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WMKGX vs. WMKMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMKGX vs. WMKMX - Performance Comparison

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

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WMKGX vs. WMKMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WMKMX
WesMark West Virginia Municipal Bond Fund
-1.14%5.50%-0.01%4.26%-8.45%0.17%3.56%4.83%0.32%3.97%

Returns By Period

In the year-to-date period, WMKGX achieves a -9.29% return, which is significantly lower than WMKMX's -1.14% return. Over the past 10 years, WMKGX has outperformed WMKMX with an annualized return of 11.54%, while WMKMX has yielded a comparatively lower 1.07% annualized return.


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%

WMKMX

1D
0.20%
1M
-3.15%
YTD
-1.14%
6M
0.66%
1Y
4.80%
3Y*
2.14%
5Y*
0.13%
10Y*
1.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMKGX vs. WMKMX - Expense Ratio Comparison

WMKGX has a 1.12% expense ratio, which is higher than WMKMX's 1.10% expense ratio.


Return for Risk

WMKGX vs. WMKMX — Risk / Return Rank

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

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

WMKMX
WMKMX Risk / Return Rank: 4949
Overall Rank
WMKMX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
WMKMX Sortino Ratio Rank: 4343
Sortino Ratio Rank
WMKMX Omega Ratio Rank: 7272
Omega Ratio Rank
WMKMX Calmar Ratio Rank: 4040
Calmar Ratio Rank
WMKMX Martin Ratio Rank: 3737
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.

WMKGX vs. WMKMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WesMark Large Company Fund (WMKGX) and WesMark West Virginia Municipal Bond Fund (WMKMX). 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.


WMKGXWMKMXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.00

-0.28

Sortino ratio

Return per unit of downside risk

1.14

1.34

-0.20

Omega ratio

Gain probability vs. loss probability

1.17

1.28

-0.10

Calmar ratio

Return relative to maximum drawdown

0.91

1.06

-0.15

Martin ratio

Return relative to average drawdown

3.79

4.00

-0.21

WMKGX vs. WMKMX - Sharpe Ratio Comparison

The current WMKGX Sharpe Ratio is 0.72, which is comparable to the WMKMX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of WMKGX and WMKMX, 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


WMKGXWMKMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.00

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.03

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.30

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.98

-0.55

Correlation

The correlation between WMKGX and WMKMX is -0.09. 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

WMKGX vs. WMKMX - Dividend Comparison

WMKGX's dividend yield for the trailing twelve months is around 23.37%, more than WMKMX's 2.10% yield.


TTM20252024202320222021202020192018201720162015
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%
WMKMX
WesMark West Virginia Municipal Bond Fund
2.10%2.24%2.04%1.96%1.22%1.57%1.91%1.95%1.84%2.16%2.12%2.02%

Drawdowns

WMKGX vs. WMKMX - Drawdown Comparison

The maximum WMKGX drawdown since its inception was -49.55%, which is greater than WMKMX's maximum drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for WMKGX and WMKMX.


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Drawdown Indicators


WMKGXWMKMXDifference

Max Drawdown

Largest peak-to-trough decline

-49.55%

-13.95%

-35.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.93%

-5.44%

-7.49%

Max Drawdown (5Y)

Largest decline over 5 years

-31.06%

-13.95%

-17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-34.60%

-13.95%

-20.65%

Current Drawdown

Current decline from peak

-11.06%

-3.15%

-7.91%

Average Drawdown

Average peak-to-trough decline

-9.71%

-1.65%

-8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

1.45%

+1.65%

Volatility

WMKGX vs. WMKMX - Volatility Comparison

WesMark Large Company Fund (WMKGX) has a higher volatility of 4.64% compared to WesMark West Virginia Municipal Bond Fund (WMKMX) at 1.25%. This indicates that WMKGX's price experiences larger fluctuations and is considered to be riskier than WMKMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMKGXWMKMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

1.25%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

1.82%

+8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.20%

5.38%

+14.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

4.21%

+14.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

3.59%

+15.59%