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QUASX vs. WMKSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUASX vs. WMKSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Small Cap Growth Portfolio (QUASX) and WesMark Small Company Fund (WMKSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with QUASX having a 22.86% return and WMKSX slightly lower at 21.92%. Over the past 10 years, QUASX has outperformed WMKSX with an annualized return of 15.39%, while WMKSX has yielded a comparatively lower 14.28% annualized return.


QUASX

1D
0.02%
1M
2.28%
YTD
22.86%
6M
18.71%
1Y
33.31%
3Y*
17.18%
5Y*
2.39%
10Y*
15.39%

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

QUASX vs. WMKSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QUASX
AB Small Cap Growth Portfolio
22.86%4.85%18.49%17.83%-39.09%9.76%53.85%49.85%-1.02%34.71%
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 QUASX and WMKSX is 0.84, 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

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Dec 31, 1993

0.82

The correlation between QUASX and WMKSX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

QUASX vs. WMKSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QUASX
QUASX Risk / Return Rank: 3434
Overall Rank
QUASX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QUASX Sortino Ratio Rank: 2929
Sortino Ratio Rank
QUASX Omega Ratio Rank: 2727
Omega Ratio Rank
QUASX Calmar Ratio Rank: 4242
Calmar Ratio Rank
QUASX Martin Ratio Rank: 4242
Martin Ratio Rank

WMKSX
WMKSX Risk / Return Rank: 7474
Overall Rank
WMKSX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WMKSX Sortino Ratio Rank: 6868
Sortino Ratio Rank
WMKSX Omega Ratio Rank: 5656
Omega Ratio Rank
WMKSX Calmar Ratio Rank: 9292
Calmar Ratio Rank
WMKSX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QUASX vs. WMKSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Growth Portfolio (QUASX) 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.


QUASXWMKSXDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratioReturn relative to maximum drawdown

2.15

4.21

-2.05

Martin ratioReturn relative to average drawdown

7.88

14.08

-6.20

QUASX vs. WMKSX - Sharpe Ratio Comparison

The current QUASX Sharpe Ratio is 1.31, which is lower than the WMKSX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of QUASX and WMKSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QUASX vs. WMKSX - Drawdown Comparison

The maximum QUASX drawdown since its inception was -60.97%, roughly equal to the maximum WMKSX drawdown of -64.09%. Use the drawdown chart below to compare losses from any high point for QUASX and WMKSX.


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Drawdown Indicators


QUASXWMKSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.97%

-64.09%

+3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-15.02%

-8.50%

-6.52%

Max Drawdown (3Y)

Largest decline over 3 years

-31.68%

-24.20%

-7.48%

Max Drawdown (5Y)

Largest decline over 5 years

-47.37%

-39.84%

-7.53%

Max Drawdown (10Y)

Largest decline over 10 years

-47.37%

-39.84%

-7.53%

Current Drawdown

Current decline from peak

-2.25%

0.00%

-2.25%

Average Drawdown

Average peak-to-trough decline

-15.73%

-15.65%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

2.53%

+1.56%

Volatility

QUASX vs. WMKSX - Volatility Comparison

AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 8.43% compared to WesMark Small Company Fund (WMKSX) at 4.70%. This indicates that QUASX'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


QUASXWMKSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.43%

4.70%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

19.37%

12.38%

+6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

17.92%

+6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.53%

26.13%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

23.96%

+1.63%

QUASX vs. WMKSX - Expense Ratio Comparison

QUASX has a 1.11% expense ratio, which is lower than WMKSX's 1.24% expense ratio.


Dividends

QUASX vs. WMKSX - Dividend Comparison

QUASX has not paid dividends to shareholders, while WMKSX's dividend yield for the trailing twelve months is around 18.79%.


PositionTTM20252024202320222021202020192018201720162015
QUASX
AB Small Cap Growth Portfolio
0.00%0.00%0.00%0.00%0.00%9.07%9.86%18.20%19.70%9.29%2.32%9.19%
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


QUASX and WMKSX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QUASX has higher volatility (8.43%) compared to WMKSX (4.70%). In terms of maximum drawdown, QUASX dropped -60.97% vs WMKSX's -64.09%.

WMKSX currently has the higher Sharpe Ratio (2.00 vs 1.31), 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.

Portfolio Optimizer

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