WHGSX vs. WHGMX
WHGSX (Westwood Quality SmallCap Fund) and WHGMX (Westwood Quality SMidCap Fund) are both Quality Factor funds from Westwood. Over the past 10 years, WHGSX returned 8.76%/yr vs 9.74%/yr for WHGMX. Their correlation of 0.95 means they have usually moved in the same direction. WHGSX charges 0.92%/yr vs 0.88%/yr for WHGMX.
Performance
WHGSX vs. WHGMX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with WHGSX having a 14.97% return and WHGMX slightly lower at 14.93%. Over the past 10 years, WHGSX has underperformed WHGMX with an annualized return of 8.76%, while WHGMX has yielded a comparatively higher 9.74% annualized return.
WHGSX
- 1D
- 0.55%
- 1M
- -0.95%
- 6M
- 8.82%
- YTD
- 14.97%
- 1Y
- 16.68%
- 3Y*
- 8.33%
- 5Y*
- 5.84%
- 10Y*
- 8.76%
- ALL TIME*
- 7.11%
WHGMX
- 1D
- 0.97%
- 1M
- -1.68%
- 6M
- 7.38%
- YTD
- 14.93%
- 1Y
- 21.36%
- 3Y*
- 13.32%
- 5Y*
- 8.88%
- 10Y*
- 9.74%
- ALL TIME*
- 9.47%
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 |
WHGSX vs. WHGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WHGSX Westwood Quality SmallCap Fund | 14.97% | -0.12% | 4.75% | 17.16% | -12.42% | 27.94% | 2.16% | 27.13% | -14.25% | 12.38% |
WHGMX Westwood Quality SMidCap Fund | 14.93% | 8.40% | 10.41% | 17.78% | -10.35% | 21.39% | 5.41% | 29.42% | -11.70% | 10.39% |
Correlation
The correlation between WHGSX and WHGMX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2007 | 0.95 |
The correlation between WHGSX and WHGMX has been stable across timeframes, ranging from 0.94 to 0.96 - 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
WHGSX vs. WHGMX — Risk / Return Rank
WHGSX
WHGMX
WHGSX vs. WHGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Westwood Quality SmallCap Fund (WHGSX) and Westwood Quality SMidCap Fund (WHGMX). 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.
| WHGSX | WHGMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.95 | -0.66 |
| Martin ratioReturn relative to average drawdown | 3.41 | 6.43 | -3.02 |
Loading charts...
Drawdowns
WHGSX vs. WHGMX - Drawdown Comparison
The maximum WHGSX drawdown since its inception was -56.51%, which is greater than WHGMX's maximum drawdown of -47.99%. Use the drawdown chart below to compare losses from any high point for WHGSX and WHGMX.
Loading charts...
Drawdown Indicators
| WHGSX | WHGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.51% | -47.99% | -8.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -9.68% | -0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -26.67% | -23.78% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -26.67% | -23.78% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -42.94% | -42.26% | -0.68% |
Current DrawdownCurrent decline from peak | -2.87% | -2.59% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -7.15% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 2.93% | +1.03% |
Volatility
WHGSX vs. WHGMX - Volatility Comparison
Westwood Quality SmallCap Fund (WHGSX) and Westwood Quality SMidCap Fund (WHGMX) have volatilities of 3.77% and 3.78%, 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
| WHGSX | WHGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 3.78% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 11.85% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 15.88% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.04% | 18.74% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.05% | 20.26% | +1.79% |
WHGSX vs. WHGMX - Expense Ratio Comparison
WHGSX has a 0.92% expense ratio, which is higher than WHGMX's 0.88% expense ratio.
Dividends
WHGSX vs. WHGMX - Dividend Comparison
WHGSX's dividend yield for the trailing twelve months is around 5.31%, more than WHGMX's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WHGMX Westwood Quality SMidCap Fund | 4.52% | 5.19% | 1.21% | 2.92% | 1.52% | 16.39% | 2.83% | 11.93% | 19.09% | 12.12% | 1.40% | 7.40% |
WHGSX Westwood Quality SmallCap Fund | 5.31% | 6.11% | 6.37% | 4.06% | 3.67% | 4.69% | 0.65% | 1.04% | 7.20% | 7.25% | 0.52% | 0.41% |
Frequently Asked Questions
With a correlation of 0.94, WHGSX and WHGMX 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.
WHGMX has higher volatility (3.78%) compared to WHGSX (3.77%). In terms of maximum drawdown, WHGSX dropped -56.51% vs WHGMX's -47.99%.
WHGMX currently has the higher Sharpe Ratio (1.19 vs 0.77), 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 WHGSX and WHGMX
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