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WFGGX vs. WCMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WFGGX vs. WCMNX - Performance Comparison

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

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WFGGX vs. WCMNX - 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%5.44%
WCMNX
WCM Small Cap Growth Fund
-7.68%7.82%4.02%15.64%-23.47%5.06%38.85%4.50%

Returns By Period

The year-to-date returns for both investments are quite close, with WFGGX having a -7.73% return and WCMNX slightly higher at -7.68%.


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%

WCMNX

1D
-1.96%
1M
-13.19%
YTD
-7.68%
6M
-7.32%
1Y
12.78%
3Y*
3.39%
5Y*
-1.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WFGGX vs. WCMNX - Expense Ratio Comparison

WFGGX has a 1.30% expense ratio, which is higher than WCMNX's 1.24% expense ratio.


Return for Risk

WFGGX vs. WCMNX — 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

WCMNX
WCMNX Risk / Return Rank: 1616
Overall Rank
WCMNX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
WCMNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
WCMNX Omega Ratio Rank: 1717
Omega Ratio Rank
WCMNX Calmar Ratio Rank: 1414
Calmar Ratio Rank
WCMNX Martin Ratio Rank: 1414
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. WCMNX - Risk-Adjusted Trends Comparison

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


WFGGXWCMNXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.47

+0.40

Sortino ratio

Return per unit of downside risk

1.43

0.85

+0.58

Omega ratio

Gain probability vs. loss probability

1.18

1.11

+0.07

Calmar ratio

Return relative to maximum drawdown

0.54

0.40

+0.13

Martin ratio

Return relative to average drawdown

1.85

1.39

+0.46

WFGGX vs. WCMNX - Sharpe Ratio Comparison

The current WFGGX Sharpe Ratio is 0.86, which is higher than the WCMNX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of WFGGX 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.


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Sharpe Ratios by Period


WFGGXWCMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.47

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.06

+0.52

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

0.20

+0.52

Correlation

The correlation between WFGGX and WCMNX 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

WFGGX vs. WCMNX - Dividend Comparison

WFGGX's dividend yield for the trailing twelve months is around 4.06%, more than WCMNX's 1.07% 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%
WCMNX
WCM Small Cap Growth Fund
1.07%0.99%0.00%0.00%0.18%9.16%1.07%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WFGGX vs. WCMNX - Drawdown Comparison

The maximum WFGGX drawdown since its inception was -36.91%, smaller than the maximum WCMNX drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for WFGGX and WCMNX.


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Drawdown Indicators


WFGGXWCMNXDifference

Max Drawdown

Largest peak-to-trough decline

-36.91%

-40.70%

+3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-16.38%

+3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-36.91%

-38.13%

+1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

Current Drawdown

Current decline from peak

-12.62%

-16.38%

+3.76%

Average Drawdown

Average peak-to-trough decline

-6.86%

-14.25%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

4.73%

+1.09%

Volatility

WFGGX vs. WCMNX - Volatility Comparison

The current volatility for WCM Focused Global Growth Fund (WFGGX) is 6.07%, while WCM Small Cap Growth Fund (WCMNX) has a volatility of 7.56%. This indicates that WFGGX experiences smaller price fluctuations and is considered to be less risky than WCMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFGGXWCMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

7.56%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

15.32%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.84%

25.42%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

24.58%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

27.30%

-8.27%