PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
WFGGX vs. WCQGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WFGGX vs. WCQGX

Last updated Jun 23, 2026

WFGGX (WCM Focused Global Growth Fund) and WCQGX (WCM China Quality Growth Fund) are both mutual funds - WFGGX is a Global Equities fund managed by WCM Investment Management, while WCQGX is a China Equities fund managed by WCM Investment Management. Over the past 5 years, WFGGX returned 11.68%/yr vs -6.27%/yr for WCQGX. At a 0.44 correlation, their price movements are largely independent. WFGGX charges 1.30%/yr vs 1.50%/yr for WCQGX.

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.

Loading charts...

Returns By Period

In the year-to-date period, WFGGX achieves a 12.35% return, which is significantly lower than WCQGX's 16.36% return.

WFGGX

1D
1.68%
1M
5.27%
YTD
12.35%
6M
11.66%
1Y
25.71%
3Y*
26.06%
5Y*
11.68%
10Y*
15.55%

WCQGX

1D
3.45%
1M
10.06%
YTD
16.36%
6M
14.60%
1Y
28.81%
3Y*
5.57%
5Y*
-6.27%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFGGX vs. WCQGX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
WFGGX
WCM Focused Global Growth Fund		12.35%24.09%30.71%26.13%-30.75%14.62%58.55%
WCQGX
WCM China Quality Growth Fund		16.36%20.97%-3.03%-18.49%-26.70%4.03%64.08%

Correlation

The correlation between WFGGX and WCQGX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2020

0.44

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WCM Focused Global Growth Fund

WCM China Quality Growth Fund

Often compared with WFGGX:
WFGGX vs. BSCMXWFGGX vs. VFIFXWFGGX vs. WFEMXWFGGX vs. WCMNXWFGGX vs. WLIVXWFGGX vs. WCFOXWFGGX vs. WCMIX
Often compared with WCQGX:
WCQGX vs. SPYWCQGX vs. WCMNXWCQGX vs. WCMSXWCQGX vs. OBCHXWCQGX vs. GSAGXWCQGX vs. WCFOXWCQGX vs. WLIVX

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: 4141
Overall Rank
WFGGX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WFGGX Sortino Ratio Rank: 3737
Sortino Ratio Rank
WFGGX Omega Ratio Rank: 3535
Omega Ratio Rank
WFGGX Calmar Ratio Rank: 4747
Calmar Ratio Rank
WFGGX Martin Ratio Rank: 4949
Martin Ratio Rank
WCQGX
WCQGX Risk / Return Rank: 2222
Overall Rank
WCQGX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
WCQGX Sortino Ratio Rank: 2020
Sortino Ratio Rank
WCQGX Omega Ratio Rank: 2222
Omega Ratio Rank
WCQGX Calmar Ratio Rank: 2929
Calmar Ratio Rank
WCQGX Martin Ratio Rank: 1717
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. 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.

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.

WFGGXWCQGXDifference
Sharpe ratioReturn per unit of total volatility
1.64
1.19

+0.44

Sortino ratioReturn per unit of downside risk
2.36
1.74

+0.62

Omega ratioGain probability vs. loss probability

1.29

1.23

+0.06

Calmar ratioReturn relative to maximum drawdown

2.52

1.90

+0.61

Martin ratioReturn relative to average drawdown

9.56

4.26

+5.30

WFGGX vs. WCQGX - Sharpe Ratio Comparison

The current WFGGX Sharpe Ratio is 1.64, which is higher than the WCQGX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of WFGGX and WCQGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

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.

Loading charts...

Drawdown Indicators

WFGGXWCQGXDifference

Max Drawdown

Largest peak-to-trough decline

-36.91%

-59.28%

+22.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-14.91%

+2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-20.15%

-28.20%

+8.05%

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

0.00%

-32.96%

+32.96%

Average Drawdown

Average peak-to-trough decline

-6.77%

-34.30%

+27.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

6.63%

-3.56%

Volatility

WFGGX vs. WCQGX - Volatility Comparison

The current volatility for WCM Focused Global Growth Fund (WFGGX) is 6.47%, while WCM China Quality Growth Fund (WCQGX) has a volatility of 11.29%. 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.

Loading charts...

Volatility by Period

WFGGXWCQGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

11.29%

-4.82%

Volatility (6M)

Calculated over the trailing 6-month period

15.32%

18.94%

-3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

19.44%

23.80%

-4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

24.09%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

24.12%

-4.90%

WFGGX vs. WCQGX - Expense Ratio Comparison

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

Dividends

WFGGX vs. WCQGX - Dividend Comparison

WFGGX's dividend yield for the trailing twelve months is around 3.34%, less than WCQGX's 5.73% yield.

PositionTTM20252024202320222021202020192018201720162015
WCQGX
WCM China Quality Growth Fund		5.73%6.67%2.02%0.82%0.28%8.54%2.38%0.00%0.00%0.00%0.00%0.00%
WFGGX
WCM Focused Global Growth Fund		3.34%3.75%4.75%0.00%3.58%10.47%3.41%1.77%2.93%1.49%12.79%0.38%

Frequently Asked Questions

WFGGX and WCQGX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WCQGX has higher volatility (11.29%) compared to WFGGX (6.47%). In terms of maximum drawdown, WFGGX dropped -36.91% vs WCQGX's -59.28%.

WFGGX currently has the higher Sharpe Ratio (1.64 vs 1.19), 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.

Portfolio Optimizer

Find the right allocation for WFGGX and WCQGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer