WLIVX vs. WCMJX

Last updated Apr 1, 2026

Compare and contrast key facts about WCM Focused International Value Fund (WLIVX) and WCM Focused Small Cap Fund (WCMJX).

WLIVX is managed by WCM Investment Management. It was launched on Jun 28, 2020. WCMJX is managed by WCM Investment Management. It was launched on Oct 30, 2019.

Performance

WLIVX vs. WCMJX - Performance Comparison

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

WLIVX vs. WCMJX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
WLIVX WCM Focused International Value Fund	-4.73%	40.75%	12.13%	18.08%	-26.40%	17.41%	31.80%
WCMJX WCM Focused Small Cap Fund	6.28%	-71.65%	33.22%	23.83%	-13.93%	18.91%	26.09%

Returns By Period

WLIVX

• 1D: -0.31%
• 1M: -10.26%
• YTD: -4.73%
• 6M: -3.16%
• 1Y: 27.43%
• 3Y*: 19.83%
• 5Y*: 8.08%
• 10Y*: —

WCMJX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WLIVX vs. WCMJX - Expense Ratio Comparison

WLIVX has a 1.50% expense ratio, which is higher than WCMJX's 1.25% expense ratio.

WLIVX

WCM Focused International Value Fund

WCMJX

WCM Focused Small Cap Fund

Return for Risk

WLIVX vs. WCMJX — Risk / Return Rank

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

WLIVX

WLIVX Risk / Return Rank: 71
WLIVX Sharpe Ratio Rank: 74
WLIVX Sortino Ratio Rank: 74
WLIVX Omega Ratio Rank: 71
WLIVX Calmar Ratio Rank: 68
WLIVX Martin Ratio Rank: 72

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. WCMJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Value Fund (WLIVX) and WCM Focused Small Cap Fund (WCMJX). 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.

	WLIVX	WCMJX	Difference
Sharpe ratio Return per unit of total volatility	1.32	—	—
Sortino ratio Return per unit of downside risk	1.85	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	1.57	—	—
Martin ratio Return relative to average drawdown	6.81	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WLIVX	WCMJX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	—	—

Correlation

The correlation between WLIVX and WCMJX is 0.71, 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

WLIVX vs. WCMJX - Dividend Comparison

WLIVX's dividend yield for the trailing twelve months is around 2.31%, less than WCMJX's 3.80% yield.

	TTM	2025	2024	2023	2022	2021
WLIVX WCM Focused International Value Fund	2.31%	2.20%	1.31%	0.65%	0.32%	0.03%
WCMJX WCM Focused Small Cap Fund	3.80%	0.00%	33.08%	0.81%	1.85%	6.50%

Drawdowns

Drawdown Indicators

	WLIVX	WCMJX	Difference
Max Drawdown Largest peak-to-trough decline	-37.86%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.24%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-37.86%	—	—
Current Drawdown Current decline from peak	-11.65%	—	—
Average Drawdown Average peak-to-trough decline	-10.77%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	—	—

Volatility

Volatility by Period

	WLIVX	WCMJX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.53%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.01%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.46%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.15%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.92%	—	—