WCMIX vs. VGT
Compare and contrast key facts about WCM Focused International Growth Fund (WCMIX) and Vanguard Information Technology ETF (VGT).
WCMIX is managed by WCM Investment Management. It was launched on May 30, 2011. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WCMIX or VGT.
Performance
WCMIX vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, WCMIX achieves a 12.83% return, which is significantly lower than VGT's 29.10% return. Over the past 10 years, WCMIX has underperformed VGT with an annualized return of 8.07%, while VGT has yielded a comparatively higher 20.77% annualized return.
WCMIX
12.83%
-1.23%
1.42%
18.34%
7.56%
8.07%
VGT
29.10%
4.10%
14.33%
35.99%
22.83%
20.77%
Key characteristics
| WCMIX | VGT | |
|---|---|---|
| Sharpe Ratio | 1.27 | 1.72 |
| Sortino Ratio | 1.86 | 2.24 |
| Omega Ratio | 1.22 | 1.31 |
| Calmar Ratio | 0.67 | 2.36 |
| Martin Ratio | 6.50 | 8.49 |
| Ulcer Index | 2.82% | 4.24% |
| Daily Std Dev | 14.41% | 20.98% |
| Max Drawdown | -42.39% | -54.63% |
| Current Drawdown | -13.74% | -0.64% |
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WCMIX vs. VGT - Expense Ratio Comparison
WCMIX has a 1.04% expense ratio, which is higher than VGT's 0.10% expense ratio.
Correlation
The correlation between WCMIX and VGT 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.
Risk-Adjusted Performance
WCMIX vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Growth Fund (WCMIX) and Vanguard Information Technology ETF (VGT). 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. VGT - Dividend Comparison
WCMIX has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCMIX WCM Focused International Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.06% | 0.22% | 0.38% | 0.45% | 0.51% | 0.32% | 0.23% | 0.27% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
WCMIX vs. VGT - Drawdown Comparison
The maximum WCMIX drawdown since its inception was -42.39%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for WCMIX and VGT. For additional features, visit the drawdowns tool.
Volatility
WCMIX vs. VGT - Volatility Comparison
The current volatility for WCM Focused International Growth Fund (WCMIX) is 3.70%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.47%. This indicates that WCMIX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.