WMKSX vs. ORIGX

Last updated Aug 1, 2026

WMKSX (WesMark Small Company Fund) and ORIGX (North Square Spectrum Alpha Fund) are both Small Cap Growth Equities funds. Over the past 10 years, WMKSX returned 13.14%/yr vs 9.92%/yr for ORIGX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. WMKSX charges 1.24%/yr vs 1.60%/yr for ORIGX.

Performance

WMKSX vs. ORIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WesMark Small Company Fund (WMKSX) and North Square Spectrum Alpha Fund (ORIGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WMKSX achieves a 18.70% return, which is significantly lower than ORIGX's 21.51% return. Over the past 10 years, WMKSX has outperformed ORIGX with an annualized return of 13.14%, while ORIGX has yielded a comparatively lower 9.92% annualized return.

WMKSX

• 1D: 0.87%
• 1M: -3.29%
• 6M: 12.39%
• YTD: 18.70%
• 1Y: 29.43%
• 3Y*: 21.54%
• 5Y*: 11.00%
• 10Y*: 13.14%
• ALL TIME*: 9.52%

ORIGX

• 1D: 0.83%
• 1M: -0.91%
• 6M: 15.87%
• YTD: 21.51%
• 1Y: 36.47%
• 3Y*: 17.81%
• 5Y*: 7.02%
• 10Y*: 9.92%
• ALL TIME*: 9.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ORIGX North Square Spectrum Alpha Fund	$0.00	$0.00	$0.00
WMKSX WesMark Small Company Fund	$0.00	$0.00	$0.00

WMKSX vs. ORIGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WMKSX WesMark Small Company Fund	18.70%	16.19%	22.12%	19.42%	-20.72%	22.81%	36.78%	20.32%	-13.92%	13.21%
ORIGX North Square Spectrum Alpha Fund	21.51%	9.45%	15.06%	24.70%	-27.57%	10.38%	29.92%	22.34%	-7.09%	18.20%

Correlation

The correlation between WMKSX and ORIGX is 0.92, 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.	0.92
Correlation (3Y) Balances recent behavior with more history.	0.94
Correlation (5Y) Shows whether the relationship held over a longer period.	0.93
Correlation (10Y) Provides a long-term view across more market conditions.	0.90
Correlation (All Time) Calculated using the full available price history since Dec 31, 1993	0.80

The correlation between WMKSX and ORIGX shifts across timeframes, from 0.80 (all time) to 0.94 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

WMKSX vs. ORIGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WMKSX

WMKSX Risk / Return Rank: 63
WMKSX Sharpe Ratio Rank: 53
WMKSX Sortino Ratio Rank: 56
WMKSX Omega Ratio Rank: 46
WMKSX Calmar Ratio Rank: 85
WMKSX Martin Ratio Rank: 75

ORIGX

ORIGX Risk / Return Rank: 80
ORIGX Sharpe Ratio Rank: 77
ORIGX Sortino Ratio Rank: 77
ORIGX Omega Ratio Rank: 72
ORIGX Calmar Ratio Rank: 91
ORIGX Martin Ratio Rank: 85

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WMKSX vs. ORIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WesMark Small Company Fund (WMKSX) and North Square Spectrum Alpha Fund (ORIGX). 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.

	WMKSX	ORIGX	Difference
Sharpe ratio: Return per unit of total volatility	1.40	1.83	-0.43
Sortino ratio: Return per unit of downside risk	2.07	2.66	-0.59
Omega ratio: Gain probability vs. loss probability	1.24	1.32	-0.07
Calmar ratio: Return relative to maximum drawdown	2.95	3.46	-0.51
Martin ratio: Return relative to average drawdown	9.24	10.72	-1.48

WMKSX vs. ORIGX - Sharpe Ratio Comparison

The current WMKSX Sharpe Ratio is 1.40, which is comparable to the ORIGX Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of WMKSX and ORIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WMKSX vs. ORIGX - Drawdown Comparison

The maximum WMKSX drawdown since its inception was -64.09%, which is greater than ORIGX's maximum drawdown of -49.06%. Use the drawdown chart below to compare losses from any high point for WMKSX and ORIGX.

Drawdown Indicators

	WMKSX	ORIGX	Difference
Max Drawdown Largest peak-to-trough decline	-64.09%	-49.06%	-15.03%
Max Drawdown (1Y) Largest decline over 1 year	-8.50%	-9.55%	+1.05%
Max Drawdown (3Y) Largest decline over 3 years	-24.20%	-26.25%	+2.05%
Max Drawdown (5Y) Largest decline over 5 years	-39.84%	-38.60%	-1.24%
Max Drawdown (10Y) Largest decline over 10 years	-39.84%	-39.38%	-0.46%
Current Drawdown Current decline from peak	-4.88%	-2.24%	-2.64%
Average Drawdown Average peak-to-trough decline	-15.61%	-10.76%	-4.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	3.07%	-0.34%

Volatility

WMKSX vs. ORIGX - Volatility Comparison

The current volatility for WesMark Small Company Fund (WMKSX) is 3.66%, while North Square Spectrum Alpha Fund (ORIGX) has a volatility of 3.87%. This indicates that WMKSX experiences smaller price fluctuations and is considered to be less risky than ORIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WMKSX	ORIGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	3.87%	-0.21%
Volatility (6M) Calculated over the trailing 6-month period	12.35%	13.06%	-0.71%
Volatility (1Y) Calculated over the trailing 1-year period	17.88%	18.06%	-0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.08%	21.85%	+4.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.92%	21.52%	+2.40%

WMKSX vs. ORIGX - Expense Ratio Comparison

WMKSX has a 1.24% expense ratio, which is lower than ORIGX's 1.60% expense ratio.

Dividends

WMKSX vs. ORIGX - Dividend Comparison

WMKSX's dividend yield for the trailing twelve months is around 19.30%, more than ORIGX's 0.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ORIGX North Square Spectrum Alpha Fund	0.48%	0.00%	0.00%	0.00%	78.80%	15.09%	12.73%	16.48%	20.15%	146.42%	6.54%	6.73%
WMKSX WesMark Small Company Fund	19.30%	22.91%	4.69%	5.93%	6.23%	25.75%	8.21%	0.00%	12.53%	8.59%	5.26%	6.57%

Frequently Asked Questions

Can I hold both WMKSX and ORIGX in my portfolio?

With a correlation of 0.92, WMKSX and ORIGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, WMKSX or ORIGX?

ORIGX has higher volatility (3.87%) compared to WMKSX (3.66%). In terms of maximum drawdown, WMKSX dropped -64.09% vs ORIGX's -49.06%.

Which has better risk-adjusted returns?

ORIGX currently has the higher Sharpe Ratio (1.83 vs 1.40), 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.