WFGGX vs. WCQGX
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, while WCQGX is a Quality Factor fund managed by WCM. Over the past 5 years, WFGGX returned 9.62%/yr vs -8.76%/yr for WCQGX. Their 0.44 correlation means their historical movements had little consistent relationship. WFGGX charges 1.30%/yr vs 1.50%/yr for WCQGX.
Performance
WFGGX vs. WCQGX - Performance Comparison
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Returns By Period
In the year-to-date period, WFGGX achieves a 8.33% return, which is significantly higher than WCQGX's -6.65% return.
WFGGX
- 1D
- 2.47%
- 1M
- -4.65%
- 6M
- 2.59%
- YTD
- 8.33%
- 1Y
- 17.54%
- 3Y*
- 22.82%
- 5Y*
- 9.62%
- 10Y*
- 14.38%
- ALL TIME*
- 13.75%
WCQGX
- 1D
- 0.44%
- 1M
- -15.15%
- 6M
- -11.79%
- YTD
- -6.65%
- 1Y
- -1.37%
- 3Y*
- -1.75%
- 5Y*
- -8.76%
- 10Y*
- —
- ALL TIME*
- 1.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WFGGX vs. WCQGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WFGGX WCM Focused Global Growth Fund | 8.33% | 24.09% | 30.71% | 26.13% | -30.75% | 14.62% | 58.55% |
WCQGX WCM China Quality Growth Fund | -6.65% | 20.97% | -3.03% | -18.49% | -26.70% | 4.03% | 64.08% |
Correlation
The correlation between WFGGX and WCQGX is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2020 | 0.44 |
The correlation between WFGGX and WCQGX shifts across timeframes, from 0.36 (3 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WFGGX vs. WCQGX — Risk / Return Rank
WFGGX
WCQGX
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.
| WFGGX | WCQGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.00 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | -0.18 | +1.84 |
| Martin ratioReturn relative to average drawdown | 5.95 | -0.51 | +6.46 |
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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.
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Drawdown Indicators
| WFGGX | WCQGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.91% | -59.28% | +22.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -22.31% | +9.69% |
Max Drawdown (3Y)Largest decline over 3 years | -20.15% | -27.02% | +6.87% |
Max Drawdown (5Y)Largest decline over 5 years | -36.91% | -53.96% | +17.05% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | — | — |
Current DrawdownCurrent decline from peak | -5.67% | -46.21% | +40.54% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -34.38% | +27.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 7.89% | -4.60% |
Volatility
WFGGX vs. WCQGX - Volatility Comparison
The current volatility for WCM Focused Global Growth Fund (WFGGX) is 5.30%, while WCM China Quality Growth Fund (WCQGX) has a volatility of 14.46%. 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.
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Volatility by Period
| WFGGX | WCQGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 14.46% | -9.16% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 24.61% | -9.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.84% | 28.71% | -8.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.53% | 24.80% | -4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 24.82% | -5.60% |
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 3.46%, less than WCQGX's 7.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCQGX WCM China Quality Growth Fund | 7.14% | 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 | 3.46% | 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 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCQGX has higher volatility (14.46%) compared to WFGGX (5.30%). In terms of maximum drawdown, WFGGX dropped -36.91% vs WCQGX's -59.28%.
WFGGX currently has the higher Sharpe Ratio (1.05 vs -0.14), 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.
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