
- -2.23%
- 1M
- -11.60%
- YTD
- -7.73%
- 6M
- -9.04%
- 1Y
- 17.63%
- 3Y*
- 19.80%
- 5Y*
- 8.86%
- 10Y*
- 13.40%
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WCFOX vs. WFGGX - Expense Ratio Comparison
WCFOX has a 1.50% expense ratio, which is higher than WFGGX's 1.30% expense ratio.
Return for Risk
WCFOX vs. WFGGX — Risk / Return Rank
WCFOX
WFGGX
WCFOX vs. WFGGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Opportunities Fund (WCFOX) and WCM Focused Global Growth Fund (WFGGX). 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.
| WCFOX | WFGGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.86 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.43 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.54 | +0.64 |
Martin ratioReturn relative to average drawdown | 4.21 | 1.85 | +2.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WCFOX | WFGGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.86 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.46 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.71 | -0.60 |
Correlation
The correlation between WCFOX and WFGGX is 0.81, 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.
Dividends
WCFOX vs. WFGGX - Dividend Comparison
WCFOX's dividend yield for the trailing twelve months is around 0.35%, less than WFGGX's 4.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCFOX WCM Focused International Opportunities Fund | 0.35% | 0.33% | 3.57% | 0.24% | 0.00% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WFGGX WCM Focused Global Growth Fund | 4.06% | 3.75% | 4.75% | 0.00% | 3.58% | 10.47% | 3.41% | 1.77% | 2.93% | 1.49% | 12.79% | 0.38% |
Drawdowns
WCFOX vs. WFGGX - Drawdown Comparison
The maximum WCFOX drawdown since its inception was -49.83%, which is greater than WFGGX's maximum drawdown of -36.91%. Use the drawdown chart below to compare losses from any high point for WCFOX and WFGGX.
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Drawdown Indicators
| WCFOX | WFGGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.83% | -36.91% | -12.92% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -12.62% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.91% | — |
Current DrawdownCurrent decline from peak | -15.13% | -12.62% | -2.51% |
Average DrawdownAverage peak-to-trough decline | -22.38% | -6.86% | -15.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 5.82% | -1.58% |
Volatility
WCFOX vs. WFGGX - Volatility Comparison
WCM Focused International Opportunities Fund (WCFOX) has a higher volatility of 10.21% compared to WCM Focused Global Growth Fund (WFGGX) at 6.07%. This indicates that WCFOX's price experiences larger fluctuations and is considered to be riskier than WFGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCFOX | WFGGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.21% | 6.07% | +4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 14.39% | 14.10% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.55% | 22.84% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.16% | 20.12% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.16% | 19.03% | +2.13% |