PortfoliosLab logoPortfoliosLab logo
WMKMX vs. WMBDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WMKMX vs. WMBDX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, WMKMX achieves a 1.09% return, which is significantly higher than WMBDX's -0.15% return. Over the past 10 years, WMKMX has outperformed WMBDX with an annualized return of 1.14%, while WMBDX has yielded a comparatively lower -0.26% annualized return.


WMKMX

1D
-0.10%
1M
1.53%
YTD
1.09%
6M
1.41%
1Y
6.99%
3Y*
3.11%
5Y*
0.39%
10Y*
1.14%

WMBDX

1D
-0.25%
1M
0.68%
YTD
-0.15%
6M
0.13%
1Y
3.87%
3Y*
3.33%
5Y*
-1.95%
10Y*
-0.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMKMX vs. WMBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMKMX
WesMark West Virginia Municipal Bond Fund
1.09%5.50%-0.01%4.08%-8.45%0.17%3.56%4.83%0.32%3.97%
WMBDX
WesMark Government Bond Fund
-0.15%6.94%0.91%2.69%-17.48%-1.45%3.62%4.74%0.80%1.29%

Correlation

The correlation between WMKMX and WMBDX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Mar 24, 1998

0.54

The correlation between WMKMX and WMBDX shifts across timeframes, from 0.51 (10 years) to 0.63 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WMKMX vs. WMBDX — Risk / Return Rank

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

WMKMX
WMKMX Risk / Return Rank: 6464
Overall Rank
WMKMX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WMKMX Sortino Ratio Rank: 8484
Sortino Ratio Rank
WMKMX Omega Ratio Rank: 8888
Omega Ratio Rank
WMKMX Calmar Ratio Rank: 3636
Calmar Ratio Rank
WMKMX Martin Ratio Rank: 3333
Martin Ratio Rank

WMBDX
WMBDX Risk / Return Rank: 1414
Overall Rank
WMBDX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
WMBDX Sortino Ratio Rank: 1515
Sortino Ratio Rank
WMBDX Omega Ratio Rank: 1313
Omega Ratio Rank
WMBDX Calmar Ratio Rank: 1414
Calmar Ratio Rank
WMBDX Martin Ratio Rank: 1313
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. WMBDX - Risk-Adjusted Trends Comparison

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


WMKMXWMBDXDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.58

1.18

+0.41

Calmar ratioReturn relative to maximum drawdown

2.16

1.19

+0.97

Martin ratioReturn relative to average drawdown

6.99

3.42

+3.57

WMKMX vs. WMBDX - Sharpe Ratio Comparison

The current WMKMX Sharpe Ratio is 2.45, which is higher than the WMBDX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of WMKMX and WMBDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WMKMX vs. WMBDX - Drawdown Comparison

The maximum WMKMX drawdown since its inception was -14.06%, smaller than the maximum WMBDX drawdown of -24.94%. Use the drawdown chart below to compare losses from any high point for WMKMX and WMBDX.


Loading charts...

Drawdown Indicators


WMKMXWMBDXDifference

Max Drawdown

Largest peak-to-trough decline

-14.06%

-24.94%

+10.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-3.49%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-7.26%

-7.71%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-14.06%

-24.84%

+10.78%

Max Drawdown (10Y)

Largest decline over 10 years

-14.06%

-24.94%

+10.88%

Current Drawdown

Current decline from peak

-0.97%

-10.51%

+9.54%

Average Drawdown

Average peak-to-trough decline

-1.66%

-3.20%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.21%

-0.18%

Volatility

WMKMX vs. WMBDX - Volatility Comparison

The current volatility for WesMark West Virginia Municipal Bond Fund (WMKMX) is 0.77%, while WesMark Government Bond Fund (WMBDX) has a volatility of 1.17%. This indicates that WMKMX experiences smaller price fluctuations and is considered to be less risky than WMBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WMKMXWMBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.17%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.25%

3.07%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

4.14%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

6.13%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

4.74%

-1.12%

WMKMX vs. WMBDX - Expense Ratio Comparison

WMKMX has a 1.10% expense ratio, which is higher than WMBDX's 1.03% expense ratio.


Dividends

WMKMX vs. WMBDX - Dividend Comparison

WMKMX's dividend yield for the trailing twelve months is around 2.33%, less than WMBDX's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
WMBDX
WesMark Government Bond Fund
3.58%3.49%3.50%3.22%1.40%1.26%2.06%2.07%1.70%2.01%1.85%1.52%
WMKMX
WesMark West Virginia Municipal Bond Fund
2.33%2.24%2.04%1.80%1.22%1.57%1.91%1.95%1.84%2.16%2.12%2.02%

Frequently Asked Questions


WMKMX and WMBDX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WMBDX has higher volatility (1.17%) compared to WMKMX (0.77%). In terms of maximum drawdown, WMKMX dropped -14.06% vs WMBDX's -24.94%.

WMKMX currently has the higher Sharpe Ratio (2.45 vs 1.01), 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.

Portfolio Optimizer

Find the right allocation for WMKMX and WMBDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer