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WMBDX vs. WMBLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMBDX vs. WMBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WesMark Government Bond Fund (WMBDX) and WesMark Balanced Fund (WMBLX). The values are adjusted to include any dividend payments, if applicable.

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WMBDX vs. WMBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMBDX
WesMark Government Bond Fund
-0.30%6.94%0.90%2.69%-17.48%-1.45%3.62%4.74%0.80%1.29%
WMBLX
WesMark Balanced Fund
1.04%10.81%9.28%4.97%-7.22%15.85%2.82%20.32%-4.61%10.77%

Returns By Period

In the year-to-date period, WMBDX achieves a -0.30% return, which is significantly lower than WMBLX's 1.04% return. Over the past 10 years, WMBDX has underperformed WMBLX with an annualized return of -0.19%, while WMBLX has yielded a comparatively higher 6.78% annualized return.


WMBDX

1D
0.25%
1M
-1.74%
YTD
-0.30%
6M
0.45%
1Y
3.15%
3Y*
2.90%
5Y*
-1.86%
10Y*
-0.19%

WMBLX

1D
1.50%
1M
-2.54%
YTD
1.04%
6M
3.45%
1Y
12.18%
3Y*
8.67%
5Y*
5.42%
10Y*
6.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMBDX vs. WMBLX - Expense Ratio Comparison

WMBDX has a 1.03% expense ratio, which is lower than WMBLX's 1.24% expense ratio.


Return for Risk

WMBDX vs. WMBLX — Risk / Return Rank

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

WMBDX
WMBDX Risk / Return Rank: 2424
Overall Rank
WMBDX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
WMBDX Sortino Ratio Rank: 2121
Sortino Ratio Rank
WMBDX Omega Ratio Rank: 1616
Omega Ratio Rank
WMBDX Calmar Ratio Rank: 3737
Calmar Ratio Rank
WMBDX Martin Ratio Rank: 2323
Martin Ratio Rank

WMBLX
WMBLX Risk / Return Rank: 5858
Overall Rank
WMBLX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WMBLX Sortino Ratio Rank: 5858
Sortino Ratio Rank
WMBLX Omega Ratio Rank: 6060
Omega Ratio Rank
WMBLX Calmar Ratio Rank: 5252
Calmar Ratio Rank
WMBLX Martin Ratio Rank: 6060
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.

WMBDX vs. WMBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WesMark Government Bond Fund (WMBDX) and WesMark Balanced Fund (WMBLX). 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.


WMBDXWMBLXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.19

-0.46

Sortino ratio

Return per unit of downside risk

1.03

1.70

-0.67

Omega ratio

Gain probability vs. loss probability

1.13

1.26

-0.13

Calmar ratio

Return relative to maximum drawdown

1.28

1.52

-0.23

Martin ratio

Return relative to average drawdown

3.35

6.85

-3.50

WMBDX vs. WMBLX - Sharpe Ratio Comparison

The current WMBDX Sharpe Ratio is 0.72, which is lower than the WMBLX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of WMBDX and WMBLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WMBDXWMBLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.19

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.53

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

0.63

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.44

+0.14

Correlation

The correlation between WMBDX and WMBLX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WMBDX vs. WMBLX - Dividend Comparison

WMBDX's dividend yield for the trailing twelve months is around 3.23%, less than WMBLX's 7.54% yield.


TTM20252024202320222021202020192018201720162015
WMBDX
WesMark Government Bond Fund
3.23%3.49%3.48%3.22%1.40%1.26%2.06%2.07%1.70%2.01%1.85%1.52%
WMBLX
WesMark Balanced Fund
7.54%7.70%9.82%4.70%3.78%6.03%1.63%6.20%5.83%4.32%3.80%6.73%

Drawdowns

WMBDX vs. WMBLX - Drawdown Comparison

The maximum WMBDX drawdown since its inception was -24.94%, smaller than the maximum WMBLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for WMBDX and WMBLX.


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Drawdown Indicators


WMBDXWMBLXDifference

Max Drawdown

Largest peak-to-trough decline

-24.94%

-35.88%

+10.94%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-8.60%

+5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-24.84%

-17.77%

-7.07%

Max Drawdown (10Y)

Largest decline over 10 years

-24.94%

-23.30%

-1.64%

Current Drawdown

Current decline from peak

-10.66%

-3.47%

-7.19%

Average Drawdown

Average peak-to-trough decline

-3.14%

-6.41%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.91%

-0.72%

Volatility

WMBDX vs. WMBLX - Volatility Comparison

The current volatility for WesMark Government Bond Fund (WMBDX) is 1.66%, while WesMark Balanced Fund (WMBLX) has a volatility of 2.87%. This indicates that WMBDX experiences smaller price fluctuations and is considered to be less risky than WMBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMBDXWMBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

2.87%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

5.24%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

10.39%

-5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

10.21%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.70%

10.80%

-6.10%