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WFGGX vs. RTXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WFGGX vs. RTXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WCM Focused Global Growth Fund (WFGGX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). The values are adjusted to include any dividend payments, if applicable.

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WFGGX vs. RTXAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WFGGX
WCM Focused Global Growth Fund
-7.73%24.09%30.71%26.13%-30.75%14.62%39.10%7.53%
RTXAX
Russell Investment Tax-Managed Real Assets Fund
11.49%13.56%1.50%7.40%-11.66%26.57%3.73%6.17%

Returns By Period

In the year-to-date period, WFGGX achieves a -7.73% return, which is significantly lower than RTXAX's 11.49% return.


WFGGX

1D
-2.23%
1M
-11.60%
YTD
-7.73%
6M
-9.04%
1Y
17.63%
3Y*
19.80%
5Y*
8.86%
10Y*
13.40%

RTXAX

1D
0.13%
1M
-2.88%
YTD
11.49%
6M
14.38%
1Y
24.85%
3Y*
10.58%
5Y*
7.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WFGGX vs. RTXAX - Expense Ratio Comparison

WFGGX has a 1.30% expense ratio, which is lower than RTXAX's 1.33% expense ratio.


Return for Risk

WFGGX vs. RTXAX — Risk / Return Rank

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

WFGGX
WFGGX Risk / Return Rank: 3333
Overall Rank
WFGGX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
WFGGX Sortino Ratio Rank: 5050
Sortino Ratio Rank
WFGGX Omega Ratio Rank: 3737
Omega Ratio Rank
WFGGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
WFGGX Martin Ratio Rank: 1818
Martin Ratio Rank

RTXAX
RTXAX Risk / Return Rank: 8585
Overall Rank
RTXAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
RTXAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
RTXAX Omega Ratio Rank: 8484
Omega Ratio Rank
RTXAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
RTXAX Martin Ratio Rank: 9292
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.

WFGGX vs. RTXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Focused Global Growth Fund (WFGGX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). 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.


WFGGXRTXAXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.69

-0.83

Sortino ratio

Return per unit of downside risk

1.43

2.24

-0.81

Omega ratio

Gain probability vs. loss probability

1.18

1.35

-0.17

Calmar ratio

Return relative to maximum drawdown

0.54

1.89

-1.35

Martin ratio

Return relative to average drawdown

1.85

10.79

-8.93

WFGGX vs. RTXAX - Sharpe Ratio Comparison

The current WFGGX Sharpe Ratio is 0.86, which is lower than the RTXAX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of WFGGX and RTXAX, 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


WFGGXRTXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.69

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.47

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.40

+0.31

Correlation

The correlation between WFGGX and RTXAX is 0.62, 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

WFGGX vs. RTXAX - Dividend Comparison

WFGGX's dividend yield for the trailing twelve months is around 4.06%, more than RTXAX's 2.57% yield.


TTM20252024202320222021202020192018201720162015
WFGGX
WCM Focused Global Growth Fund
4.06%3.75%4.75%0.00%3.58%10.47%3.41%1.77%2.93%1.49%12.79%0.38%
RTXAX
Russell Investment Tax-Managed Real Assets Fund
2.57%2.86%2.05%1.98%3.11%1.74%1.71%0.84%0.00%0.00%0.00%0.00%

Drawdowns

WFGGX vs. RTXAX - Drawdown Comparison

The maximum WFGGX drawdown since its inception was -36.91%, smaller than the maximum RTXAX drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for WFGGX and RTXAX.


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Drawdown Indicators


WFGGXRTXAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.91%

-40.68%

+3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-13.11%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-36.91%

-24.63%

-12.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

Current Drawdown

Current decline from peak

-12.62%

-3.32%

-9.30%

Average Drawdown

Average peak-to-trough decline

-6.86%

-7.96%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

2.29%

+3.53%

Volatility

WFGGX vs. RTXAX - Volatility Comparison

WCM Focused Global Growth Fund (WFGGX) has a higher volatility of 6.07% compared to Russell Investment Tax-Managed Real Assets Fund (RTXAX) at 4.12%. This indicates that WFGGX's price experiences larger fluctuations and is considered to be riskier than RTXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFGGXRTXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

4.12%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

8.24%

+5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

22.84%

15.04%

+7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

15.85%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

20.26%

-1.23%