WCMEX vs. WFEMX
WCMEX (WCM Focused Emerging Markets Fund Institutional Class) and WFEMX (WCM Focused Emerging Markets Fund) are both Emerging Markets Equities funds from WCM. Over the past 10 years, WCMEX returned 9.75%/yr vs 9.56%/yr for WFEMX. Their 1.00 correlation means they have historically moved very closely together. WCMEX charges 1.26%/yr vs 1.50%/yr for WFEMX.
Performance
WCMEX vs. WFEMX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WCMEX having a 18.93% return and WFEMX slightly lower at 18.76%. Both investments have delivered pretty close results over the past 10 years, with WCMEX having a 9.75% annualized return and WFEMX not far behind at 9.56%.
WCMEX
- 1D
- 2.58%
- 1M
- -3.80%
- 6M
- 10.71%
- YTD
- 18.93%
- 1Y
- 32.22%
- 3Y*
- 20.42%
- 5Y*
- 3.87%
- 10Y*
- 9.75%
- ALL TIME*
- 7.31%
WFEMX
- 1D
- 2.58%
- 1M
- -3.78%
- 6M
- 10.59%
- YTD
- 18.76%
- 1Y
- 31.90%
- 3Y*
- 20.11%
- 5Y*
- 3.61%
- 10Y*
- 9.56%
- ALL TIME*
- 7.12%
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 |
WCMEX vs. WFEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCMEX WCM Focused Emerging Markets Fund Institutional Class | 18.93% | 31.46% | 10.07% | 4.54% | -30.70% | -1.67% | 36.52% | 37.58% | -12.67% | 40.91% |
WFEMX WCM Focused Emerging Markets Fund | 18.76% | 31.13% | 9.81% | 4.25% | -30.86% | -1.94% | 36.15% | 37.44% | -12.71% | 40.94% |
Correlation
The correlation between WCMEX and WFEMX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2013 | 1.00 |
The correlation between WCMEX and WFEMX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
WCMEX vs. WFEMX — Risk / Return Rank
WCMEX
WFEMX
WCMEX vs. WFEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused Emerging Markets Fund Institutional Class (WCMEX) and WCM Focused Emerging Markets Fund (WFEMX). 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.
| WCMEX | WFEMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.01 | +0.03 |
| Martin ratioReturn relative to average drawdown | 6.80 | 6.70 | +0.11 |
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Drawdowns
WCMEX vs. WFEMX - Drawdown Comparison
The maximum WCMEX drawdown since its inception was -46.05%, roughly equal to the maximum WFEMX drawdown of -46.28%. Use the drawdown chart below to compare losses from any high point for WCMEX and WFEMX.
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Drawdown Indicators
| WCMEX | WFEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.05% | -46.28% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.51% | -14.56% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -19.06% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -44.77% | -44.91% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -46.05% | -46.28% | +0.23% |
Current DrawdownCurrent decline from peak | -8.85% | -8.89% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -14.81% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 4.34% | -0.01% |
Volatility
WCMEX vs. WFEMX - Volatility Comparison
WCM Focused Emerging Markets Fund Institutional Class (WCMEX) and WCM Focused Emerging Markets Fund (WFEMX) have volatilities of 10.66% and 10.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCMEX | WFEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.66% | 10.67% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 21.43% | 21.48% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.09% | 24.13% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.66% | 19.67% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 19.22% | 0.00% |
WCMEX vs. WFEMX - Expense Ratio Comparison
WCMEX has a 1.26% expense ratio, which is lower than WFEMX's 1.50% expense ratio.
Dividends
WCMEX vs. WFEMX - Dividend Comparison
Neither WCMEX nor WFEMX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCMEX WCM Focused Emerging Markets Fund Institutional Class | 0.00% | 0.00% | 0.00% | 0.46% | 0.47% | 4.37% | 0.87% | 0.37% | 0.76% | 0.76% | 0.76% | 0.42% |
WFEMX WCM Focused Emerging Markets Fund | 0.00% | 0.00% | 0.00% | 0.15% | 0.32% | 4.42% | 0.88% | 0.37% | 0.76% | 0.76% | 0.76% | 0.29% |
Frequently Asked Questions
With a correlation of 1.00, WCMEX and WFEMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WFEMX has higher volatility (10.67%) compared to WCMEX (10.66%). In terms of maximum drawdown, WCMEX dropped -46.05% vs WFEMX's -46.28%.
WCMEX currently has the higher Sharpe Ratio (1.23 vs 1.21), 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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