WFEMX vs. VEMIX
WFEMX (WCM Focused Emerging Markets Fund) and VEMIX (Vanguard Emerging Markets Stock Index Fund Institutional Shares) are both Emerging Markets Equities funds. Over the past 10 years, WFEMX returned 9.17%/yr vs 7.61%/yr for VEMIX. Their correlation of 0.87 means they have usually moved in the same direction. WFEMX charges 1.50%/yr vs 0.06%/yr for VEMIX.
Performance
WFEMX vs. VEMIX - Performance Comparison
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Returns By Period
In the year-to-date period, WFEMX achieves a 15.78% return, which is significantly higher than VEMIX's 7.82% return. Over the past 10 years, WFEMX has outperformed VEMIX with an annualized return of 9.17%, while VEMIX has yielded a comparatively lower 7.61% annualized return.
WFEMX
- 1D
- 3.95%
- 1M
- -6.20%
- 6M
- 7.08%
- YTD
- 15.78%
- 1Y
- 28.58%
- 3Y*
- 18.94%
- 5Y*
- 3.09%
- 10Y*
- 9.17%
- ALL TIME*
- 6.92%
VEMIX
- 1D
- 1.70%
- 1M
- -1.72%
- 6M
- 2.68%
- YTD
- 7.82%
- 1Y
- 19.98%
- 3Y*
- 13.72%
- 5Y*
- 5.81%
- 10Y*
- 7.61%
- ALL TIME*
- 7.24%
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 |
WFEMX vs. VEMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFEMX WCM Focused Emerging Markets Fund | 15.78% | 31.13% | 9.81% | 4.25% | -30.86% | -1.94% | 36.15% | 37.44% | -12.71% | 40.94% |
VEMIX Vanguard Emerging Markets Stock Index Fund Institutional Shares | 7.82% | 24.80% | 11.38% | 8.85% | -17.75% | 0.91% | 15.26% | 20.35% | -14.55% | 31.42% |
Correlation
The correlation between WFEMX and VEMIX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2013 | 0.87 |
The correlation between WFEMX and VEMIX has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
WFEMX vs. VEMIX — Risk / Return Rank
WFEMX
VEMIX
WFEMX vs. VEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused Emerging Markets Fund (WFEMX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). 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.
| WFEMX | VEMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.66 | +0.12 |
| Martin ratioReturn relative to average drawdown | 5.99 | 5.53 | +0.46 |
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Drawdowns
WFEMX vs. VEMIX - Drawdown Comparison
The maximum WFEMX drawdown since its inception was -46.28%, smaller than the maximum VEMIX drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for WFEMX and VEMIX.
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Drawdown Indicators
| WFEMX | VEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.28% | -66.43% | +20.15% |
Max Drawdown (1Y)Largest decline over 1 year | -14.56% | -11.05% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -15.77% | -3.29% |
Max Drawdown (5Y)Largest decline over 5 years | -44.91% | -30.68% | -14.23% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -36.04% | -10.24% |
Current DrawdownCurrent decline from peak | -11.18% | -5.42% | -5.76% |
Average DrawdownAverage peak-to-trough decline | -14.81% | -15.91% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 3.31% | +1.00% |
Volatility
WFEMX vs. VEMIX - Volatility Comparison
WCM Focused Emerging Markets Fund (WFEMX) has a higher volatility of 10.26% compared to Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) at 5.22%. This indicates that WFEMX's price experiences larger fluctuations and is considered to be riskier than VEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFEMX | VEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 5.22% | +5.04% |
Volatility (6M)Calculated over the trailing 6-month period | 21.39% | 13.82% | +7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.01% | 16.00% | +8.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 15.59% | +4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 16.50% | +2.70% |
WFEMX vs. VEMIX - Expense Ratio Comparison
WFEMX has a 1.50% expense ratio, which is higher than VEMIX's 0.06% expense ratio.
Dividends
WFEMX vs. VEMIX - Dividend Comparison
WFEMX has not paid dividends to shareholders, while VEMIX's dividend yield for the trailing twelve months is around 2.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMIX Vanguard Emerging Markets Stock Index Fund Institutional Shares | 2.38% | 2.77% | 3.17% | 3.51% | 4.09% | 2.61% | 1.90% | 3.23% | 2.89% | 2.33% | 2.55% | 2.51% |
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% |
Frequently Asked Questions
WFEMX and VEMIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WFEMX has higher volatility (10.26%) compared to VEMIX (5.22%). In terms of maximum drawdown, WFEMX dropped -46.28% vs VEMIX's -66.43%.
VEMIX currently has the higher Sharpe Ratio (1.15 vs 1.08), 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.
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