WCMIX vs. EFA
Compare and contrast key facts about WCM Focused International Growth Fund (WCMIX) and iShares MSCI EAFE ETF (EFA).
WCMIX is managed by WCM Investment Management. It was launched on May 30, 2011. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WCMIX or EFA.
Key characteristics
| WCMIX | EFA | |
|---|---|---|
| YTD Return | 14.24% | 10.98% |
| 1Y Return | 22.85% | 18.62% |
| 3Y Return (Ann) | -2.36% | 3.89% |
| 5Y Return (Ann) | 9.83% | 7.68% |
| 10Y Return (Ann) | 9.65% | 5.20% |
| Sharpe Ratio | 1.62 | 1.42 |
| Daily Std Dev | 14.65% | 12.91% |
| Max Drawdown | -39.69% | -61.04% |
| Current Drawdown | -7.85% | -0.95% |
Correlation
The correlation between WCMIX and EFA is 0.86, 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.
Performance
WCMIX vs. EFA - Performance Comparison
In the year-to-date period, WCMIX achieves a 14.24% return, which is significantly higher than EFA's 10.98% return. Over the past 10 years, WCMIX has outperformed EFA with an annualized return of 9.65%, while EFA has yielded a comparatively lower 5.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WCMIX vs. EFA - Expense Ratio Comparison
WCMIX has a 1.04% expense ratio, which is higher than EFA's 0.32% expense ratio.
Risk-Adjusted Performance
WCMIX vs. EFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Growth Fund (WCMIX) 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.
Dividends
WCMIX vs. EFA - Dividend Comparison
WCMIX's dividend yield for the trailing twelve months is around 0.57%, less than EFA's 2.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCMIX WCM Focused International Growth Fund | 0.57% | 0.65% | 0.11% | 4.60% | 1.42% | 0.22% | 4.17% | 0.46% | 2.09% | 1.20% | 0.54% | 0.94% |
EFA iShares MSCI EAFE ETF | 2.83% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
Drawdowns
WCMIX vs. EFA - Drawdown Comparison
The maximum WCMIX drawdown since its inception was -39.69%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for WCMIX and EFA. For additional features, visit the drawdowns tool.
Volatility
WCMIX vs. EFA - Volatility Comparison
WCM Focused International Growth Fund (WCMIX) and iShares MSCI EAFE ETF (EFA) have volatilities of 4.27% and 4.10%, 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.