WLIVX vs. WCMSX
Compare and contrast key facts about WCM Focused International Value Fund (WLIVX) and WCM International Small Cap Growth Fund (WCMSX).
WLIVX is managed by WCM Investment Management. It was launched on Jun 28, 2020. WCMSX is managed by WCM Investment Management. It was launched on Nov 29, 2015.
Performance
WLIVX vs. WCMSX - Performance Comparison
Loading graphics...
WLIVX vs. WCMSX - 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% |
WCMSX WCM International Small Cap Growth Fund | -0.58% | 18.14% | 4.33% | 22.26% | -42.12% | 16.65% | 36.49% |
Returns By Period
In the year-to-date period, WLIVX achieves a -4.73% return, which is significantly lower than WCMSX's -0.58% return.
WLIVX
- 1D
- -0.31%
- 1M
- -10.26%
- YTD
- -4.73%
- 6M
- -3.16%
- 1Y
- 27.43%
- 3Y*
- 19.83%
- 5Y*
- 8.08%
- 10Y*
- —
WCMSX
- 1D
- -0.78%
- 1M
- -8.61%
- YTD
- -0.58%
- 6M
- -6.85%
- 1Y
- 21.20%
- 3Y*
- 11.32%
- 5Y*
- 0.32%
- 10Y*
- 11.41%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WLIVX vs. WCMSX - Expense Ratio Comparison
WLIVX has a 1.50% expense ratio, which is higher than WCMSX's 1.25% expense ratio.
Return for Risk
WLIVX vs. WCMSX — Risk / Return Rank
WLIVX
WCMSX
WLIVX vs. WCMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Value Fund (WLIVX) and WCM International Small Cap Growth Fund (WCMSX). 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 | WCMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.07 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.49 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.24 | +0.34 |
Martin ratioReturn relative to average drawdown | 6.81 | 4.08 | +2.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WLIVX | WCMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.07 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.02 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.57 | +0.16 |
Correlation
The correlation between WLIVX and WCMSX is 0.86, 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. WCMSX - Dividend Comparison
WLIVX's dividend yield for the trailing twelve months is around 2.31%, more than WCMSX's 0.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WLIVX WCM Focused International Value Fund | 2.31% | 2.20% | 1.31% | 0.65% | 0.32% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% |
WCMSX WCM International Small Cap Growth Fund | 0.82% | 0.81% | 1.31% | 0.00% | 0.00% | 10.27% | 2.73% | 0.57% | 4.04% | 1.10% |
Drawdowns
WLIVX vs. WCMSX - Drawdown Comparison
The maximum WLIVX drawdown since its inception was -37.86%, smaller than the maximum WCMSX drawdown of -51.60%. Use the drawdown chart below to compare losses from any high point for WLIVX and WCMSX.
Loading graphics...
Drawdown Indicators
| WLIVX | WCMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.86% | -51.60% | +13.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -11.93% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -37.86% | -51.60% | +13.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.60% | — |
Current DrawdownCurrent decline from peak | -11.65% | -19.58% | +7.93% |
Average DrawdownAverage peak-to-trough decline | -10.77% | -15.89% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 3.89% | -0.50% |
Volatility
WLIVX vs. WCMSX - Volatility Comparison
WCM Focused International Value Fund (WLIVX) and WCM International Small Cap Growth Fund (WCMSX) have volatilities of 7.53% and 7.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WLIVX | WCMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 7.85% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 13.01% | 12.60% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.46% | 18.89% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.15% | 20.64% | -2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 19.88% | -1.96% |