WCMIX vs. QQQ
Compare and contrast key facts about WCM Focused International Growth Fund (WCMIX) and Invesco QQQ ETF (QQQ).
WCMIX is managed by WCM Investment Management. It was launched on May 30, 2011. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
WCMIX vs. QQQ - Performance Comparison
Loading graphics...
WCMIX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCMIX WCM Focused International Growth Fund | -1.25% | 20.92% | 6.96% | 16.56% | -28.90% | 17.08% | 32.80% | 35.19% | -7.37% | 31.24% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, WCMIX achieves a -1.25% return, which is significantly higher than QQQ's -4.76% return. Over the past 10 years, WCMIX has underperformed QQQ with an annualized return of 10.51%, while QQQ has yielded a comparatively higher 18.99% annualized return.
WCMIX
- 1D
- 3.11%
- 1M
- -8.86%
- YTD
- -1.25%
- 6M
- -6.26%
- 1Y
- 12.83%
- 3Y*
- 10.42%
- 5Y*
- 3.98%
- 10Y*
- 10.51%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WCMIX vs. QQQ - Expense Ratio Comparison
WCMIX has a 1.04% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
WCMIX vs. QQQ — Risk / Return Rank
WCMIX
QQQ
WCMIX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Growth Fund (WCMIX) and Invesco QQQ ETF (QQQ). 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.
| WCMIX | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 1.07 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.66 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 2.00 | -1.17 |
Martin ratioReturn relative to average drawdown | 2.48 | 7.32 | -4.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WCMIX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.07 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.59 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.86 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.38 | +0.12 |
Correlation
The correlation between WCMIX and QQQ is 0.76, 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
WCMIX vs. QQQ - Dividend Comparison
WCMIX's dividend yield for the trailing twelve months is around 5.81%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCMIX WCM Focused International Growth Fund | 5.81% | 5.73% | 12.78% | 0.65% | 0.11% | 4.60% | 1.42% | 0.22% | 4.17% | 0.46% | 2.09% | 1.20% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
WCMIX vs. QQQ - Drawdown Comparison
The maximum WCMIX drawdown since its inception was -39.69%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for WCMIX and QQQ.
Loading graphics...
Drawdown Indicators
| WCMIX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.69% | -82.97% | +43.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.95% | -12.62% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -39.69% | -35.12% | -4.57% |
Max Drawdown (10Y)Largest decline over 10 years | -39.69% | -35.12% | -4.57% |
Current DrawdownCurrent decline from peak | -10.13% | -7.86% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -32.99% | +25.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 3.44% | +0.90% |
Volatility
WCMIX vs. QQQ - Volatility Comparison
WCM Focused International Growth Fund (WCMIX) has a higher volatility of 8.90% compared to Invesco QQQ ETF (QQQ) at 6.61%. This indicates that WCMIX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WCMIX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.90% | 6.61% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 12.82% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.81% | 22.70% | -1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 22.38% | -2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 22.25% | -3.38% |