WMBDX vs. WFBIX
WMBDX (WesMark Government Bond Fund) and WFBIX (iShares U.S. Aggregate Bond Index Fund) are both Intermediate Core Bond funds. Over the past 10 years, WMBDX returned -0.19%/yr vs 1.96%/yr for WFBIX. Their correlation of 0.86 suggests significant overlap in exposure. WMBDX charges 1.03%/yr vs 0.05%/yr for WFBIX.
Performance
WMBDX vs. WFBIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WMBDX achieves a 0.10% return, which is significantly lower than WFBIX's 0.43% return. Over the past 10 years, WMBDX has underperformed WFBIX with an annualized return of -0.19%, while WFBIX has yielded a comparatively higher 1.96% annualized return.
WMBDX
- 1D
- 0.13%
- 1M
- 0.43%
- YTD
- 0.10%
- 6M
- 0.01%
- 1Y
- 5.07%
- 3Y*
- 3.38%
- 5Y*
- -1.86%
- 10Y*
- -0.19%
WFBIX
- 1D
- 0.00%
- 1M
- 0.45%
- YTD
- 0.43%
- 6M
- 0.32%
- 1Y
- 5.35%
- 3Y*
- 5.33%
- 5Y*
- 0.99%
- 10Y*
- 1.96%
WMBDX vs. WFBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMBDX WesMark Government Bond Fund | 0.10% | 6.94% | 0.91% | 2.69% | -17.48% | -1.45% | 3.62% | 4.74% | 0.80% | 1.29% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.43% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.39% |
Correlation
The correlation between WMBDX and WFBIX is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 1998 | 0.86 |
The correlation between WMBDX and WFBIX has been stable across timeframes, ranging from 0.86 to 0.95 - 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
WMBDX vs. WFBIX — Risk / Return Rank
WMBDX
WFBIX
WMBDX vs. WFBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WesMark Government Bond Fund (WMBDX) and iShares U.S. Aggregate Bond Index Fund (WFBIX). 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.
| WMBDX | WFBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.78 | -0.32 |
| Martin ratioReturn relative to average drawdown | 4.54 | 5.34 | -0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WMBDX | WFBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.36 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.16 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | 0.38 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.94 | -0.37 |
Drawdowns
WMBDX vs. WFBIX - Drawdown Comparison
The maximum WMBDX drawdown since its inception was -24.94%, which is greater than WFBIX's maximum drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for WMBDX and WFBIX.
Loading charts...
Drawdown Indicators
| WMBDX | WFBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.94% | -18.68% | -6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -3.02% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -7.71% | -6.09% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.84% | -17.84% | -7.00% |
Max Drawdown (10Y)Largest decline over 10 years | -24.94% | -18.68% | -6.26% |
Current DrawdownCurrent decline from peak | -10.29% | -1.50% | -8.79% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -2.26% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 1.00% | +0.12% |
Volatility
WMBDX vs. WFBIX - Volatility Comparison
WesMark Government Bond Fund (WMBDX) has a higher volatility of 1.48% compared to iShares U.S. Aggregate Bond Index Fund (WFBIX) at 1.34%. This indicates that WMBDX's price experiences larger fluctuations and is considered to be riskier than WFBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WMBDX | WFBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 1.34% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 3.00% | 2.83% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.22% | 3.97% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.12% | 6.40% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.73% | 5.17% | -0.44% |
WMBDX vs. WFBIX - Expense Ratio Comparison
WMBDX has a 1.03% expense ratio, which is higher than WFBIX's 0.05% expense ratio.
Dividends
WMBDX vs. WFBIX - Dividend Comparison
WMBDX's dividend yield for the trailing twelve months is around 3.57%, less than WFBIX's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.91% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
WMBDX WesMark Government Bond Fund | 3.57% | 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 0.95, WMBDX and WFBIX 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 (1.48%) compared to WFBIX (1.34%). In terms of maximum drawdown, WMBDX dropped -24.94% vs WFBIX's -18.68%.
WFBIX currently has the higher Sharpe Ratio (1.36 vs 1.21), 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 WMBDX and WFBIX
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