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WMKMX vs. WMKGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMKMX vs. WMKGX - Performance Comparison

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

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WMKMX vs. WMKGX - 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%
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, WMKMX achieves a -1.14% return, which is significantly higher than WMKGX's -9.29% return. Over the past 10 years, WMKMX has underperformed WMKGX with an annualized return of 1.07%, while WMKGX has yielded a comparatively higher 11.54% 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%

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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WMKMX vs. WMKGX - Expense Ratio Comparison

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


Return for Risk

WMKMX vs. WMKGX — 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

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.

WMKMX vs. WMKGX - Risk-Adjusted Trends Comparison

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


WMKMXWMKGXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.72

+0.28

Sortino ratio

Return per unit of downside risk

1.34

1.14

+0.20

Omega ratio

Gain probability vs. loss probability

1.28

1.17

+0.10

Calmar ratio

Return relative to maximum drawdown

1.06

0.91

+0.15

Martin ratio

Return relative to average drawdown

4.00

3.79

+0.21

WMKMX vs. WMKGX - Sharpe Ratio Comparison

The current WMKMX Sharpe Ratio is 1.00, which is higher than the WMKGX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of WMKMX 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


WMKMXWMKGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.72

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.44

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.60

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.44

+0.55

Correlation

The correlation between WMKMX and WMKGX 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

WMKMX vs. WMKGX - Dividend Comparison

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

WMKMX vs. WMKGX - Drawdown Comparison

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


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Drawdown Indicators


WMKMXWMKGXDifference

Max Drawdown

Largest peak-to-trough decline

-13.95%

-49.55%

+35.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.44%

-12.93%

+7.49%

Max Drawdown (5Y)

Largest decline over 5 years

-13.95%

-31.06%

+17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-13.95%

-34.60%

+20.65%

Current Drawdown

Current decline from peak

-3.15%

-11.06%

+7.91%

Average Drawdown

Average peak-to-trough decline

-1.65%

-9.71%

+8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

3.10%

-1.65%

Volatility

WMKMX vs. WMKGX - Volatility Comparison

The current volatility for WesMark West Virginia Municipal Bond Fund (WMKMX) is 1.25%, while WesMark Large Company Fund (WMKGX) has a volatility of 4.64%. This indicates that WMKMX 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


WMKMXWMKGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

4.64%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

10.32%

-8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

20.20%

-14.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

18.57%

-14.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.59%

19.18%

-15.59%