WLIVX vs. WCMNX
WLIVX (WCM Focused International Value Fund) and WCMNX (WCM Small Cap Growth Fund) are both mutual funds - WLIVX is a Foreign Large Cap Equities fund managed by WCM, while WCMNX is a Small Cap Growth Equities fund managed by WCM. Over the past 5 years, WLIVX returned 10.02%/yr vs 1.07%/yr for WCMNX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. WLIVX charges 1.50%/yr vs 1.24%/yr for WCMNX.
Performance
WLIVX vs. WCMNX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WLIVX achieves a 12.57% return, which is significantly higher than WCMNX's 8.78% return.
WLIVX
- 1D
- 3.54%
- 1M
- -0.39%
- 6M
- 7.28%
- YTD
- 12.57%
- 1Y
- 29.03%
- 3Y*
- 23.80%
- 5Y*
- 10.02%
- 10Y*
- —
- ALL TIME*
- 15.39%
WCMNX
- 1D
- 1.38%
- 1M
- -5.75%
- 6M
- 3.80%
- YTD
- 8.78%
- 1Y
- 17.47%
- 3Y*
- 6.50%
- 5Y*
- 1.07%
- 10Y*
- —
- ALL TIME*
- 7.66%
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 |
WLIVX vs. WCMNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WLIVX WCM Focused International Value Fund | 12.57% | 40.75% | 12.13% | 18.08% | -26.40% | 17.41% | 31.80% |
WCMNX WCM Small Cap Growth Fund | 8.78% | 7.82% | 4.02% | 15.64% | -23.47% | 5.06% | 45.24% |
Correlation
The correlation between WLIVX and WCMNX is 0.74, 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. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2020 | 0.75 |
The correlation between WLIVX and WCMNX has been stable across timeframes, ranging from 0.74 to 0.76 - 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.
Return for Risk
WLIVX vs. WCMNX — Risk / Return Rank
WLIVX
WCMNX
WLIVX vs. WCMNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Value Fund (WLIVX) and WCM Small Cap Growth Fund (WCMNX). 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.
| WLIVX | WCMNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.12 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 0.88 | +1.50 |
| Martin ratioReturn relative to average drawdown | 8.71 | 2.90 | +5.81 |
Loading charts...
Drawdowns
WLIVX vs. WCMNX - Drawdown Comparison
The maximum WLIVX drawdown since its inception was -37.86%, smaller than the maximum WCMNX drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for WLIVX and WCMNX.
Loading charts...
Drawdown Indicators
| WLIVX | WCMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.86% | -40.70% | +2.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -16.38% | +4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.44% | -30.18% | +13.74% |
Max Drawdown (5Y)Largest decline over 5 years | -37.86% | -38.13% | +0.27% |
Current DrawdownCurrent decline from peak | -2.02% | -7.64% | +5.62% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -13.73% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 4.95% | -1.78% |
Volatility
WLIVX vs. WCMNX - Volatility Comparison
WCM Focused International Value Fund (WLIVX) has a higher volatility of 6.24% compared to WCM Small Cap Growth Fund (WCMNX) at 4.90%. This indicates that WLIVX's price experiences larger fluctuations and is considered to be riskier than WCMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WLIVX | WCMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 4.90% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 16.89% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 22.26% | -3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 24.91% | -6.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 27.11% | -8.90% |
WLIVX vs. WCMNX - Expense Ratio Comparison
WLIVX has a 1.50% expense ratio, which is higher than WCMNX's 1.24% expense ratio.
Dividends
WLIVX vs. WCMNX - Dividend Comparison
WLIVX's dividend yield for the trailing twelve months is around 1.95%, more than WCMNX's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
WCMNX WCM Small Cap Growth Fund | 0.91% | 0.99% | 0.00% | 0.00% | 0.18% | 9.16% | 1.07% |
WLIVX WCM Focused International Value Fund | 1.95% | 2.20% | 1.31% | 0.65% | 0.32% | 0.03% | 0.00% |
Frequently Asked Questions
WLIVX and WCMNX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WLIVX has higher volatility (6.24%) compared to WCMNX (4.90%). In terms of maximum drawdown, WLIVX dropped -37.86% vs WCMNX's -40.70%.
WLIVX currently has the higher Sharpe Ratio (1.45 vs 0.65), 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.
Find the right allocation for WLIVX and WCMNX
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