WFEMX vs. WCQGX
WFEMX (WCM Focused Emerging Markets Fund) and WCQGX (WCM China Quality Growth Fund) are both mutual funds - WFEMX is a Emerging Markets Equities fund managed by WCM, while WCQGX is a Quality Factor fund managed by WCM. Over the past 5 years, WFEMX returned 3.09%/yr vs -8.76%/yr for WCQGX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. Both charge a 1.50% expense ratio.
Performance
WFEMX vs. WCQGX - 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 WCQGX's -6.65% 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%
WCQGX
- 1D
- 0.44%
- 1M
- -15.15%
- 6M
- -11.79%
- YTD
- -6.65%
- 1Y
- -1.37%
- 3Y*
- -1.75%
- 5Y*
- -8.76%
- 10Y*
- —
- ALL TIME*
- 1.76%
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. WCQGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WFEMX WCM Focused Emerging Markets Fund | 15.78% | 31.13% | 9.81% | 4.25% | -30.86% | -1.94% | 72.31% |
WCQGX WCM China Quality Growth Fund | -6.65% | 20.97% | -3.03% | -18.49% | -26.70% | 4.03% | 64.08% |
Correlation
The correlation between WFEMX and WCQGX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2020 | 0.78 |
The correlation between WFEMX and WCQGX has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.
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Return for Risk
WFEMX vs. WCQGX — Risk / Return Rank
WFEMX
WCQGX
WFEMX vs. WCQGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused Emerging Markets Fund (WFEMX) and WCM China Quality Growth Fund (WCQGX). 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 | WCQGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.00 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | -0.18 | +1.96 |
| Martin ratioReturn relative to average drawdown | 5.99 | -0.51 | +6.50 |
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Drawdowns
WFEMX vs. WCQGX - Drawdown Comparison
The maximum WFEMX drawdown since its inception was -46.28%, smaller than the maximum WCQGX drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for WFEMX and WCQGX.
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Drawdown Indicators
| WFEMX | WCQGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.28% | -59.28% | +13.00% |
Max Drawdown (1Y)Largest decline over 1 year | -14.56% | -22.31% | +7.75% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -27.02% | +7.96% |
Max Drawdown (5Y)Largest decline over 5 years | -44.91% | -53.96% | +9.05% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | — | — |
Current DrawdownCurrent decline from peak | -11.18% | -46.21% | +35.03% |
Average DrawdownAverage peak-to-trough decline | -14.81% | -34.38% | +19.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 7.89% | -3.58% |
Volatility
WFEMX vs. WCQGX - Volatility Comparison
The current volatility for WCM Focused Emerging Markets Fund (WFEMX) is 10.26%, while WCM China Quality Growth Fund (WCQGX) has a volatility of 14.46%. This indicates that WFEMX experiences smaller price fluctuations and is considered to be less risky than WCQGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFEMX | WCQGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.26% | 14.46% | -4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 21.39% | 24.61% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.01% | 28.71% | -4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 24.80% | -5.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 24.82% | -5.62% |
WFEMX vs. WCQGX - Expense Ratio Comparison
Both WFEMX and WCQGX have an expense ratio of 1.50%.
Dividends
WFEMX vs. WCQGX - Dividend Comparison
WFEMX has not paid dividends to shareholders, while WCQGX's dividend yield for the trailing twelve months is around 7.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCQGX WCM China Quality Growth Fund | 7.14% | 6.67% | 2.02% | 0.82% | 0.28% | 8.54% | 2.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 WCQGX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCQGX has higher volatility (14.46%) compared to WFEMX (10.26%). In terms of maximum drawdown, WFEMX dropped -46.28% vs WCQGX's -59.28%.
WFEMX currently has the higher Sharpe Ratio (1.08 vs -0.14), 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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