WCQGX vs. WCMSX

Last updated Apr 2, 2026

Compare and contrast key facts about WCM China Quality Growth Fund (WCQGX) and WCM International Small Cap Growth Fund (WCMSX).

WCQGX is managed by WCM Investment Management. It was launched on Mar 30, 2020. WCMSX is managed by WCM Investment Management. It was launched on Nov 29, 2015.

Performance

WCQGX vs. WCMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WCM China Quality Growth Fund (WCQGX) and WCM International Small Cap Growth Fund (WCMSX). The values are adjusted to include any dividend payments, if applicable.

WCQGX vs. WCMSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
WCQGX WCM China Quality Growth Fund	-3.58%	20.97%	-3.03%	-18.49%	-26.70%	4.03%	64.08%
WCMSX WCM International Small Cap Growth Fund	1.36%	18.14%	4.33%	22.26%	-42.12%	16.65%	96.34%

Returns By Period

In the year-to-date period, WCQGX achieves a -3.58% return, which is significantly lower than WCMSX's 1.36% return.

WCQGX

• 1D: 1.40%
• 1M: -4.75%
• YTD: -3.58%
• 6M: -12.57%
• 1Y: 5.17%
• 3Y*: -3.22%
• 5Y*: -8.42%
• 10Y*: —

WCMSX

• 1D: 1.94%
• 1M: -6.13%
• YTD: 1.36%
• 6M: -4.67%
• 1Y: 22.52%
• 3Y*: 12.03%
• 5Y*: 0.22%
• 10Y*: 11.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WCQGX vs. WCMSX - Expense Ratio Comparison

WCQGX has a 1.50% expense ratio, which is higher than WCMSX's 1.25% expense ratio.

WCQGX

WCM China Quality Growth Fund

WCMSX

WCM International Small Cap Growth Fund

Return for Risk

WCQGX vs. WCMSX — Risk / Return Rank

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

WCQGX

WCQGX Risk / Return Rank: 7
WCQGX Sharpe Ratio Rank: 7
WCQGX Sortino Ratio Rank: 7
WCQGX Omega Ratio Rank: 7
WCQGX Calmar Ratio Rank: 7
WCQGX Martin Ratio Rank: 6

WCMSX

WCMSX Risk / Return Rank: 59
WCMSX Sharpe Ratio Rank: 66
WCMSX Sortino Ratio Rank: 63
WCMSX Omega Ratio Rank: 61
WCMSX Calmar Ratio Rank: 59
WCMSX Martin Ratio Rank: 45

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.

WCQGX vs. WCMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM China Quality Growth Fund (WCQGX) and WCM International Small Cap Growth Fund (WCMSX). 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.

	WCQGX	WCMSX	Difference
Sharpe ratio Return per unit of total volatility	0.23	1.26	-1.03
Sortino ratio Return per unit of downside risk	0.46	1.72	-1.27
Omega ratio Gain probability vs. loss probability	1.06	1.25	-0.19
Calmar ratio Return relative to maximum drawdown	0.26	1.55	-1.29
Martin ratio Return relative to average drawdown	0.65	5.06	-4.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WCQGX vs. WCMSX - Sharpe Ratio Comparison

The current WCQGX Sharpe Ratio is 0.23, which is lower than the WCMSX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of WCQGX and WCMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WCQGX	WCMSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	1.26	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	0.01	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.58	-0.48

Correlation

The correlation between WCQGX and WCMSX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WCQGX vs. WCMSX - Dividend Comparison

WCQGX's dividend yield for the trailing twelve months is around 6.91%, more than WCMSX's 0.80% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
WCQGX WCM China Quality Growth Fund	6.91%	6.67%	2.02%	0.82%	0.28%	8.54%	2.38%	0.00%	0.00%	0.00%
WCMSX WCM International Small Cap Growth Fund	0.80%	0.81%	1.31%	0.00%	0.00%	10.27%	2.73%	0.57%	4.04%	1.10%

Drawdowns

WCQGX vs. WCMSX - Drawdown Comparison

The maximum WCQGX drawdown since its inception was -59.28%, which is greater than WCMSX's maximum drawdown of -51.60%. Use the drawdown chart below to compare losses from any high point for WCQGX and WCMSX.

Drawdown Indicators

	WCQGX	WCMSX	Difference
Max Drawdown Largest peak-to-trough decline	-59.28%	-51.60%	-7.68%
Max Drawdown (1Y) Largest decline over 1 year	-15.08%	-11.93%	-3.15%
Max Drawdown (5Y) Largest decline over 5 years	-57.82%	-51.60%	-6.22%
Max Drawdown (10Y) Largest decline over 10 years	—	-51.60%	—
Current Drawdown Current decline from peak	-44.45%	-18.02%	-26.43%
Average Drawdown Average peak-to-trough decline	-34.13%	-15.89%	-18.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.65%	3.91%	+2.74%

Volatility

WCQGX vs. WCMSX - Volatility Comparison

The current volatility for WCM China Quality Growth Fund (WCQGX) is 7.14%, while WCM International Small Cap Growth Fund (WCMSX) has a volatility of 8.18%. This indicates that WCQGX experiences smaller price fluctuations and is considered to be less risky than WCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCQGX	WCMSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.14%	8.18%	-1.04%
Volatility (6M) Calculated over the trailing 6-month period	15.84%	12.70%	+3.14%
Volatility (1Y) Calculated over the trailing 1-year period	22.78%	18.94%	+3.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.45%	20.65%	+2.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.76%	19.89%	+3.87%