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WFEMX vs. WCMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WFEMX vs. WCMSX - Performance Comparison

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

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WFEMX vs. WCMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WCMSX
WCM International Small Cap Growth Fund
-0.58%18.14%4.33%22.26%-42.12%16.65%55.36%45.02%-8.94%42.35%

Returns By Period

In the year-to-date period, WFEMX achieves a 0.26% return, which is significantly higher than WCMSX's -0.58% return. Over the past 10 years, WFEMX has underperformed WCMSX with an annualized return of 8.38%, while WCMSX has yielded a comparatively higher 11.41% 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%

WCMSX

1D
-0.78%
1M
-8.61%
YTD
-0.58%
6M
-6.85%
1Y
21.20%
3Y*
11.32%
5Y*
0.32%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WFEMX vs. WCMSX - Expense Ratio Comparison

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


Return for Risk

WFEMX vs. WCMSX — Risk / Return Rank

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

WFEMX
WFEMX Risk / Return Rank: 8181
Overall Rank
WFEMX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WFEMX Sortino Ratio Rank: 8181
Sortino Ratio Rank
WFEMX Omega Ratio Rank: 7979
Omega Ratio Rank
WFEMX Calmar Ratio Rank: 8383
Calmar Ratio Rank
WFEMX Martin Ratio Rank: 7878
Martin Ratio Rank

WCMSX
WCMSX Risk / Return Rank: 5252
Overall Rank
WCMSX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WCMSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
WCMSX Omega Ratio Rank: 5454
Omega Ratio Rank
WCMSX Calmar Ratio Rank: 5151
Calmar Ratio Rank
WCMSX Martin Ratio Rank: 3939
Martin Ratio Rank
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. WCMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Focused Emerging Markets Fund (WFEMX) and WCM International Small Cap Growth Fund (WCMSX). 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.


WFEMXWCMSXDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.07

+0.54

Sortino ratio

Return per unit of downside risk

2.10

1.49

+0.61

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

2.06

1.24

+0.82

Martin ratio

Return relative to average drawdown

7.57

4.08

+3.49

WFEMX vs. WCMSX - Sharpe Ratio Comparison

The current WFEMX Sharpe Ratio is 1.61, which is higher than the WCMSX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of WFEMX and WCMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WFEMXWCMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.07

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.02

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.58

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.57

-0.24

Correlation

The correlation between WFEMX and WCMSX is 0.77, 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. WCMSX - Dividend Comparison

WFEMX has not paid dividends to shareholders, while WCMSX's dividend yield for the trailing twelve months is around 0.82%.


TTM20252024202320222021202020192018201720162015
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%
WCMSX
WCM International Small Cap Growth Fund
0.82%0.81%1.31%0.00%0.00%10.27%2.73%0.57%4.04%1.10%0.00%0.00%

Drawdowns

WFEMX vs. WCMSX - Drawdown Comparison

The maximum WFEMX drawdown since its inception was -46.28%, smaller than the maximum WCMSX drawdown of -51.60%. Use the drawdown chart below to compare losses from any high point for WFEMX and WCMSX.


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Drawdown Indicators


WFEMXWCMSXDifference

Max Drawdown

Largest peak-to-trough decline

-46.28%

-51.60%

+5.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-11.93%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-44.91%

-51.60%

+6.69%

Max Drawdown (10Y)

Largest decline over 10 years

-46.28%

-51.60%

+5.32%

Current Drawdown

Current decline from peak

-10.73%

-19.58%

+8.85%

Average Drawdown

Average peak-to-trough decline

-15.11%

-15.89%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

3.89%

-0.12%

Volatility

WFEMX vs. WCMSX - Volatility Comparison

WCM Focused Emerging Markets Fund (WFEMX) has a higher volatility of 9.09% compared to WCM International Small Cap Growth Fund (WCMSX) at 7.85%. This indicates that WFEMX's price experiences larger fluctuations and is considered to be riskier than WCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFEMXWCMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

7.85%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.34%

12.60%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

20.11%

18.89%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.23%

20.64%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

19.88%

-1.37%