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WMKMX vs. WMKTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WMKMX vs. WMKTX - Performance Comparison

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

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Returns By Period

In the year-to-date period, WMKMX achieves a 1.20% return, which is significantly lower than WMKTX's 6.34% return.


WMKMX

1D
0.10%
1M
1.63%
YTD
1.20%
6M
1.51%
1Y
7.32%
3Y*
3.22%
5Y*
0.40%
10Y*
1.19%

WMKTX

1D
0.59%
1M
0.30%
YTD
6.34%
6M
5.59%
1Y
17.37%
3Y*
10.99%
5Y*
5.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMKMX vs. WMKTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMKMX
WesMark West Virginia Municipal Bond Fund
1.20%5.50%-0.01%4.08%-8.45%0.17%3.56%4.83%0.32%3.16%
WMKTX
WesMark Tactical Opportunity Fund
6.34%15.41%7.19%7.10%-12.40%13.90%7.01%16.62%-5.20%8.33%

Correlation

The correlation between WMKMX and WMKTX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.25

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

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2017

0.12

The correlation between WMKMX and WMKTX shifts across timeframes, from 0.12 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WMKMX vs. WMKTX — 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

WMKTX
WMKTX Risk / Return Rank: 5656
Overall Rank
WMKTX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
WMKTX Sortino Ratio Rank: 4949
Sortino Ratio Rank
WMKTX Omega Ratio Rank: 4949
Omega Ratio Rank
WMKTX Calmar Ratio Rank: 6767
Calmar Ratio Rank
WMKTX Martin Ratio Rank: 6666
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. WMKTX - Risk-Adjusted Trends Comparison

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


WMKMXWMKTXDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.58

1.36

+0.23

Calmar ratioReturn relative to maximum drawdown

2.16

3.00

-0.84

Martin ratioReturn relative to average drawdown

7.00

12.02

-5.01

WMKMX vs. WMKTX - Sharpe Ratio Comparison

The current WMKMX Sharpe Ratio is 2.45, which is comparable to the WMKTX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of WMKMX and WMKTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WMKMX vs. WMKTX - Drawdown Comparison

The maximum WMKMX drawdown since its inception was -14.06%, smaller than the maximum WMKTX drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for WMKMX and WMKTX.


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Drawdown Indicators


WMKMXWMKTXDifference

Max Drawdown

Largest peak-to-trough decline

-14.06%

-28.48%

+14.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-5.79%

+2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-7.26%

-10.25%

+2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-14.06%

-25.49%

+11.43%

Max Drawdown (10Y)

Largest decline over 10 years

-14.06%

Current Drawdown

Current decline from peak

-0.87%

-0.88%

+0.01%

Average Drawdown

Average peak-to-trough decline

-1.66%

-7.00%

+5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.44%

-0.41%

Volatility

WMKMX vs. WMKTX - Volatility Comparison

The current volatility for WesMark West Virginia Municipal Bond Fund (WMKMX) is 0.76%, while WesMark Tactical Opportunity Fund (WMKTX) has a volatility of 3.39%. This indicates that WMKMX experiences smaller price fluctuations and is considered to be less risky 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


WMKMXWMKTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

3.39%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

7.18%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

2.95%

8.95%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

12.42%

-8.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

13.20%

-9.58%

WMKMX vs. WMKTX - Expense Ratio Comparison

WMKMX has a 1.10% expense ratio, which is lower than WMKTX's 1.43% expense ratio.


Dividends

WMKMX vs. WMKTX - Dividend Comparison

WMKMX's dividend yield for the trailing twelve months is around 2.32%, less than WMKTX's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
WMKMX
WesMark West Virginia Municipal Bond Fund
2.32%2.24%2.04%1.80%1.22%1.57%1.91%1.95%1.84%2.16%2.12%2.02%
WMKTX
WesMark Tactical Opportunity Fund
3.82%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


WMKMX and WMKTX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WMKTX has higher volatility (3.39%) compared to WMKMX (0.76%). In terms of maximum drawdown, WMKMX dropped -14.06% vs WMKTX's -28.48%.

WMKMX currently has the higher Sharpe Ratio (2.45 vs 1.94), 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

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