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WMKMX vs. DFSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMKMX vs. DFSMX - Performance Comparison

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

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WMKMX vs. DFSMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFSMX
DFA Short Term Municipal Bond Portfolio
0.55%2.30%2.84%2.98%-0.36%-0.11%0.83%1.62%1.22%1.15%

Returns By Period

In the year-to-date period, WMKMX achieves a -1.14% return, which is significantly lower than DFSMX's 0.55% return. Over the past 10 years, WMKMX has underperformed DFSMX with an annualized return of 1.07%, while DFSMX has yielded a comparatively higher 1.23% annualized return.


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%

DFSMX

1D
0.04%
1M
-0.05%
YTD
0.55%
6M
1.10%
1Y
2.45%
3Y*
2.60%
5Y*
1.63%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMKMX vs. DFSMX - Expense Ratio Comparison

WMKMX has a 1.10% expense ratio, which is higher than DFSMX's 0.20% expense ratio.


Return for Risk

WMKMX vs. DFSMX — Risk / Return Rank

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

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

DFSMX
DFSMX Risk / Return Rank: 9999
Overall Rank
DFSMX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFSMX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFSMX Omega Ratio Rank: 9999
Omega Ratio Rank
DFSMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFSMX Martin Ratio Rank: 9898
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.

WMKMX vs. DFSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WesMark West Virginia Municipal Bond Fund (WMKMX) and DFA Short Term Municipal Bond Portfolio (DFSMX). 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.


WMKMXDFSMXDifference

Sharpe ratio

Return per unit of total volatility

1.00

3.68

-2.68

Sortino ratio

Return per unit of downside risk

1.34

6.50

-5.16

Omega ratio

Gain probability vs. loss probability

1.28

3.20

-1.92

Calmar ratio

Return relative to maximum drawdown

1.06

4.59

-3.53

Martin ratio

Return relative to average drawdown

4.00

21.83

-17.84

WMKMX vs. DFSMX - Sharpe Ratio Comparison

The current WMKMX Sharpe Ratio is 1.00, which is lower than the DFSMX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of WMKMX and DFSMX, 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


WMKMXDFSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

3.68

-2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

2.11

-2.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

1.60

-1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.78

-0.79

Correlation

The correlation between WMKMX and DFSMX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WMKMX vs. DFSMX - Dividend Comparison

WMKMX's dividend yield for the trailing twelve months is around 2.10%, less than DFSMX's 2.43% yield.


TTM20252024202320222021202020192018201720162015
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%
DFSMX
DFA Short Term Municipal Bond Portfolio
2.43%2.08%2.80%1.94%0.63%0.19%0.83%1.22%1.11%0.95%0.94%0.95%

Drawdowns

WMKMX vs. DFSMX - Drawdown Comparison

The maximum WMKMX drawdown since its inception was -13.95%, which is greater than DFSMX's maximum drawdown of -2.66%. Use the drawdown chart below to compare losses from any high point for WMKMX and DFSMX.


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Drawdown Indicators


WMKMXDFSMXDifference

Max Drawdown

Largest peak-to-trough decline

-13.95%

-2.66%

-11.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.44%

-0.39%

-5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-13.95%

-1.67%

-12.28%

Max Drawdown (10Y)

Largest decline over 10 years

-13.95%

-1.69%

-12.26%

Current Drawdown

Current decline from peak

-3.15%

-0.06%

-3.09%

Average Drawdown

Average peak-to-trough decline

-1.65%

-0.24%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

0.10%

+1.35%

Volatility

WMKMX vs. DFSMX - Volatility Comparison

WesMark West Virginia Municipal Bond Fund (WMKMX) has a higher volatility of 1.25% compared to DFA Short Term Municipal Bond Portfolio (DFSMX) at 0.11%. This indicates that WMKMX's price experiences larger fluctuations and is considered to be riskier than DFSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMKMXDFSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

0.11%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

0.37%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

0.68%

+4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

0.78%

+3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.59%

0.77%

+2.82%