WCMNX vs. SSCPX
Compare and contrast key facts about WCM Small Cap Growth Fund (WCMNX) and Saratoga Small Capitalization Portfolio (SSCPX).
WCMNX is managed by WCM Investment Management. It was launched on Oct 30, 2019. SSCPX is managed by Saratoga. It was launched on Sep 1, 1994.
Performance
WCMNX vs. SSCPX - Performance Comparison
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WCMNX vs. SSCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WCMNX WCM Small Cap Growth Fund | -7.68% | 7.82% | 4.02% | 15.64% | -23.47% | 5.06% | 38.85% | 4.50% |
SSCPX Saratoga Small Capitalization Portfolio | -2.63% | 6.41% | 10.79% | 15.16% | -17.56% | 24.53% | 25.39% | 6.41% |
Returns By Period
In the year-to-date period, WCMNX achieves a -7.68% return, which is significantly lower than SSCPX's -2.63% return.
WCMNX
- 1D
- -1.96%
- 1M
- -13.19%
- YTD
- -7.68%
- 6M
- -7.32%
- 1Y
- 12.78%
- 3Y*
- 3.39%
- 5Y*
- -1.47%
- 10Y*
- —
SSCPX
- 1D
- -1.77%
- 1M
- -8.88%
- YTD
- -2.63%
- 6M
- -3.54%
- 1Y
- 16.77%
- 3Y*
- 9.57%
- 5Y*
- 3.88%
- 10Y*
- 9.16%
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WCMNX vs. SSCPX - Expense Ratio Comparison
WCMNX has a 1.24% expense ratio, which is lower than SSCPX's 1.70% expense ratio.
Return for Risk
WCMNX vs. SSCPX — Risk / Return Rank
WCMNX
SSCPX
WCMNX vs. SSCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Small Cap Growth Fund (WCMNX) and Saratoga Small Capitalization Portfolio (SSCPX). 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.
| WCMNX | SSCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.72 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.85 | 1.14 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.14 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 1.17 | -0.77 |
Martin ratioReturn relative to average drawdown | 1.39 | 3.79 | -2.39 |
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
| WCMNX | SSCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 0.72 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.18 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.36 | -0.16 |
Correlation
The correlation between WCMNX and SSCPX is 0.90, 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
WCMNX vs. SSCPX - Dividend Comparison
WCMNX's dividend yield for the trailing twelve months is around 1.07%, less than SSCPX's 9.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCMNX WCM Small Cap Growth Fund | 1.07% | 0.99% | 0.00% | 0.00% | 0.18% | 9.16% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SSCPX Saratoga Small Capitalization Portfolio | 9.26% | 9.02% | 11.37% | 0.00% | 10.18% | 24.67% | 0.02% | 0.00% | 17.42% | 0.00% | 0.00% | 58.90% |
Drawdowns
WCMNX vs. SSCPX - Drawdown Comparison
The maximum WCMNX drawdown since its inception was -40.70%, smaller than the maximum SSCPX drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for WCMNX and SSCPX.
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Drawdown Indicators
| WCMNX | SSCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.70% | -53.65% | +12.95% |
Max Drawdown (1Y)Largest decline over 1 year | -16.38% | -11.83% | -4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -38.13% | -27.78% | -10.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.59% | — |
Current DrawdownCurrent decline from peak | -16.38% | -11.54% | -4.84% |
Average DrawdownAverage peak-to-trough decline | -14.25% | -10.30% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 3.66% | +1.07% |
Volatility
WCMNX vs. SSCPX - Volatility Comparison
WCM Small Cap Growth Fund (WCMNX) and Saratoga Small Capitalization Portfolio (SSCPX) have volatilities of 7.56% and 7.50%, 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.
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Volatility by Period
| WCMNX | SSCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 7.50% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 14.84% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 22.41% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.58% | 22.10% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.30% | 22.90% | +4.40% |