DSCGX vs. WMKSX
DSCGX (DFA U.S. Small Cap Growth Portfolio) and WMKSX (WesMark Small Company Fund) are both Small Cap Growth Equities funds. Over the past 10 years, DSCGX returned 11.02%/yr vs 14.11%/yr for WMKSX. Their correlation of 0.94 suggests significant overlap in exposure. DSCGX charges 0.32%/yr vs 1.24%/yr for WMKSX.
Performance
DSCGX vs. WMKSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DSCGX achieves a 10.57% return, which is significantly lower than WMKSX's 20.14% return. Over the past 10 years, DSCGX has underperformed WMKSX with an annualized return of 11.02%, while WMKSX has yielded a comparatively higher 14.11% annualized return.
DSCGX
- 1D
- -0.83%
- 1M
- 3.02%
- YTD
- 10.57%
- 6M
- 7.83%
- 1Y
- 17.63%
- 3Y*
- 13.95%
- 5Y*
- 6.44%
- 10Y*
- 11.02%
WMKSX
- 1D
- -0.62%
- 1M
- 4.65%
- YTD
- 20.14%
- 6M
- 17.56%
- 1Y
- 33.60%
- 3Y*
- 25.52%
- 5Y*
- 11.21%
- 10Y*
- 14.11%
DSCGX vs. WMKSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 10.57% | 5.94% | 13.86% | 21.25% | -17.79% | 20.37% | 19.35% | 26.17% | -12.33% | 15.99% |
WMKSX WesMark Small Company Fund | 20.14% | 16.19% | 22.12% | 19.42% | -20.72% | 22.81% | 36.78% | 20.32% | -13.92% | 13.21% |
Correlation
The correlation between DSCGX and WMKSX is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.94 |
The correlation between DSCGX and WMKSX has been stable across timeframes, ranging from 0.93 to 0.95 - 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
DSCGX vs. WMKSX — Risk / Return Rank
DSCGX
WMKSX
DSCGX vs. WMKSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Growth Portfolio (DSCGX) 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.
| DSCGX | WMKSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 4.14 | -2.38 |
| Martin ratioReturn relative to average drawdown | 6.14 | 13.86 | -7.72 |
Loading charts...
Drawdowns
DSCGX vs. WMKSX - Drawdown Comparison
The maximum DSCGX drawdown since its inception was -41.44%, smaller than the maximum WMKSX drawdown of -64.09%. Use the drawdown chart below to compare losses from any high point for DSCGX and WMKSX.
Loading charts...
Drawdown Indicators
| DSCGX | WMKSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.44% | -64.09% | +22.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -8.50% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -24.20% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -39.84% | +8.52% |
Max Drawdown (10Y)Largest decline over 10 years | -41.44% | -39.84% | -1.60% |
Current DrawdownCurrent decline from peak | -0.98% | -0.62% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -15.65% | +8.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.53% | +0.60% |
Volatility
DSCGX vs. WMKSX - Volatility Comparison
DFA U.S. Small Cap Growth Portfolio (DSCGX) and WesMark Small Company Fund (WMKSX) have volatilities of 4.80% and 4.61%, 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 charts...
Volatility by Period
| DSCGX | WMKSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.61% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.17% | 12.32% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 17.91% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 26.13% | -5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 23.96% | -2.20% |
DSCGX vs. WMKSX - Expense Ratio Comparison
DSCGX has a 0.32% expense ratio, which is lower than WMKSX's 1.24% expense ratio.
Dividends
DSCGX vs. WMKSX - Dividend Comparison
DSCGX's dividend yield for the trailing twelve months is around 0.54%, less than WMKSX's 19.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCGX DFA U.S. Small Cap Growth Portfolio | 0.54% | 0.60% | 0.62% | 0.72% | 4.08% | 3.27% | 0.58% | 1.28% | 5.44% | 1.50% | 1.12% | 1.20% |
WMKSX WesMark Small Company Fund | 19.07% | 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
With a correlation of 0.94, DSCGX and WMKSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DSCGX has higher volatility (4.80%) compared to WMKSX (4.61%). In terms of maximum drawdown, DSCGX dropped -41.44% vs WMKSX's -64.09%.
WMKSX currently has the higher Sharpe Ratio (1.97 vs 1.14), 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.
Find the right allocation for DSCGX and WMKSX
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