WFEMX vs. WCMNX

Last updated Apr 2, 2026

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

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

Performance

WFEMX vs. WCMNX - Performance Comparison

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

WFEMX vs. WCMNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WFEMX WCM Focused Emerging Markets Fund	2.10%	31.13%	9.81%	4.25%	-30.86%	-1.94%	36.15%	8.51%
WCMNX WCM Small Cap Growth Fund	-3.84%	7.82%	4.02%	15.64%	-23.47%	5.06%	38.85%	4.50%

Returns By Period

In the year-to-date period, WFEMX achieves a 2.10% return, which is significantly higher than WCMNX's -3.84% return.

WFEMX

• 1D: 1.83%
• 1M: -7.85%
• YTD: 2.10%
• 6M: 1.51%
• 1Y: 34.07%
• 3Y*: 14.11%
• 5Y*: 0.77%
• 10Y*: 8.58%

WCMNX

• 1D: 4.16%
• 1M: -10.01%
• YTD: -3.84%
• 6M: -3.33%
• 1Y: 16.74%
• 3Y*: 4.80%
• 5Y*: -0.91%
• 10Y*: —

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

WFEMX vs. WCMNX - Expense Ratio Comparison

WFEMX has a 1.50% expense ratio, which is higher than WCMNX's 1.24% expense ratio.

WFEMX

WCM Focused Emerging Markets Fund

WCMNX

WCM Small Cap Growth Fund

Return for Risk

WFEMX vs. WCMNX — 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: 85
WFEMX Sortino Ratio Rank: 81
WFEMX Omega Ratio Rank: 80
WFEMX Calmar Ratio Rank: 83
WFEMX Martin Ratio Rank: 76

WCMNX

WCMNX Risk / Return Rank: 21
WCMNX Sharpe Ratio Rank: 21
WCMNX Sortino Ratio Rank: 26
WCMNX Omega Ratio Rank: 21
WCMNX Calmar Ratio Rank: 19
WCMNX Martin Ratio Rank: 19

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. WCMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Focused Emerging Markets Fund (WFEMX) and WCM Small Cap Growth Fund (WCMNX). 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	WCMNX	Difference
Sharpe ratio Return per unit of total volatility	1.76	0.69	+1.07
Sortino ratio Return per unit of downside risk	2.26	1.16	+1.10
Omega ratio Gain probability vs. loss probability	1.33	1.15	+0.19
Calmar ratio Return relative to maximum drawdown	2.33	0.78	+1.54
Martin ratio Return relative to average drawdown	8.45	2.72	+5.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WFEMX vs. WCMNX - Sharpe Ratio Comparison

The current WFEMX Sharpe Ratio is 1.76, which is higher than the WCMNX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of WFEMX and WCMNX, 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

	WFEMX	WCMNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	0.69	+1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	-0.04	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.22	+0.12

Correlation

The correlation between WFEMX and WCMNX is 0.65, 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. WCMNX - Dividend Comparison

WFEMX has not paid dividends to shareholders, while WCMNX's dividend yield for the trailing twelve months is around 1.02%.

	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%
WCMNX WCM Small Cap Growth Fund	1.02%	0.99%	0.00%	0.00%	0.18%	9.16%	1.07%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WFEMX vs. WCMNX - Drawdown Comparison

The maximum WFEMX drawdown since its inception was -46.28%, which is greater than WCMNX's maximum drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for WFEMX and WCMNX.

Drawdown Indicators

	WFEMX	WCMNX	Difference
Max Drawdown Largest peak-to-trough decline	-46.28%	-40.70%	-5.58%
Max Drawdown (1Y) Largest decline over 1 year	-12.74%	-16.38%	+3.64%
Max Drawdown (5Y) Largest decline over 5 years	-44.91%	-38.13%	-6.78%
Max Drawdown (10Y) Largest decline over 10 years	-46.28%	—	—
Current Drawdown Current decline from peak	-9.10%	-12.90%	+3.80%
Average Drawdown Average peak-to-trough decline	-15.11%	-14.25%	-0.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.82%	4.73%	-0.91%

Volatility

WFEMX vs. WCMNX - Volatility Comparison

WCM Focused Emerging Markets Fund (WFEMX) has a higher volatility of 9.37% compared to WCM Small Cap Growth Fund (WCMNX) at 8.87%. This indicates that WFEMX's price experiences larger fluctuations and is considered to be riskier than WCMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WFEMX	WCMNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.37%	8.87%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	14.41%	15.84%	-1.43%
Volatility (1Y) Calculated over the trailing 1-year period	20.15%	25.70%	-5.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.25%	24.64%	-6.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.52%	27.34%	-8.82%