WCMSX vs. FNDF
Compare and contrast key facts about WCM International Small Cap Growth Fund (WCMSX) and Schwab Fundamental International Large Company Index ETF (FNDF).
WCMSX is managed by WCM Investment Management. It was launched on Nov 29, 2015. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013.
Performance
WCMSX vs. FNDF - Performance Comparison
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WCMSX vs. FNDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCMSX WCM International Small Cap Growth Fund | -0.58% | 18.14% | 4.33% | 22.26% | -42.12% | 16.65% | 55.36% | 45.02% | -8.94% | 42.35% |
FNDF Schwab Fundamental International Large Company Index ETF | 8.23% | 40.99% | 2.29% | 20.22% | -7.78% | 14.97% | 3.61% | 18.46% | -14.21% | 23.98% |
Returns By Period
In the year-to-date period, WCMSX achieves a -0.58% return, which is significantly lower than FNDF's 8.23% return. Both investments have delivered pretty close results over the past 10 years, with WCMSX having a 11.41% annualized return and FNDF not far behind at 11.09%.
WCMSX
- 1D
- -0.78%
- 1M
- -8.61%
- YTD
- -0.58%
- 6M
- -6.85%
- 1Y
- 21.20%
- 3Y*
- 11.32%
- 5Y*
- 0.32%
- 10Y*
- 11.41%
FNDF
- 1D
- 2.95%
- 1M
- -7.26%
- YTD
- 8.23%
- 6M
- 17.33%
- 1Y
- 40.22%
- 3Y*
- 20.38%
- 5Y*
- 12.44%
- 10Y*
- 11.09%
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WCMSX vs. FNDF - Expense Ratio Comparison
WCMSX has a 1.25% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Return for Risk
WCMSX vs. FNDF — Risk / Return Rank
WCMSX
FNDF
WCMSX vs. FNDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM International Small Cap Growth Fund (WCMSX) and Schwab Fundamental International Large Company Index ETF (FNDF). 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.
| WCMSX | FNDF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 2.31 | -1.24 |
Sortino ratioReturn per unit of downside risk | 1.49 | 3.02 | -1.53 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.46 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 3.52 | -2.29 |
Martin ratioReturn relative to average drawdown | 4.08 | 13.78 | -9.70 |
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
| WCMSX | FNDF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.31 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.78 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.63 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.49 | +0.08 |
Correlation
The correlation between WCMSX and FNDF is 0.72, 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
WCMSX vs. FNDF - Dividend Comparison
WCMSX's dividend yield for the trailing twelve months is around 0.82%, less than FNDF's 3.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCMSX WCM International Small Cap Growth Fund | 0.82% | 0.81% | 1.31% | 0.00% | 0.00% | 10.27% | 2.73% | 0.57% | 4.04% | 1.10% | 0.00% | 0.00% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.18% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
Drawdowns
WCMSX vs. FNDF - Drawdown Comparison
The maximum WCMSX drawdown since its inception was -51.60%, which is greater than FNDF's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for WCMSX and FNDF.
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Drawdown Indicators
| WCMSX | FNDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.60% | -40.14% | -11.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -11.08% | -0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -51.60% | -25.56% | -26.04% |
Max Drawdown (10Y)Largest decline over 10 years | -51.60% | -40.14% | -11.46% |
Current DrawdownCurrent decline from peak | -19.58% | -7.26% | -12.32% |
Average DrawdownAverage peak-to-trough decline | -15.89% | -7.72% | -8.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.83% | +1.06% |
Volatility
WCMSX vs. FNDF - Volatility Comparison
WCM International Small Cap Growth Fund (WCMSX) and Schwab Fundamental International Large Company Index ETF (FNDF) have volatilities of 7.85% and 8.06%, 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
| WCMSX | FNDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 8.06% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 11.42% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.89% | 17.50% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 16.05% | +4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 17.64% | +2.24% |