WFGGX vs. WCQGX

Last updated Apr 1, 2026

Compare and contrast key facts about WCM Focused Global Growth Fund (WFGGX) and WCM China Quality Growth Fund (WCQGX).

WFGGX is managed by WCM Investment Management. It was launched on Jun 27, 2013. WCQGX is managed by WCM Investment Management. It was launched on Mar 30, 2020.

Performance

WFGGX vs. WCQGX - Performance Comparison

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

WFGGX vs. WCQGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
WFGGX WCM Focused Global Growth Fund	-7.73%	24.09%	30.71%	26.13%	-30.75%	14.62%	60.47%
WCQGX WCM China Quality Growth Fund	-4.91%	20.97%	-3.03%	-18.49%	-26.70%	4.03%	64.08%

Returns By Period

In the year-to-date period, WFGGX achieves a -7.73% return, which is significantly lower than WCQGX's -4.91% 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%

WCQGX

• 1D: 0.54%
• 1M: -7.09%
• YTD: -4.91%
• 6M: -13.17%
• 1Y: 3.72%
• 3Y*: -3.66%
• 5Y*: -8.21%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WFGGX vs. WCQGX - Expense Ratio Comparison

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

WCQGX

WCM China Quality Growth Fund

WFGGX

WCM Focused Global Growth Fund

Return for Risk

WFGGX vs. WCQGX — Risk / Return Rank

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

WFGGX

WFGGX Risk / Return Rank: 33
WFGGX Sharpe Ratio Rank: 40
WFGGX Sortino Ratio Rank: 50
WFGGX Omega Ratio Rank: 37
WFGGX Calmar Ratio Rank: 18
WFGGX Martin Ratio Rank: 18

WCQGX

WCQGX Risk / Return Rank: 8
WCQGX Sharpe Ratio Rank: 7
WCQGX Sortino Ratio Rank: 8
WCQGX Omega Ratio Rank: 8
WCQGX Calmar Ratio Rank: 9
WCQGX Martin Ratio Rank: 8

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. WCQGX - Risk-Adjusted Trends Comparison

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

	WFGGX	WCQGX	Difference
Sharpe ratio Return per unit of total volatility	0.86	0.16	+0.71
Sortino ratio Return per unit of downside risk	1.43	0.36	+1.07
Omega ratio Gain probability vs. loss probability	1.18	1.05	+0.13
Calmar ratio Return relative to maximum drawdown	0.54	0.15	+0.38
Martin ratio Return relative to average drawdown	1.85	0.39	+1.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WFGGX vs. WCQGX - Sharpe Ratio Comparison

The current WFGGX Sharpe Ratio is 0.86, which is higher than the WCQGX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of WFGGX and WCQGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WFGGX	WCQGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	0.16	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	-0.35	+0.81
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	0.09	+0.62

Correlation

The correlation between WFGGX and WCQGX is 0.43, 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. WCQGX - Dividend Comparison

WFGGX's dividend yield for the trailing twelve months is around 4.06%, less than WCQGX's 7.01% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WCQGX WCM China Quality Growth Fund	7.01%	6.67%	2.02%	0.82%	0.28%	8.54%	2.38%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WFGGX vs. WCQGX - Drawdown Comparison

The maximum WFGGX drawdown since its inception was -36.91%, smaller than the maximum WCQGX drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for WFGGX and WCQGX.

Drawdown Indicators

	WFGGX	WCQGX	Difference
Max Drawdown Largest peak-to-trough decline	-36.91%	-59.28%	+22.37%
Max Drawdown (1Y) Largest decline over 1 year	-12.62%	-15.17%	+2.55%
Max Drawdown (5Y) Largest decline over 5 years	-36.91%	-57.82%	+20.91%
Max Drawdown (10Y) Largest decline over 10 years	-36.91%	—	—
Current Drawdown Current decline from peak	-12.62%	-45.21%	+32.59%
Average Drawdown Average peak-to-trough decline	-6.86%	-34.12%	+27.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.82%	6.60%	-0.78%

Volatility

WFGGX vs. WCQGX - Volatility Comparison

The current volatility for WCM Focused Global Growth Fund (WFGGX) is 6.07%, while WCM China Quality Growth Fund (WCQGX) has a volatility of 6.98%. This indicates that WFGGX 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.

Volatility by Period

	WFGGX	WCQGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.07%	6.98%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	14.10%	15.77%	-1.67%
Volatility (1Y) Calculated over the trailing 1-year period	22.84%	22.79%	+0.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.12%	23.44%	-3.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.03%	23.76%	-4.73%