WMKGX vs. WMKTX
WMKGX (WesMark Large Company Fund) and WMKTX (WesMark Tactical Opportunity Fund) are both mutual funds - WMKGX is a Large Cap Growth Equities fund managed by WesMark, while WMKTX is a Tactical Allocation fund managed by WesMark. Over the past 5 years, WMKGX returned 10.15%/yr vs 4.90%/yr for WMKTX. Their correlation of 0.87 means they have usually moved in the same direction. WMKGX charges 1.12%/yr vs 1.43%/yr for WMKTX.
Performance
WMKGX vs. WMKTX - Performance Comparison
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Returns By Period
In the year-to-date period, WMKGX achieves a 11.55% return, which is significantly higher than WMKTX's 6.02% return.
WMKGX
- 1D
- 2.20%
- 1M
- -0.77%
- 6M
- 10.80%
- YTD
- 11.55%
- 1Y
- 25.69%
- 3Y*
- 18.29%
- 5Y*
- 10.15%
- 10Y*
- 13.64%
- ALL TIME*
- 9.32%
WMKTX
- 1D
- 0.82%
- 1M
- -0.29%
- 6M
- 2.65%
- YTD
- 6.02%
- 1Y
- 15.68%
- 3Y*
- 10.30%
- 5Y*
- 4.90%
- 10Y*
- —
- ALL TIME*
- 6.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WMKGX vs. WMKTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMKGX WesMark Large Company Fund | 11.55% | 16.60% | 21.35% | 21.94% | -21.71% | 25.97% | 26.40% | 26.58% | -6.36% | 16.33% |
WMKTX WesMark Tactical Opportunity Fund | 6.02% | 15.41% | 7.19% | 7.10% | -12.40% | 13.90% | 7.01% | 16.62% | -5.20% | 8.33% |
Correlation
The correlation between WMKGX and WMKTX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2017 | 0.87 |
The correlation between WMKGX and WMKTX has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
WMKGX vs. WMKTX — Risk / Return Rank
WMKGX
WMKTX
WMKGX vs. WMKTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WesMark Large Company Fund (WMKGX) and WesMark Tactical Opportunity Fund (WMKTX). 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.
| WMKGX | WMKTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.53 | -0.46 |
| Martin ratioReturn relative to average drawdown | 8.41 | 9.83 | -1.42 |
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Drawdowns
WMKGX vs. WMKTX - Drawdown Comparison
The maximum WMKGX drawdown since its inception was -49.55%, which is greater than WMKTX's maximum drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for WMKGX and WMKTX.
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Drawdown Indicators
| WMKGX | WMKTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.55% | -28.48% | -21.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -5.79% | -5.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.35% | -10.25% | -11.10% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -25.49% | -5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -34.60% | — | — |
Current DrawdownCurrent decline from peak | -2.19% | -1.17% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -6.93% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 1.49% | +1.23% |
Volatility
WMKGX vs. WMKTX - Volatility Comparison
WesMark Large Company Fund (WMKGX) has a higher volatility of 4.21% compared to WesMark Tactical Opportunity Fund (WMKTX) at 2.12%. This indicates that WMKGX's price experiences larger fluctuations and is considered to be riskier than WMKTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMKGX | WMKTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 2.12% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 7.19% | +4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 9.01% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 12.40% | +6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 13.15% | +6.11% |
WMKGX vs. WMKTX - Expense Ratio Comparison
WMKGX has a 1.12% expense ratio, which is lower than WMKTX's 1.43% expense ratio.
Dividends
WMKGX vs. WMKTX - Dividend Comparison
WMKGX's dividend yield for the trailing twelve months is around 18.95%, more than WMKTX's 4.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMKGX WesMark Large Company Fund | 18.95% | 21.23% | 14.72% | 7.64% | 12.78% | 7.52% | 7.53% | 6.49% | 11.44% | 7.92% | 4.76% | 3.64% |
WMKTX WesMark Tactical Opportunity Fund | 4.06% | 4.91% | 1.42% | 0.83% | 2.79% | 11.76% | 0.74% | 3.72% | 0.57% | 2.00% | 0.00% | 0.00% |
Frequently Asked Questions
WMKGX and WMKTX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMKGX has higher volatility (4.21%) compared to WMKTX (2.12%). In terms of maximum drawdown, WMKGX dropped -49.55% vs WMKTX's -28.48%.
WMKTX currently has the higher Sharpe Ratio (1.63 vs 1.55), 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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