MSCOX vs. WMKSX
MSCOX (Morgan Stanley Institutional Fund Inception Portfolio Class C) and WMKSX (WesMark Small Company Fund) are both Small Cap Growth Equities funds. Over the past 5 years, MSCOX returned -10.32%/yr vs 11.39%/yr for WMKSX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. MSCOX charges 2.10%/yr vs 1.24%/yr for WMKSX.
Performance
MSCOX vs. WMKSX - Performance Comparison
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Returns By Period
MSCOX
- 1D
- -4.29%
- 1M
- -4.38%
- 6M
- -1.94%
- YTD
- 0.00%
- 1Y
- -8.13%
- 3Y*
- 9.57%
- 5Y*
- -10.32%
- 10Y*
- —
- ALL TIME*
- 10.83%
WMKSX
- 1D
- 0.00%
- 1M
- -4.61%
- 6M
- 10.91%
- YTD
- 19.04%
- 1Y
- 26.20%
- 3Y*
- 21.97%
- 5Y*
- 11.39%
- 10Y*
- 13.18%
- ALL TIME*
- 9.53%
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 |
MSCOX vs. WMKSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSCOX Morgan Stanley Institutional Fund Inception Portfolio Class C | -0.00% | 0.00% | 28.07% | 52.94% | -59.90% | -5.01% | 147.58% | 35.22% | -0.81% | 3.20% |
WMKSX WesMark Small Company Fund | 19.04% | 16.19% | 22.12% | 19.42% | -20.72% | 22.81% | 36.78% | 20.32% | -13.92% | 9.91% |
Correlation
The correlation between MSCOX and WMKSX is 0.66, 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. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2017 | 0.72 |
The correlation between MSCOX and WMKSX has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
MSCOX vs. WMKSX — Risk / Return Rank
MSCOX
WMKSX
MSCOX vs. WMKSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Inception Portfolio Class C (MSCOX) 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.
| MSCOX | WMKSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.27 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 3.24 | -3.48 |
| Martin ratioReturn relative to average drawdown | -0.49 | 10.30 | -10.79 |
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Drawdowns
MSCOX vs. WMKSX - Drawdown Comparison
The maximum MSCOX drawdown since its inception was -76.57%, which is greater than WMKSX's maximum drawdown of -64.09%. Use the drawdown chart below to compare losses from any high point for MSCOX and WMKSX.
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Drawdown Indicators
| MSCOX | WMKSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.57% | -64.09% | -12.48% |
Max Drawdown (1Y)Largest decline over 1 year | -33.16% | -8.50% | -24.66% |
Max Drawdown (3Y)Largest decline over 3 years | -33.16% | -24.20% | -8.96% |
Max Drawdown (5Y)Largest decline over 5 years | -71.56% | -39.84% | -31.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.84% | — |
Current DrawdownCurrent decline from peak | -51.97% | -4.61% | -47.36% |
Average DrawdownAverage peak-to-trough decline | -34.65% | -15.62% | -19.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.54% | 2.67% | +13.87% |
Volatility
MSCOX vs. WMKSX - Volatility Comparison
Morgan Stanley Institutional Fund Inception Portfolio Class C (MSCOX) has a higher volatility of 8.05% compared to WesMark Small Company Fund (WMKSX) at 3.43%. This indicates that MSCOX'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
| MSCOX | WMKSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 3.43% | +4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 23.78% | 12.27% | +11.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.05% | 17.77% | +13.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.14% | 26.06% | +12.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.46% | 23.91% | +10.55% |
MSCOX vs. WMKSX - Expense Ratio Comparison
MSCOX has a 2.10% expense ratio, which is higher than WMKSX's 1.24% expense ratio.
Dividends
MSCOX vs. WMKSX - Dividend Comparison
MSCOX has not paid dividends to shareholders, while WMKSX's dividend yield for the trailing twelve months is around 19.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCOX Morgan Stanley Institutional Fund Inception Portfolio Class C | 0.00% | 0.00% | 0.61% | 0.00% | 0.15% | 38.66% | 13.71% | 23.55% | 18.35% | 57.78% | 0.00% | 0.00% |
WMKSX WesMark Small Company Fund | 19.24% | 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
MSCOX and WMKSX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSCOX has higher volatility (8.05%) compared to WMKSX (3.43%). In terms of maximum drawdown, MSCOX dropped -76.57% vs WMKSX's -64.09%.
WMKSX currently has the higher Sharpe Ratio (1.55 vs -0.26), 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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