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WLIVX vs. EFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WLIVX vs. EFA

Last updated Jun 24, 2026

WLIVX (WCM Focused International Value Fund) and EFA (iShares MSCI EAFE ETF) are both Foreign Large Cap Equities funds. Over the past 5 years, WLIVX returned 11.09%/yr vs 8.49%/yr for EFA. Their correlation of 0.89 suggests significant overlap in exposure. WLIVX charges 1.50%/yr vs 0.32%/yr for EFA.

Performance

WLIVX vs. EFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WCM Focused International Value Fund (WLIVX) and iShares MSCI EAFE ETF (EFA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WLIVX achieves a 14.88% return, which is significantly higher than EFA's 8.38% return.

WLIVX

1D
0.30%
1M
4.25%
YTD
14.88%
6M
14.15%
1Y
37.06%
3Y*
27.23%
5Y*
11.09%
10Y*
—

EFA

1D
-2.03%
1M
0.10%
YTD
8.38%
6M
8.09%
1Y
21.83%
3Y*
16.63%
5Y*
8.49%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WLIVX vs. EFA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
WLIVX
WCM Focused International Value Fund		14.88%40.75%12.13%18.08%-26.40%17.41%31.80%
EFA
iShares MSCI EAFE ETF		8.38%31.55%3.49%18.36%-14.39%11.45%21.79%

Correlation

The correlation between WLIVX and EFA is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.80

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

0.85

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2020

0.89

The correlation between WLIVX and EFA has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

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 International Value Fund

iShares MSCI EAFE ETF

Often compared with WLIVX:
WLIVX vs. JOEMXWLIVX vs. WFEMXWLIVX vs. WFGGXWLIVX vs. WCMNXWLIVX vs. WCQGXWLIVX vs. WCFOXWLIVX vs. WCMIX
Often compared with EFA:
EFA vs. IEFAEFA vs. VEAEFA vs. EFGEFA vs. XEF.TOEFA vs. EFAVEFA vs. EFOEFA vs. IEUR

Return for Risk

WLIVX vs. EFA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WLIVX
WLIVX Risk / Return Rank: 6464
Overall Rank
WLIVX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
WLIVX Sortino Ratio Rank: 6060
Sortino Ratio Rank
WLIVX Omega Ratio Rank: 5555
Omega Ratio Rank
WLIVX Calmar Ratio Rank: 7676
Calmar Ratio Rank
WLIVX Martin Ratio Rank: 6969
Martin Ratio Rank
EFA
EFA Risk / Return Rank: 4242
Overall Rank
EFA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 4141
Sortino Ratio Rank
EFA Omega Ratio Rank: 4141
Omega Ratio Rank
EFA Calmar Ratio Rank: 4040
Calmar Ratio Rank
EFA Martin Ratio Rank: 4545
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.

WLIVX vs. EFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Value Fund (WLIVX) and iShares MSCI EAFE ETF (EFA). 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.

WLIVXEFADifference
Sharpe ratioReturn per unit of total volatility
2.10
1.40

+0.70

Sortino ratioReturn per unit of downside risk
2.97
2.02

+0.95

Omega ratioGain probability vs. loss probability

1.38

1.26

+0.12

Calmar ratioReturn relative to maximum drawdown

3.29

1.92

+1.37

Martin ratioReturn relative to average drawdown

12.47

7.16

+5.31

WLIVX vs. EFA - Sharpe Ratio Comparison

The current WLIVX Sharpe Ratio is 2.10, which is higher than the EFA Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of WLIVX and EFA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

WLIVX vs. EFA - Drawdown Comparison

The maximum WLIVX drawdown since its inception was -37.86%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for WLIVX and EFA.

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Drawdown Indicators

WLIVXEFADifference

Max Drawdown

Largest peak-to-trough decline

-37.86%

-61.04%

+23.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-11.42%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-16.44%

-14.05%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-37.86%

-29.53%

-8.33%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.19%

—

Current Drawdown

Current decline from peak

0.00%

-2.03%

+2.03%

Average Drawdown

Average peak-to-trough decline

-10.44%

-11.91%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.05%

+0.01%

Volatility

WLIVX vs. EFA - Volatility Comparison

WCM Focused International Value Fund (WLIVX) has a higher volatility of 6.15% compared to iShares MSCI EAFE ETF (EFA) at 5.30%. This indicates that WLIVX's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WLIVXEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

5.30%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

15.48%

13.31%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

15.65%

+2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.63%

16.58%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

17.03%

+1.12%

WLIVX vs. EFA - Expense Ratio Comparison

WLIVX has a 1.50% expense ratio, which is higher than EFA's 0.32% expense ratio.

Dividends

WLIVX vs. EFA - Dividend Comparison

WLIVX's dividend yield for the trailing twelve months is around 1.92%, less than EFA's 3.28% yield.

PositionTTM20252024202320222021202020192018201720162015
EFA
iShares MSCI EAFE ETF		3.28%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
WLIVX
WCM Focused International Value Fund		1.92%2.20%1.31%0.65%0.32%0.03%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

WLIVX and EFA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WLIVX has higher volatility (6.15%) compared to EFA (5.30%). In terms of maximum drawdown, WLIVX dropped -37.86% vs EFA's -61.04%.

WLIVX currently has the higher Sharpe Ratio (2.10 vs 1.40), 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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