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WCMNX vs. WFGGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCMNX vs. WFGGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WCM Small Cap Growth Fund (WCMNX) and WCM Focused Global Growth Fund (WFGGX). The values are adjusted to include any dividend payments, if applicable.

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WCMNX vs. WFGGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WCMNX
WCM Small Cap Growth Fund
-7.68%7.82%4.02%15.64%-23.47%5.06%38.85%4.50%
WFGGX
WCM Focused Global Growth Fund
-7.73%24.09%30.71%26.13%-30.75%14.62%39.10%5.44%

Returns By Period

The year-to-date returns for both stocks are quite close, with WCMNX having a -7.68% return and WFGGX slightly lower at -7.73%.


WCMNX

1D
-1.96%
1M
-13.19%
YTD
-7.68%
6M
-7.32%
1Y
12.78%
3Y*
3.39%
5Y*
-1.47%
10Y*

WFGGX

1D
-2.23%
1M
-11.60%
YTD
-7.73%
6M
-9.04%
1Y
17.63%
3Y*
19.80%
5Y*
8.86%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCMNX vs. WFGGX - Expense Ratio Comparison

WCMNX has a 1.24% expense ratio, which is lower than WFGGX's 1.30% expense ratio.


Return for Risk

WCMNX vs. WFGGX — Risk / Return Rank

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

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

WFGGX
WFGGX Risk / Return Rank: 3333
Overall Rank
WFGGX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
WFGGX Sortino Ratio Rank: 5050
Sortino Ratio Rank
WFGGX Omega Ratio Rank: 3737
Omega Ratio Rank
WFGGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
WFGGX Martin Ratio Rank: 1818
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.

WCMNX vs. WFGGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Small Cap Growth Fund (WCMNX) and WCM Focused Global Growth Fund (WFGGX). 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.


WCMNXWFGGXDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.86

-0.40

Sortino ratio

Return per unit of downside risk

0.85

1.43

-0.58

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.07

Calmar ratio

Return relative to maximum drawdown

0.40

0.54

-0.13

Martin ratio

Return relative to average drawdown

1.39

1.85

-0.46

WCMNX vs. WFGGX - Sharpe Ratio Comparison

The current WCMNX Sharpe Ratio is 0.47, which is lower than the WFGGX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of WCMNX and WFGGX, 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


WCMNXWFGGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.86

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.46

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.71

-0.52

Correlation

The correlation between WCMNX and WFGGX is 0.77, 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. WFGGX - Dividend Comparison

WCMNX's dividend yield for the trailing twelve months is around 1.07%, less than WFGGX's 4.06% yield.


TTM20252024202320222021202020192018201720162015
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%
WFGGX
WCM Focused Global Growth Fund
4.06%3.75%4.75%0.00%3.58%10.47%3.41%1.77%2.93%1.49%12.79%0.38%

Drawdowns

WCMNX vs. WFGGX - Drawdown Comparison

The maximum WCMNX drawdown since its inception was -40.70%, which is greater than WFGGX's maximum drawdown of -36.91%. Use the drawdown chart below to compare losses from any high point for WCMNX and WFGGX.


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Drawdown Indicators


WCMNXWFGGXDifference

Max Drawdown

Largest peak-to-trough decline

-40.70%

-36.91%

-3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-12.62%

-3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-38.13%

-36.91%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

Current Drawdown

Current decline from peak

-16.38%

-12.62%

-3.76%

Average Drawdown

Average peak-to-trough decline

-14.25%

-6.86%

-7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

5.82%

-1.09%

Volatility

WCMNX vs. WFGGX - Volatility Comparison

WCM Small Cap Growth Fund (WCMNX) has a higher volatility of 7.56% compared to WCM Focused Global Growth Fund (WFGGX) at 6.07%. This indicates that WCMNX's price experiences larger fluctuations and is considered to be riskier than WFGGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCMNXWFGGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

6.07%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.32%

14.10%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

22.84%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

20.12%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.30%

19.03%

+8.27%