WFEMX vs. WCMEX
WFEMX (WCM Focused Emerging Markets Fund) and WCMEX (WCM Focused Emerging Markets Fund Institutional Class) are both Emerging Markets Equities funds from WCM. Over the past 10 years, WFEMX returned 9.17%/yr vs 9.37%/yr for WCMEX. Their 1.00 correlation means they have historically moved very closely together. WFEMX charges 1.50%/yr vs 1.26%/yr for WCMEX.
Performance
WFEMX vs. WCMEX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with WFEMX having a 15.78% return and WCMEX slightly higher at 15.94%. Both investments have delivered pretty close results over the past 10 years, with WFEMX having a 9.17% annualized return and WCMEX not far ahead at 9.37%.
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%
WCMEX
- 1D
- 3.93%
- 1M
- -6.22%
- 6M
- 7.20%
- YTD
- 15.94%
- 1Y
- 28.90%
- 3Y*
- 19.22%
- 5Y*
- 3.34%
- 10Y*
- 9.37%
- ALL TIME*
- 7.10%
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. WCMEX - 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% |
WCMEX WCM Focused Emerging Markets Fund Institutional Class | 15.94% | 31.46% | 10.07% | 4.54% | -30.70% | -1.67% | 36.52% | 37.58% | -12.67% | 40.91% |
Correlation
The correlation between WFEMX and WCMEX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 1.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2013 | 1.00 |
The correlation between WFEMX and WCMEX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
WFEMX vs. WCMEX — Risk / Return Rank
WFEMX
WCMEX
WFEMX vs. WCMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused Emerging Markets Fund (WFEMX) and WCM Focused Emerging Markets Fund Institutional Class (WCMEX). 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 | WCMEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.81 | -0.03 |
| Martin ratioReturn relative to average drawdown | 5.99 | 6.08 | -0.09 |
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Drawdowns
WFEMX vs. WCMEX - Drawdown Comparison
The maximum WFEMX drawdown since its inception was -46.28%, roughly equal to the maximum WCMEX drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for WFEMX and WCMEX.
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Drawdown Indicators
| WFEMX | WCMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.28% | -46.05% | -0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.56% | -14.51% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -19.05% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -44.91% | -44.77% | -0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -46.05% | -0.23% |
Current DrawdownCurrent decline from peak | -11.18% | -11.15% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -14.81% | -14.59% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 4.29% | +0.02% |
Volatility
WFEMX vs. WCMEX - Volatility Comparison
WCM Focused Emerging Markets Fund (WFEMX) and WCM Focused Emerging Markets Fund Institutional Class (WCMEX) have volatilities of 10.26% and 10.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFEMX | WCMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 10.25% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 21.39% | 21.34% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.01% | 23.97% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 19.64% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 19.21% | -0.01% |
WFEMX vs. WCMEX - Expense Ratio Comparison
WFEMX has a 1.50% expense ratio, which is higher than WCMEX's 1.26% expense ratio.
Dividends
WFEMX vs. WCMEX - Dividend Comparison
Neither WFEMX nor WCMEX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCMEX WCM Focused Emerging Markets Fund Institutional Class | 0.00% | 0.00% | 0.00% | 0.46% | 0.47% | 4.37% | 0.87% | 0.37% | 0.76% | 0.76% | 0.76% | 0.42% |
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
With a correlation of 1.00, WFEMX and WCMEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WFEMX has higher volatility (10.26%) compared to WCMEX (10.25%). In terms of maximum drawdown, WFEMX dropped -46.28% vs WCMEX's -46.05%.
WCMEX currently has the higher Sharpe Ratio (1.09 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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