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WMBLX vs. WMKGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMBLX vs. WMKGX - Performance Comparison

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

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WMBLX vs. WMKGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMBLX
WesMark Balanced Fund
-0.46%10.81%9.28%4.97%-7.22%15.85%2.82%20.32%-4.61%10.77%
WMKGX
WesMark Large Company Fund
-9.29%16.60%21.35%21.94%-21.71%25.97%26.40%26.58%-6.36%24.23%

Returns By Period

In the year-to-date period, WMBLX achieves a -0.46% return, which is significantly higher than WMKGX's -9.29% return. Over the past 10 years, WMBLX has underperformed WMKGX with an annualized return of 6.62%, while WMKGX has yielded a comparatively higher 11.54% annualized return.


WMBLX

1D
0.08%
1M
-4.05%
YTD
-0.46%
6M
2.22%
1Y
10.61%
3Y*
8.13%
5Y*
5.23%
10Y*
6.62%

WMKGX

1D
-0.45%
1M
-8.08%
YTD
-9.29%
6M
-5.47%
1Y
14.01%
3Y*
14.51%
5Y*
8.06%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WesMark Balanced Fund

WesMark Large Company Fund

WMBLX vs. WMKGX - Expense Ratio Comparison

WMBLX has a 1.24% expense ratio, which is higher than WMKGX's 1.12% expense ratio.


Return for Risk

WMBLX vs. WMKGX — Risk / Return Rank

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

WMBLX
WMBLX Risk / Return Rank: 5858
Overall Rank
WMBLX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
WMBLX Sortino Ratio Rank: 6060
Sortino Ratio Rank
WMBLX Omega Ratio Rank: 6262
Omega Ratio Rank
WMBLX Calmar Ratio Rank: 5050
Calmar Ratio Rank
WMBLX Martin Ratio Rank: 5858
Martin Ratio Rank

WMKGX
WMKGX Risk / Return Rank: 3333
Overall Rank
WMKGX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
WMKGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
WMKGX Omega Ratio Rank: 3535
Omega Ratio Rank
WMKGX Calmar Ratio Rank: 3232
Calmar Ratio Rank
WMKGX Martin Ratio Rank: 3535
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.

WMBLX vs. WMKGX - Risk-Adjusted Trends Comparison

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


WMBLXWMKGXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.72

+0.39

Sortino ratio

Return per unit of downside risk

1.59

1.14

+0.45

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

1.23

0.91

+0.32

Martin ratio

Return relative to average drawdown

5.60

3.79

+1.81

WMBLX vs. WMKGX - Sharpe Ratio Comparison

The current WMBLX Sharpe Ratio is 1.11, which is higher than the WMKGX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of WMBLX and WMKGX, 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


WMBLXWMKGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.72

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.44

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.60

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.44

0.00

Correlation

The correlation between WMBLX and WMKGX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WMBLX vs. WMKGX - Dividend Comparison

WMBLX's dividend yield for the trailing twelve months is around 7.65%, less than WMKGX's 23.37% yield.


TTM20252024202320222021202020192018201720162015
WMBLX
WesMark Balanced Fund
7.65%7.70%9.82%4.70%3.78%6.03%1.63%6.20%5.83%4.32%3.80%6.73%
WMKGX
WesMark Large Company Fund
23.37%21.23%14.72%7.64%12.78%7.52%7.53%6.49%11.44%7.92%4.76%3.64%

Drawdowns

WMBLX vs. WMKGX - Drawdown Comparison

The maximum WMBLX drawdown since its inception was -35.88%, smaller than the maximum WMKGX drawdown of -49.55%. Use the drawdown chart below to compare losses from any high point for WMBLX and WMKGX.


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Drawdown Indicators


WMBLXWMKGXDifference

Max Drawdown

Largest peak-to-trough decline

-35.88%

-49.55%

+13.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-12.93%

+4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-31.06%

+13.29%

Max Drawdown (10Y)

Largest decline over 10 years

-23.30%

-34.60%

+11.30%

Current Drawdown

Current decline from peak

-4.90%

-11.06%

+6.16%

Average Drawdown

Average peak-to-trough decline

-6.41%

-9.71%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

3.10%

-1.21%

Volatility

WMBLX vs. WMKGX - Volatility Comparison

The current volatility for WesMark Balanced Fund (WMBLX) is 2.32%, while WesMark Large Company Fund (WMKGX) has a volatility of 4.64%. This indicates that WMBLX 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


WMBLXWMKGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

4.64%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

5.03%

10.32%

-5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

10.31%

20.20%

-9.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.19%

18.57%

-8.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.79%

19.18%

-8.39%