WLIVX vs. WCQGX

Last updated Aug 1, 2026

WLIVX (WCM Focused International Value Fund) and WCQGX (WCM China Quality Growth Fund) are both mutual funds - WLIVX is a Foreign Large Cap Equities fund managed by WCM, while WCQGX is a Quality Factor fund managed by WCM. Over the past 5 years, WLIVX returned 10.02%/yr vs -8.76%/yr for WCQGX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. Both charge a 1.50% expense ratio.

Performance

WLIVX vs. WCQGX - Performance Comparison

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

Returns By Period

In the year-to-date period, WLIVX achieves a 12.57% return, which is significantly higher than WCQGX's -6.65% 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%

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%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
WCQGX WCM China Quality Growth Fund	$0.00	$0.00	$0.00
WLIVX WCM Focused International Value Fund	$0.00	$0.00	$0.00

WLIVX vs. WCQGX - 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%
WCQGX WCM China Quality Growth Fund	-6.65%	20.97%	-3.03%	-18.49%	-26.70%	4.03%	34.82%

Correlation

The correlation between WLIVX and WCQGX is 0.64, 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.	0.64
Correlation (3Y) Balances recent behavior with more history.	0.55
Correlation (5Y) Shows whether the relationship held over a longer period.	0.54
Correlation (All Time) Calculated using the full available price history since Jun 29, 2020	0.54

The correlation between WLIVX and WCQGX has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.

Return for Risk

WLIVX vs. WCQGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WLIVX

WLIVX Risk / Return Rank: 63
WLIVX Sharpe Ratio Rank: 57
WLIVX Sortino Ratio Rank: 59
WLIVX Omega Ratio Rank: 54
WLIVX Calmar Ratio Rank: 72
WLIVX Martin Ratio Rank: 70

WCQGX

WCQGX Risk / Return Rank: 3
WCQGX Sharpe Ratio Rank: 3
WCQGX Sortino Ratio Rank: 4
WCQGX Omega Ratio Rank: 4
WCQGX Calmar Ratio Rank: 3
WCQGX Martin Ratio Rank: 3

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WLIVX vs. WCQGX - Risk-Adjusted Trends Comparison

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

	WLIVX	WCQGX	Difference
Sharpe ratio: Return per unit of total volatility	1.45	-0.14	+1.60
Sortino ratio: Return per unit of downside risk	2.14	-0.00	+2.14
Omega ratio: Gain probability vs. loss probability	1.26	1.00	+0.26
Calmar ratio: Return relative to maximum drawdown	2.38	-0.18	+2.56
Martin ratio: Return relative to average drawdown	8.71	-0.51	+9.22

WLIVX vs. WCQGX - Sharpe Ratio Comparison

The current WLIVX Sharpe Ratio is 1.45, which is higher than the WCQGX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of WLIVX and WCQGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WLIVX vs. WCQGX - Drawdown Comparison

The maximum WLIVX drawdown since its inception was -37.86%, smaller than the maximum WCQGX drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for WLIVX and WCQGX.

Drawdown Indicators

	WLIVX	WCQGX	Difference
Max Drawdown Largest peak-to-trough decline	-37.86%	-59.28%	+21.42%
Max Drawdown (1Y) Largest decline over 1 year	-11.65%	-22.31%	+10.66%
Max Drawdown (3Y) Largest decline over 3 years	-16.44%	-27.02%	+10.58%
Max Drawdown (5Y) Largest decline over 5 years	-37.86%	-53.96%	+16.10%
Current Drawdown Current decline from peak	-2.02%	-46.21%	+44.19%
Average Drawdown Average peak-to-trough decline	-10.29%	-34.38%	+24.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	7.89%	-4.72%

Volatility

WLIVX vs. WCQGX - Volatility Comparison

The current volatility for WCM Focused International Value Fund (WLIVX) is 6.24%, while WCM China Quality Growth Fund (WCQGX) has a volatility of 14.46%. This indicates that WLIVX 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.

Volatility by Period

	WLIVX	WCQGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.24%	14.46%	-8.22%
Volatility (6M) Calculated over the trailing 6-month period	16.35%	24.61%	-8.26%
Volatility (1Y) Calculated over the trailing 1-year period	19.09%	28.71%	-9.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.78%	24.80%	-6.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.21%	24.82%	-6.61%

WLIVX vs. WCQGX - Expense Ratio Comparison

Both WLIVX and WCQGX have an expense ratio of 1.50%.

Dividends

WLIVX vs. WCQGX - Dividend Comparison

WLIVX's dividend yield for the trailing twelve months is around 1.95%, less than WCQGX's 7.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
WCQGX WCM China Quality Growth Fund	7.14%	6.67%	2.02%	0.82%	0.28%	8.54%	2.38%
WLIVX WCM Focused International Value Fund	1.95%	2.20%	1.31%	0.65%	0.32%	0.03%	0.00%

Frequently Asked Questions

Can I hold both WLIVX and WCQGX in my portfolio?

WLIVX and WCQGX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WLIVX or WCQGX?

WCQGX has higher volatility (14.46%) compared to WLIVX (6.24%). In terms of maximum drawdown, WLIVX dropped -37.86% vs WCQGX's -59.28%.

Which has better risk-adjusted returns?

WLIVX currently has the higher Sharpe Ratio (1.45 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.