WMBDX vs. DFAPX
WMBDX (WesMark Government Bond Fund) and DFAPX (DFA Investment Grade Portfolio) are both Intermediate Core Bond funds. Over the past 10 years, WMBDX returned -0.26%/yr vs 1.95%/yr for DFAPX. Their correlation of 0.90 suggests significant overlap in exposure. WMBDX charges 1.03%/yr vs 0.20%/yr for DFAPX.
Performance
WMBDX vs. DFAPX - Performance Comparison
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Returns By Period
In the year-to-date period, WMBDX achieves a -0.15% return, which is significantly lower than DFAPX's 0.55% return. Over the past 10 years, WMBDX has underperformed DFAPX with an annualized return of -0.26%, while DFAPX has yielded a comparatively higher 1.95% annualized return.
WMBDX
- 1D
- -0.25%
- 1M
- 0.68%
- YTD
- -0.15%
- 6M
- 0.13%
- 1Y
- 3.87%
- 3Y*
- 3.33%
- 5Y*
- -1.95%
- 10Y*
- -0.26%
DFAPX
- 1D
- -0.29%
- 1M
- 0.59%
- YTD
- 0.55%
- 6M
- 0.65%
- 1Y
- 4.32%
- 3Y*
- 4.49%
- 5Y*
- 0.49%
- 10Y*
- 1.95%
WMBDX vs. DFAPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMBDX WesMark Government Bond Fund | -0.15% | 6.94% | 0.91% | 2.69% | -17.48% | -1.45% | 3.62% | 4.74% | 0.80% | 1.29% |
DFAPX DFA Investment Grade Portfolio | 0.55% | 7.22% | 1.81% | 6.84% | -12.92% | -1.57% | 9.19% | 9.97% | -0.24% | 3.37% |
Correlation
The correlation between WMBDX and DFAPX is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.90 |
The correlation between WMBDX and DFAPX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
WMBDX vs. DFAPX — Risk / Return Rank
WMBDX
DFAPX
WMBDX vs. DFAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WesMark Government Bond Fund (WMBDX) and DFA Investment Grade Portfolio (DFAPX). 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.
| WMBDX | DFAPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.72 | -0.53 |
| Martin ratioReturn relative to average drawdown | 3.42 | 4.67 | -1.25 |
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Drawdowns
WMBDX vs. DFAPX - Drawdown Comparison
The maximum WMBDX drawdown since its inception was -24.94%, which is greater than DFAPX's maximum drawdown of -18.30%. Use the drawdown chart below to compare losses from any high point for WMBDX and DFAPX.
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Drawdown Indicators
| WMBDX | DFAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.94% | -18.30% | -6.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -2.66% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -7.71% | -4.74% | -2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.84% | -18.22% | -6.62% |
Max Drawdown (10Y)Largest decline over 10 years | -24.94% | -18.30% | -6.64% |
Current DrawdownCurrent decline from peak | -10.51% | -1.30% | -9.21% |
Average DrawdownAverage peak-to-trough decline | -3.20% | -3.46% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 0.97% | +0.24% |
Volatility
WMBDX vs. DFAPX - Volatility Comparison
WesMark Government Bond Fund (WMBDX) has a higher volatility of 1.17% compared to DFA Investment Grade Portfolio (DFAPX) at 1.11%. This indicates that WMBDX's price experiences larger fluctuations and is considered to be riskier than DFAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMBDX | DFAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 1.11% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.07% | 2.79% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.14% | 3.85% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 5.82% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.74% | 4.89% | -0.15% |
WMBDX vs. DFAPX - Expense Ratio Comparison
WMBDX has a 1.03% expense ratio, which is higher than DFAPX's 0.20% expense ratio.
Dividends
WMBDX vs. DFAPX - Dividend Comparison
WMBDX's dividend yield for the trailing twelve months is around 3.58%, less than DFAPX's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAPX DFA Investment Grade Portfolio | 3.74% | 3.78% | 3.79% | 3.31% | 2.62% | 3.31% | 2.14% | 2.59% | 2.67% | 2.21% | 2.12% | 2.45% |
WMBDX WesMark Government Bond Fund | 3.58% | 3.49% | 3.50% | 3.22% | 1.40% | 1.26% | 2.06% | 2.07% | 1.70% | 2.01% | 1.85% | 1.52% |
Frequently Asked Questions
With a correlation of 0.90, WMBDX and DFAPX 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.
WMBDX has higher volatility (1.17%) compared to DFAPX (1.11%). In terms of maximum drawdown, WMBDX dropped -24.94% vs DFAPX's -18.30%.
DFAPX currently has the higher Sharpe Ratio (1.19 vs 1.01), 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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