PGSGX vs. WMKSX
PGSGX (JPMorgan Small Cap Growth Fund) and WMKSX (WesMark Small Company Fund) are both Small Cap Growth Equities funds. Over the past 10 years, PGSGX returned 13.72%/yr vs 14.28%/yr for WMKSX. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 1.24% expense ratio.
Performance
PGSGX vs. WMKSX - Performance Comparison
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Returns By Period
In the year-to-date period, PGSGX achieves a 24.06% return, which is significantly higher than WMKSX's 21.92% return. Both investments have delivered pretty close results over the past 10 years, with PGSGX having a 13.72% annualized return and WMKSX not far ahead at 14.28%.
PGSGX
- 1D
- 0.23%
- 1M
- 2.25%
- YTD
- 24.06%
- 6M
- 20.17%
- 1Y
- 38.00%
- 3Y*
- 15.89%
- 5Y*
- 1.05%
- 10Y*
- 13.72%
WMKSX
- 1D
- 1.48%
- 1M
- 5.01%
- YTD
- 21.92%
- 6M
- 19.30%
- 1Y
- 36.69%
- 3Y*
- 26.13%
- 5Y*
- 11.36%
- 10Y*
- 14.28%
PGSGX vs. WMKSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGSGX JPMorgan Small Cap Growth Fund | 24.06% | 6.21% | 12.45% | 13.85% | -32.43% | -6.17% | 59.18% | 37.15% | -4.65% | 41.26% |
WMKSX WesMark Small Company Fund | 21.92% | 16.19% | 22.12% | 19.42% | -20.72% | 22.81% | 36.78% | 20.32% | -13.92% | 13.21% |
Correlation
The correlation between PGSGX and WMKSX is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1993 | 0.81 |
The correlation between PGSGX and WMKSX shifts across timeframes, from 0.81 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
PGSGX vs. WMKSX — Risk / Return Rank
PGSGX
WMKSX
PGSGX vs. WMKSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Growth Fund (PGSGX) 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.
| PGSGX | WMKSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 4.21 | -1.62 |
| Martin ratioReturn relative to average drawdown | 9.32 | 14.08 | -4.76 |
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Drawdowns
PGSGX vs. WMKSX - Drawdown Comparison
The maximum PGSGX drawdown since its inception was -60.90%, roughly equal to the maximum WMKSX drawdown of -64.09%. Use the drawdown chart below to compare losses from any high point for PGSGX and WMKSX.
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Drawdown Indicators
| PGSGX | WMKSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.90% | -64.09% | +3.19% |
Max Drawdown (1Y)Largest decline over 1 year | -14.33% | -8.50% | -5.83% |
Max Drawdown (3Y)Largest decline over 3 years | -29.28% | -24.20% | -5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -45.33% | -39.84% | -5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -47.84% | -39.84% | -8.00% |
Current DrawdownCurrent decline from peak | -3.33% | 0.00% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -14.15% | -15.65% | +1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.53% | +1.44% |
Volatility
PGSGX vs. WMKSX - Volatility Comparison
JPMorgan Small Cap Growth Fund (PGSGX) has a higher volatility of 8.68% compared to WesMark Small Company Fund (WMKSX) at 4.70%. This indicates that PGSGX'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
| PGSGX | WMKSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.68% | 4.70% | +3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 18.07% | 12.38% | +5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.96% | 17.92% | +5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.79% | 26.13% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.45% | 23.96% | +1.49% |
PGSGX vs. WMKSX - Expense Ratio Comparison
Both PGSGX and WMKSX have an expense ratio of 1.24%.
Dividends
PGSGX vs. WMKSX - Dividend Comparison
PGSGX's dividend yield for the trailing twelve months is around 5.96%, less than WMKSX's 18.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGSGX JPMorgan Small Cap Growth Fund | 5.96% | 7.40% | 0.59% | 0.00% | 0.48% | 15.83% | 7.15% | 6.21% | 14.97% | 8.27% | 3.72% | 8.72% |
WMKSX WesMark Small Company Fund | 18.79% | 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
PGSGX and WMKSX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGSGX has higher volatility (8.68%) compared to WMKSX (4.70%). In terms of maximum drawdown, PGSGX dropped -60.90% vs WMKSX's -64.09%.
WMKSX currently has the higher Sharpe Ratio (2.00 vs 1.62), 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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