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WFGGX vs. WCFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WFGGX vs. WCFOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WCM Focused Global Growth Fund (WFGGX) and WCM Focused International Opportunities Fund (WCFOX). The values are adjusted to include any dividend payments, if applicable.

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WFGGX vs. WCFOX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WFGGX
WCM Focused Global Growth Fund
-7.73%24.09%30.71%26.13%-30.75%10.40%
WCFOX
WCM Focused International Opportunities Fund
-7.79%31.45%6.14%25.65%-35.42%7.30%

Returns By Period

The year-to-date returns for both stocks are quite close, with WFGGX having a -7.73% return and WCFOX slightly lower at -7.79%.


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%

WCFOX

1D
-0.34%
1M
-11.97%
YTD
-7.79%
6M
-9.46%
1Y
21.46%
3Y*
13.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WFGGX vs. WCFOX - Expense Ratio Comparison

WFGGX has a 1.30% expense ratio, which is lower than WCFOX's 1.50% expense ratio.


Return for Risk

WFGGX vs. WCFOX — 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

WCFOX
WCFOX Risk / Return Rank: 4646
Overall Rank
WCFOX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
WCFOX Sortino Ratio Rank: 4848
Sortino Ratio Rank
WCFOX Omega Ratio Rank: 4646
Omega Ratio Rank
WCFOX Calmar Ratio Rank: 4747
Calmar Ratio Rank
WCFOX Martin Ratio Rank: 4040
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. WCFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Focused Global Growth Fund (WFGGX) and WCM Focused International Opportunities Fund (WCFOX). 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.


WFGGXWCFOXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.96

-0.10

Sortino ratio

Return per unit of downside risk

1.43

1.40

+0.03

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

0.54

1.18

-0.64

Martin ratio

Return relative to average drawdown

1.85

4.21

-2.36

WFGGX vs. WCFOX - Sharpe Ratio Comparison

The current WFGGX Sharpe Ratio is 0.86, which is comparable to the WCFOX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of WFGGX and WCFOX, 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


WFGGXWCFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.96

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

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

0.11

+0.60

Correlation

The correlation between WFGGX and WCFOX is 0.81, 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

WFGGX vs. WCFOX - Dividend Comparison

WFGGX's dividend yield for the trailing twelve months is around 4.06%, more than WCFOX's 0.35% 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%
WCFOX
WCM Focused International Opportunities Fund
0.35%0.33%3.57%0.24%0.00%0.12%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WFGGX vs. WCFOX - Drawdown Comparison

The maximum WFGGX drawdown since its inception was -36.91%, smaller than the maximum WCFOX drawdown of -49.83%. Use the drawdown chart below to compare losses from any high point for WFGGX and WCFOX.


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Drawdown Indicators


WFGGXWCFOXDifference

Max Drawdown

Largest peak-to-trough decline

-36.91%

-49.83%

+12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-15.13%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-36.91%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

Current Drawdown

Current decline from peak

-12.62%

-15.13%

+2.51%

Average Drawdown

Average peak-to-trough decline

-6.86%

-22.38%

+15.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

4.24%

+1.58%

Volatility

WFGGX vs. WCFOX - Volatility Comparison

The current volatility for WCM Focused Global Growth Fund (WFGGX) is 6.07%, while WCM Focused International Opportunities Fund (WCFOX) has a volatility of 10.21%. This indicates that WFGGX experiences smaller price fluctuations and is considered to be less risky than WCFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFGGXWCFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

10.21%

-4.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

14.39%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

22.84%

21.55%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

21.16%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

21.16%

-2.13%