WFEMX vs. WCMJX

Last updated Apr 1, 2026

Compare and contrast key facts about WCM Focused Emerging Markets Fund (WFEMX) and WCM Focused Small Cap Fund (WCMJX).

WFEMX is managed by WCM Investment Management. It was launched on Jun 27, 2013. WCMJX is managed by WCM Investment Management. It was launched on Oct 30, 2019.

Performance

WFEMX vs. WCMJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WCM Focused Emerging Markets Fund (WFEMX) and WCM Focused Small Cap Fund (WCMJX). The values are adjusted to include any dividend payments, if applicable.

WFEMX vs. WCMJX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WFEMX WCM Focused Emerging Markets Fund	0.26%	31.13%	9.81%	4.25%	-30.86%	-1.94%	36.15%	8.51%
WCMJX WCM Focused Small Cap Fund	6.28%	-71.65%	33.22%	23.83%	-13.93%	18.91%	-0.76%	5.20%

Returns By Period

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%

WCMJX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WFEMX vs. WCMJX - Expense Ratio Comparison

WFEMX has a 1.50% expense ratio, which is higher than WCMJX's 1.25% expense ratio.

WFEMX

WCM Focused Emerging Markets Fund

WCMJX

WCM Focused Small Cap Fund

Return for Risk

WFEMX vs. WCMJX — Risk / Return Rank

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

WFEMX

WFEMX Risk / Return Rank: 81
WFEMX Sharpe Ratio Rank: 84
WFEMX Sortino Ratio Rank: 81
WFEMX Omega Ratio Rank: 79
WFEMX Calmar Ratio Rank: 83
WFEMX Martin Ratio Rank: 78

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.

WFEMX vs. WCMJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Focused Emerging Markets Fund (WFEMX) and WCM Focused Small Cap Fund (WCMJX). 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	WCMJX	Difference
Sharpe ratio Return per unit of total volatility	1.61	—	—
Sortino ratio Return per unit of downside risk	2.10	—	—
Omega ratio Gain probability vs. loss probability	1.31	—	—
Calmar ratio Return relative to maximum drawdown	2.06	—	—
Martin ratio Return relative to average drawdown	7.57	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WFEMX	WCMJX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	—	—

Correlation

The correlation between WFEMX and WCMJX is 0.58, 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

WFEMX vs. WCMJX - Dividend Comparison

WFEMX has not paid dividends to shareholders, while WCMJX's dividend yield for the trailing twelve months is around 3.80%.

	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%
WCMJX WCM Focused Small Cap Fund	3.80%	0.00%	33.08%	0.81%	1.85%	6.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	WFEMX	WCMJX	Difference
Max Drawdown Largest peak-to-trough decline	-46.28%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.74%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.91%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-46.28%	—	—
Current Drawdown Current decline from peak	-10.73%	—	—
Average Drawdown Average peak-to-trough decline	-15.11%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	—	—

Volatility

Volatility by Period

	WFEMX	WCMJX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.09%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.34%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.11%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.23%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.51%	—	—