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WCMIX vs. IVFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCMIX vs. IVFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WCM Focused International Growth Fund (WCMIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). The values are adjusted to include any dividend payments, if applicable.

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WCMIX vs. IVFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WCMIX
WCM Focused International Growth Fund
-4.22%20.92%6.96%16.56%-28.90%17.08%32.80%35.19%-7.37%31.24%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
5.22%31.79%1.91%11.05%-2.54%11.58%-1.74%20.15%-11.96%14.63%

Returns By Period

In the year-to-date period, WCMIX achieves a -4.22% return, which is significantly lower than IVFIX's 5.22% return. Over the past 10 years, WCMIX has outperformed IVFIX with an annualized return of 10.17%, while IVFIX has yielded a comparatively lower 7.06% annualized return.


WCMIX

1D
0.13%
1M
-12.55%
YTD
-4.22%
6M
-8.59%
1Y
10.14%
3Y*
9.30%
5Y*
3.76%
10Y*
10.17%

IVFIX

1D
0.21%
1M
-6.40%
YTD
5.22%
6M
10.50%
1Y
23.17%
3Y*
13.89%
5Y*
10.28%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCMIX vs. IVFIX - Expense Ratio Comparison

WCMIX has a 1.04% expense ratio, which is higher than IVFIX's 0.86% expense ratio.


Return for Risk

WCMIX vs. IVFIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WCMIX
WCMIX Risk / Return Rank: 1717
Overall Rank
WCMIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WCMIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
WCMIX Omega Ratio Rank: 1919
Omega Ratio Rank
WCMIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
WCMIX Martin Ratio Rank: 1414
Martin Ratio Rank

IVFIX
IVFIX Risk / Return Rank: 9393
Overall Rank
IVFIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
IVFIX Omega Ratio Rank: 9090
Omega Ratio Rank
IVFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IVFIX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WCMIX vs. IVFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Growth Fund (WCMIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.


WCMIXIVFIXDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.98

-1.53

Sortino ratio

Return per unit of downside risk

0.78

2.58

-1.80

Omega ratio

Gain probability vs. loss probability

1.11

1.41

-0.30

Calmar ratio

Return relative to maximum drawdown

0.44

4.08

-3.63

Martin ratio

Return relative to average drawdown

1.34

17.43

-16.09

WCMIX vs. IVFIX - Sharpe Ratio Comparison

The current WCMIX Sharpe Ratio is 0.45, which is lower than the IVFIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of WCMIX and IVFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WCMIXIVFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.98

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.83

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.49

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.21

+0.27

Correlation

The correlation between WCMIX and IVFIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WCMIX vs. IVFIX - Dividend Comparison

WCMIX's dividend yield for the trailing twelve months is around 5.99%, more than IVFIX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
WCMIX
WCM Focused International Growth Fund
5.99%5.73%12.78%0.65%0.11%4.60%1.42%0.22%4.17%0.46%2.09%1.20%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
3.14%3.37%4.44%4.01%3.99%3.67%3.62%3.98%4.97%4.17%3.38%3.95%

Drawdowns

WCMIX vs. IVFIX - Drawdown Comparison

The maximum WCMIX drawdown since its inception was -39.69%, smaller than the maximum IVFIX drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for WCMIX and IVFIX.


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Drawdown Indicators


WCMIXIVFIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.69%

-51.49%

+11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-8.47%

-4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-39.69%

-21.29%

-18.40%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

-33.46%

-6.23%

Current Drawdown

Current decline from peak

-12.84%

-6.58%

-6.26%

Average Drawdown

Average peak-to-trough decline

-7.54%

-11.69%

+4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

1.98%

+2.32%

Volatility

WCMIX vs. IVFIX - Volatility Comparison

WCM Focused International Growth Fund (WCMIX) has a higher volatility of 8.12% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that WCMIX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCMIXIVFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

4.54%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

8.10%

+4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

20.62%

14.63%

+5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

12.96%

+6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

14.74%

+4.10%