WFEMX vs. EITEX
Compare and contrast key facts about WCM Focused Emerging Markets Fund (WFEMX) and Parametric Tax-Managed Emerging Markets Fund (EITEX).
WFEMX is managed by WCM Investment Management. It was launched on Jun 27, 2013. EITEX is managed by BlackRock. It was launched on Jun 29, 1998.
Performance
WFEMX vs. EITEX - Performance Comparison
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WFEMX vs. EITEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 1.05% | 28.58% | 4.67% | 10.69% | -12.11% | 4.47% | 4.51% | 12.51% | -13.20% | 27.10% |
Returns By Period
In the year-to-date period, WFEMX achieves a 0.26% return, which is significantly lower than EITEX's 1.05% return. Over the past 10 years, WFEMX has outperformed EITEX with an annualized return of 8.38%, while EITEX has yielded a comparatively lower 6.47% annualized return.
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%
EITEX
- 1D
- -0.37%
- 1M
- -9.31%
- YTD
- 1.05%
- 6M
- 5.36%
- 1Y
- 26.04%
- 3Y*
- 13.39%
- 5Y*
- 6.30%
- 10Y*
- 6.47%
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WFEMX vs. EITEX - Expense Ratio Comparison
WFEMX has a 1.50% expense ratio, which is higher than EITEX's 0.96% expense ratio.
Return for Risk
WFEMX vs. EITEX — Risk / Return Rank
WFEMX
EITEX
WFEMX vs. EITEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused Emerging Markets Fund (WFEMX) and Parametric Tax-Managed Emerging Markets Fund (EITEX). 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.
| WFEMX | EITEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 2.09 | -0.47 |
Sortino ratioReturn per unit of downside risk | 2.10 | 2.65 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.45 | -0.39 |
Martin ratioReturn relative to average drawdown | 7.57 | 9.50 | -1.92 |
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
| WFEMX | EITEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.09 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.53 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.47 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.51 | -0.18 |
Correlation
The correlation between WFEMX and EITEX is 0.84, 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
WFEMX vs. EITEX - Dividend Comparison
WFEMX has not paid dividends to shareholders, while EITEX's dividend yield for the trailing twelve months is around 4.72%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 4.72% | 4.77% | 4.58% | 5.85% | 10.39% | 9.72% | 1.79% | 2.63% | 2.26% | 1.80% | 1.67% | 2.11% |
Drawdowns
WFEMX vs. EITEX - Drawdown Comparison
The maximum WFEMX drawdown since its inception was -46.28%, smaller than the maximum EITEX drawdown of -61.70%. Use the drawdown chart below to compare losses from any high point for WFEMX and EITEX.
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Drawdown Indicators
| WFEMX | EITEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.28% | -61.70% | +15.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.74% | -9.88% | -2.86% |
Max Drawdown (5Y)Largest decline over 5 years | -44.91% | -25.99% | -18.92% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -43.10% | -3.18% |
Current DrawdownCurrent decline from peak | -10.73% | -9.88% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -15.11% | -14.00% | -1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 2.55% | +1.22% |
Volatility
WFEMX vs. EITEX - Volatility Comparison
WCM Focused Emerging Markets Fund (WFEMX) has a higher volatility of 9.09% compared to Parametric Tax-Managed Emerging Markets Fund (EITEX) at 5.60%. This indicates that WFEMX's price experiences larger fluctuations and is considered to be riskier than EITEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFEMX | EITEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 5.60% | +3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 8.76% | +5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 12.26% | +7.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 12.05% | +6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.51% | 13.68% | +4.83% |