WMBDX vs. WMKGX
WMBDX (WesMark Government Bond Fund) and WMKGX (WesMark Large Company Fund) are both mutual funds - WMBDX is a Intermediate Core Bond fund managed by WesMark, while WMKGX is a Large Cap Growth Equities fund managed by WesMark. Over the past 10 years, WMBDX returned -0.20%/yr vs 14.13%/yr for WMKGX. At a correlation of -0.14, they often move in opposite directions. WMBDX charges 1.03%/yr vs 1.12%/yr for WMKGX.
Performance
WMBDX vs. WMKGX - Performance Comparison
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Returns By Period
In the year-to-date period, WMBDX achieves a 0.10% return, which is significantly lower than WMKGX's 12.42% return. Over the past 10 years, WMBDX has underperformed WMKGX with an annualized return of -0.20%, while WMKGX has yielded a comparatively higher 14.13% annualized return.
WMBDX
- 1D
- 0.25%
- 1M
- 0.94%
- YTD
- 0.10%
- 6M
- 0.39%
- 1Y
- 4.40%
- 3Y*
- 3.46%
- 5Y*
- -1.92%
- 10Y*
- -0.20%
WMKGX
- 1D
- 1.10%
- 1M
- 1.81%
- YTD
- 12.42%
- 6M
- 11.91%
- 1Y
- 32.69%
- 3Y*
- 20.45%
- 5Y*
- 11.49%
- 10Y*
- 14.13%
WMBDX vs. WMKGX - 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% |
WMKGX WesMark Large Company Fund | 12.42% | 16.60% | 21.35% | 21.94% | -21.71% | 25.97% | 26.40% | 26.58% | -6.36% | 24.23% |
Correlation
The correlation between WMBDX and WMKGX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1998 | -0.14 |
The correlation between WMBDX and WMKGX shifts across timeframes, from -0.14 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WMBDX vs. WMKGX — Risk / Return Rank
WMBDX
WMKGX
WMBDX vs. WMKGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WesMark Government Bond Fund (WMBDX) and WesMark Large Company Fund (WMKGX). 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 | WMKGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.94 | -1.68 |
| Martin ratioReturn relative to average drawdown | 3.66 | 12.42 | -8.76 |
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Drawdowns
WMBDX vs. WMKGX - Drawdown Comparison
The maximum WMBDX drawdown since its inception was -24.94%, smaller than the maximum WMKGX drawdown of -49.55%. Use the drawdown chart below to compare losses from any high point for WMBDX and WMKGX.
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Drawdown Indicators
| WMBDX | WMKGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.94% | -49.55% | +24.61% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -11.06% | +7.57% |
Max Drawdown (3Y)Largest decline over 3 years | -7.71% | -21.35% | +13.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.84% | -31.06% | +6.22% |
Max Drawdown (10Y)Largest decline over 10 years | -24.94% | -34.60% | +9.66% |
Current DrawdownCurrent decline from peak | -10.29% | -1.43% | -8.86% |
Average DrawdownAverage peak-to-trough decline | -3.20% | -9.64% | +6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 2.62% | -1.42% |
Volatility
WMBDX vs. WMKGX - Volatility Comparison
The current volatility for WesMark Government Bond Fund (WMBDX) is 1.27%, while WesMark Large Company Fund (WMKGX) has a volatility of 5.38%. This indicates that WMBDX experiences smaller price fluctuations and is considered to be less risky than WMKGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMBDX | WMKGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 5.38% | -4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 3.06% | 11.28% | -8.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.12% | 14.28% | -10.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 18.76% | -12.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.73% | 19.29% | -14.56% |
WMBDX vs. WMKGX - Expense Ratio Comparison
WMBDX has a 1.03% expense ratio, which is lower than WMKGX's 1.12% expense ratio.
Dividends
WMBDX vs. WMKGX - Dividend Comparison
WMBDX's dividend yield for the trailing twelve months is around 3.57%, less than WMKGX's 18.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WMKGX WesMark Large Company Fund | 18.81% | 21.23% | 14.72% | 7.64% | 12.78% | 7.52% | 7.53% | 6.49% | 11.44% | 7.92% | 4.76% | 3.64% |
Frequently Asked Questions
WMBDX and WMKGX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMKGX has higher volatility (5.38%) compared to WMBDX (1.27%). In terms of maximum drawdown, WMBDX dropped -24.94% vs WMKGX's -49.55%.
WMKGX currently has the higher Sharpe Ratio (2.28 vs 1.07), 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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