WCMIX vs. SPY
Compare and contrast key facts about WCM Focused International Growth Fund (WCMIX) and State Street SPDR S&P 500 ETF (SPY).
WCMIX is managed by WCM Investment Management. It was launched on May 30, 2011. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
WCMIX vs. SPY - Performance Comparison
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WCMIX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
The year-to-date returns for both stocks are quite close, with WCMIX having a -4.22% return and SPY slightly lower at -4.37%. Over the past 10 years, WCMIX has underperformed SPY with an annualized return of 10.17%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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WCMIX vs. SPY - Expense Ratio Comparison
WCMIX has a 1.04% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
WCMIX vs. SPY — Risk / Return Rank
WCMIX
SPY
WCMIX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Growth Fund (WCMIX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.93 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.45 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.53 | -1.08 |
Martin ratioReturn relative to average drawdown | 1.34 | 7.30 | -5.96 |
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
| WCMIX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.93 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.69 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.78 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.56 | -0.08 |
Correlation
The correlation between WCMIX and SPY is 0.80, 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. SPY - Dividend Comparison
WCMIX's dividend yield for the trailing twelve months is around 5.99%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
WCMIX vs. SPY - Drawdown Comparison
The maximum WCMIX drawdown since its inception was -39.69%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for WCMIX and SPY.
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Drawdown Indicators
| WCMIX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.69% | -55.19% | +15.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.95% | -12.05% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -39.69% | -24.50% | -15.19% |
Max Drawdown (10Y)Largest decline over 10 years | -39.69% | -33.72% | -5.97% |
Current DrawdownCurrent decline from peak | -12.84% | -6.24% | -6.60% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -9.09% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 2.52% | +1.78% |
Volatility
WCMIX vs. SPY - Volatility Comparison
WCM Focused International Growth Fund (WCMIX) has a higher volatility of 8.12% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that WCMIX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCMIX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 5.31% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 9.47% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.62% | 19.05% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 17.06% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 17.92% | +0.92% |