WCMSX vs. KGGAX
WCMSX (WCM International Small Cap Growth Fund) and KGGAX (Kopernik Global All-Cap Fund Class A) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, WCMSX returned 11.30%/yr vs 11.42%/yr for KGGAX. Their 0.50 correlation means their historical movements had little consistent relationship. WCMSX charges 1.25%/yr vs 1.26%/yr for KGGAX.
Performance
WCMSX vs. KGGAX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with WCMSX having a 4.27% return and KGGAX slightly lower at 4.16%. Both investments have delivered pretty close results over the past 10 years, with WCMSX having a 11.30% annualized return and KGGAX not far ahead at 11.42%.
WCMSX
- 1D
- 0.16%
- 1M
- -6.10%
- 6M
- -1.32%
- YTD
- 4.27%
- 1Y
- 0.26%
- 3Y*
- 11.03%
- 5Y*
- -1.60%
- 10Y*
- 11.30%
- ALL TIME*
- 11.43%
KGGAX
- 1D
- -0.91%
- 1M
- 2.45%
- 6M
- -3.09%
- YTD
- 4.16%
- 1Y
- 28.32%
- 3Y*
- 20.18%
- 5Y*
- 11.18%
- 10Y*
- 11.42%
- ALL TIME*
- 8.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WCMSX vs. KGGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCMSX WCM International Small Cap Growth Fund | 4.27% | 18.14% | 4.33% | 22.26% | -42.12% | 16.65% | 55.36% | 45.02% | -8.94% | 42.35% |
KGGAX Kopernik Global All-Cap Fund Class A | 4.16% | 64.46% | -4.79% | 13.08% | -9.24% | 16.59% | 36.89% | 9.76% | -11.34% | 8.77% |
Correlation
The correlation between WCMSX and KGGAX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.50 |
The correlation between WCMSX and KGGAX has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WCMSX vs. KGGAX — Risk / Return Rank
WCMSX
KGGAX
WCMSX vs. KGGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM International Small Cap Growth Fund (WCMSX) and Kopernik Global All-Cap Fund Class A (KGGAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WCMSX | KGGAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.32 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.13 | -2.14 |
| Martin ratioReturn relative to average drawdown | -0.05 | 5.20 | -5.25 |
Loading charts...
Drawdowns
WCMSX vs. KGGAX - Drawdown Comparison
The maximum WCMSX drawdown since its inception was -51.60%, which is greater than KGGAX's maximum drawdown of -45.27%. Use the drawdown chart below to compare losses from any high point for WCMSX and KGGAX.
Loading charts...
Drawdown Indicators
| WCMSX | KGGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.60% | -45.27% | -6.33% |
Max Drawdown (1Y)Largest decline over 1 year | -14.39% | -13.34% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | -13.53% | -5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -51.60% | -26.59% | -25.01% |
Max Drawdown (10Y)Largest decline over 10 years | -51.60% | -31.90% | -19.70% |
Current DrawdownCurrent decline from peak | -15.66% | -9.85% | -5.81% |
Average DrawdownAverage peak-to-trough decline | -15.71% | -9.68% | -6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 5.44% | -0.50% |
Volatility
WCMSX vs. KGGAX - Volatility Comparison
WCM International Small Cap Growth Fund (WCMSX) has a higher volatility of 7.40% compared to Kopernik Global All-Cap Fund Class A (KGGAX) at 3.63%. This indicates that WCMSX's price experiences larger fluctuations and is considered to be riskier than KGGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WCMSX | KGGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | 3.63% | +3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 17.64% | 12.68% | +4.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.04% | 15.60% | +4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.33% | 15.22% | +6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.16% | 14.94% | +5.22% |
WCMSX vs. KGGAX - Expense Ratio Comparison
WCMSX has a 1.25% expense ratio, which is lower than KGGAX's 1.26% expense ratio.
Dividends
WCMSX vs. KGGAX - Dividend Comparison
WCMSX's dividend yield for the trailing twelve months is around 0.78%, less than KGGAX's 15.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KGGAX Kopernik Global All-Cap Fund Class A | 15.47% | 16.11% | 1.04% | 8.29% | 13.22% | 9.00% | 4.59% | 2.72% | 0.00% | 4.12% | 3.09% | 0.40% |
WCMSX WCM International Small Cap Growth Fund | 0.78% | 0.81% | 1.31% | 0.00% | 0.00% | 10.27% | 2.73% | 0.57% | 4.04% | 1.10% | 0.00% | 0.00% |
Frequently Asked Questions
WCMSX and KGGAX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCMSX has higher volatility (7.40%) compared to KGGAX (3.63%). In terms of maximum drawdown, WCMSX dropped -51.60% vs KGGAX's -45.27%.
KGGAX currently has the higher Sharpe Ratio (1.82 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for WCMSX and KGGAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer