CCASX vs. WMKSX
CCASX (Conestoga Small Cap) and WMKSX (WesMark Small Company Fund) are both Small Cap Growth Equities funds. Over the past 10 years, CCASX returned 8.96%/yr vs 13.39%/yr for WMKSX. Their correlation of 0.87 suggests significant overlap in exposure. CCASX charges 1.10%/yr vs 1.24%/yr for WMKSX.
Performance
CCASX vs. WMKSX - Performance Comparison
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Returns By Period
In the year-to-date period, CCASX achieves a 3.67% return, which is significantly lower than WMKSX's 19.86% return. Over the past 10 years, CCASX has underperformed WMKSX with an annualized return of 8.96%, while WMKSX has yielded a comparatively higher 13.39% annualized return.
CCASX
- 1D
- -1.15%
- 1M
- 1.01%
- 6M
- -1.98%
- YTD
- 3.67%
- 1Y
- -0.56%
- 3Y*
- 1.02%
- 5Y*
- -0.49%
- 10Y*
- 8.96%
WMKSX
- 1D
- -0.74%
- 1M
- 1.10%
- 6M
- 13.86%
- YTD
- 19.86%
- 1Y
- 29.05%
- 3Y*
- 23.27%
- 5Y*
- 11.70%
- 10Y*
- 13.39%
CCASX vs. WMKSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCASX Conestoga Small Cap | 3.67% | -11.00% | 8.74% | 22.13% | -28.32% | 16.02% | 30.34% | 25.18% | 0.60% | 28.42% |
WMKSX WesMark Small Company Fund | 19.86% | 16.19% | 22.12% | 19.42% | -20.72% | 22.81% | 36.78% | 20.32% | -13.92% | 13.21% |
Correlation
The correlation between CCASX and WMKSX is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2002 | 0.87 |
The correlation between CCASX and WMKSX has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
CCASX vs. WMKSX — Risk / Return Rank
CCASX
WMKSX
CCASX vs. WMKSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Conestoga Small Cap (CCASX) and WesMark Small Company Fund (WMKSX). 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.
| CCASX | WMKSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.28 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 3.53 | -3.57 |
| Martin ratioReturn relative to average drawdown | -0.10 | 11.66 | -11.76 |
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Drawdowns
CCASX vs. WMKSX - Drawdown Comparison
The maximum CCASX drawdown since its inception was -48.00%, smaller than the maximum WMKSX drawdown of -64.09%. Use the drawdown chart below to compare losses from any high point for CCASX and WMKSX.
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Drawdown Indicators
| CCASX | WMKSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.00% | -64.09% | +16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.51% | -8.50% | -6.01% |
Max Drawdown (3Y)Largest decline over 3 years | -27.74% | -24.20% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -38.14% | -39.84% | +1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -38.14% | -39.84% | +1.70% |
Current DrawdownCurrent decline from peak | -16.74% | -3.95% | -12.79% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -15.63% | +6.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 2.57% | +2.99% |
Volatility
CCASX vs. WMKSX - Volatility Comparison
Conestoga Small Cap (CCASX) has a higher volatility of 5.44% compared to WesMark Small Company Fund (WMKSX) at 4.69%. This indicates that CCASX's price experiences larger fluctuations and is considered to be riskier than WMKSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCASX | WMKSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 4.69% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 12.42% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 17.91% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 26.12% | -4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.49% | 23.91% | -2.42% |
CCASX vs. WMKSX - Expense Ratio Comparison
CCASX has a 1.10% expense ratio, which is lower than WMKSX's 1.24% expense ratio.
Dividends
CCASX vs. WMKSX - Dividend Comparison
CCASX's dividend yield for the trailing twelve months is around 5.38%, less than WMKSX's 19.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCASX Conestoga Small Cap | 5.38% | 5.58% | 0.00% | 0.86% | 4.12% | 5.27% | 0.00% | 2.14% | 1.46% | 5.63% | 1.18% | 1.88% |
WMKSX WesMark Small Company Fund | 19.11% | 22.91% | 4.69% | 5.93% | 6.23% | 25.75% | 8.21% | 0.00% | 12.53% | 8.59% | 5.26% | 6.57% |
Frequently Asked Questions
CCASX and WMKSX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCASX has higher volatility (5.44%) compared to WMKSX (4.69%). In terms of maximum drawdown, CCASX dropped -48.00% vs WMKSX's -64.09%.
WMKSX currently has the higher Sharpe Ratio (1.68 vs -0.03), 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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