WCMSX vs. WFEMX
Compare and contrast key facts about WCM International Small Cap Growth Fund (WCMSX) and WCM Focused Emerging Markets Fund (WFEMX).
WCMSX is managed by WCM Investment Management. It was launched on Nov 29, 2015. WFEMX is managed by WCM Investment Management. It was launched on Jun 27, 2013.
Performance
WCMSX vs. WFEMX - Performance Comparison
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WCMSX vs. WFEMX - 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% |
WFEMX WCM Focused Emerging Markets Fund | 0.26% | 31.13% | 9.81% | 4.25% | -30.86% | -1.94% | 36.15% | 37.44% | -12.71% | 40.94% |
Returns By Period
In the year-to-date period, WCMSX achieves a -0.58% return, which is significantly lower than WFEMX's 0.26% return. Over the past 10 years, WCMSX has outperformed WFEMX with an annualized return of 11.41%, while WFEMX has yielded a comparatively lower 8.38% annualized return.
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%
WFEMX
- 1D
- -0.10%
- 1M
- -9.81%
- YTD
- 0.26%
- 6M
- 0.37%
- 1Y
- 32.48%
- 3Y*
- 13.43%
- 5Y*
- 0.81%
- 10Y*
- 8.38%
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WCMSX vs. WFEMX - Expense Ratio Comparison
WCMSX has a 1.25% expense ratio, which is lower than WFEMX's 1.50% expense ratio.
Return for Risk
WCMSX vs. WFEMX — Risk / Return Rank
WCMSX
WFEMX
WCMSX vs. WFEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM International Small Cap Growth Fund (WCMSX) and WCM Focused Emerging Markets Fund (WFEMX). 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 | WFEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.61 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.10 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.31 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.06 | -0.82 |
Martin ratioReturn relative to average drawdown | 4.08 | 7.57 | -3.49 |
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 | WFEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.61 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.04 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.45 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.33 | +0.24 |
Correlation
The correlation between WCMSX and WFEMX 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
WCMSX vs. WFEMX - Dividend Comparison
WCMSX's dividend yield for the trailing twelve months is around 0.82%, while WFEMX has not paid dividends to shareholders.
| 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% |
WFEMX WCM Focused Emerging Markets Fund | 0.00% | 0.00% | 0.00% | 0.15% | 0.32% | 4.42% | 0.88% | 0.37% | 0.76% | 0.76% | 0.76% | 0.29% |
Drawdowns
WCMSX vs. WFEMX - Drawdown Comparison
The maximum WCMSX drawdown since its inception was -51.60%, which is greater than WFEMX's maximum drawdown of -46.28%. Use the drawdown chart below to compare losses from any high point for WCMSX and WFEMX.
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Drawdown Indicators
| WCMSX | WFEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.60% | -46.28% | -5.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -12.74% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -51.60% | -44.91% | -6.69% |
Max Drawdown (10Y)Largest decline over 10 years | -51.60% | -46.28% | -5.32% |
Current DrawdownCurrent decline from peak | -19.58% | -10.73% | -8.85% |
Average DrawdownAverage peak-to-trough decline | -15.89% | -15.11% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 3.77% | +0.12% |
Volatility
WCMSX vs. WFEMX - Volatility Comparison
The current volatility for WCM International Small Cap Growth Fund (WCMSX) is 7.85%, while WCM Focused Emerging Markets Fund (WFEMX) has a volatility of 9.09%. This indicates that WCMSX experiences smaller price fluctuations and is considered to be less risky than WFEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCMSX | WFEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 9.09% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 14.34% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.89% | 20.11% | -1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 18.23% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 18.51% | +1.37% |