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WMKSX vs. QASGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WMKSX vs. QASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WesMark Small Company Fund (WMKSX) and Federated Hermes MDT Small Cap Growth Fund Class A (QASGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with WMKSX having a 18.70% return and QASGX slightly higher at 18.79%. Both investments have delivered pretty close results over the past 10 years, with WMKSX having a 13.14% annualized return and QASGX not far behind at 12.51%.


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%

QASGX

1D
2.11%
1M
-2.68%
6M
13.06%
YTD
18.79%
1Y
34.94%
3Y*
17.55%
5Y*
8.14%
10Y*
12.51%
ALL TIME*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

WMKSX vs. QASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QASGX
Federated Hermes MDT Small Cap Growth Fund Class A
18.79%17.47%15.32%19.33%-28.47%17.88%29.55%20.87%-6.58%24.88%

Correlation

The correlation between WMKSX and QASGX is 0.33, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.33

Correlation (3Y)
Balances recent behavior with more history.

0.60

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.74

Correlation (10Y)
Provides a long-term view across more market conditions.

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2006

0.88

Over the past year, the correlation between WMKSX and QASGX has dropped to 0.33 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.

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Return for Risk

WMKSX vs. QASGX — Risk / Return Rank

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

WMKSX
WMKSX Risk / Return Rank: 6363
Overall Rank
WMKSX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WMKSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
WMKSX Omega Ratio Rank: 4646
Omega Ratio Rank
WMKSX Calmar Ratio Rank: 8585
Calmar Ratio Rank
WMKSX Martin Ratio Rank: 7575
Martin Ratio Rank

QASGX
QASGX Risk / Return Rank: 6868
Overall Rank
QASGX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QASGX Sortino Ratio Rank: 6565
Sortino Ratio Rank
QASGX Omega Ratio Rank: 6464
Omega Ratio Rank
QASGX Calmar Ratio Rank: 7777
Calmar Ratio Rank
QASGX Martin Ratio Rank: 7171
Martin Ratio Rank
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. QASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WesMark Small Company Fund (WMKSX) and Federated Hermes MDT Small Cap Growth Fund Class A (QASGX). 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.


WMKSXQASGXDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.24

1.30

-0.06

Calmar ratioReturn relative to maximum drawdown

2.95

2.58

+0.36

Martin ratioReturn relative to average drawdown

9.24

9.21

+0.03

WMKSX vs. QASGX - Sharpe Ratio Comparison

The current WMKSX Sharpe Ratio is 1.40, which is comparable to the QASGX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of WMKSX and QASGX, 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

WMKSX vs. QASGX - Drawdown Comparison

The maximum WMKSX drawdown since its inception was -64.09%, which is greater than QASGX's maximum drawdown of -60.88%. Use the drawdown chart below to compare losses from any high point for WMKSX and QASGX.


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Drawdown Indicators


WMKSXQASGXDifference

Max Drawdown

Largest peak-to-trough decline

-64.09%

-60.88%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-13.27%

+4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-24.20%

-27.33%

+3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-39.84%

-38.71%

-1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-39.84%

-45.30%

+5.46%

Current Drawdown

Current decline from peak

-4.88%

-4.31%

-0.57%

Average Drawdown

Average peak-to-trough decline

-15.61%

-14.08%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.72%

-0.99%

Volatility

WMKSX vs. QASGX - Volatility Comparison

The current volatility for WesMark Small Company Fund (WMKSX) is 3.66%, while Federated Hermes MDT Small Cap Growth Fund Class A (QASGX) has a volatility of 5.14%. This indicates that WMKSX experiences smaller price fluctuations and is considered to be less risky than QASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMKSXQASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

5.14%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

16.24%

-3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.88%

21.72%

-3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.08%

24.61%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

24.68%

-0.76%

WMKSX vs. QASGX - Expense Ratio Comparison

WMKSX has a 1.24% expense ratio, which is higher than QASGX's 1.14% expense ratio.


Dividends

WMKSX vs. QASGX - Dividend Comparison

WMKSX's dividend yield for the trailing twelve months is around 19.30%, more than QASGX's 3.57% yield.


PositionTTM20252024202320222021202020192018201720162015
QASGX
Federated Hermes MDT Small Cap Growth Fund Class A
3.57%4.24%0.00%0.00%3.33%31.38%0.47%0.00%7.34%5.29%1.67%19.08%
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


WMKSX and QASGX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QASGX has higher volatility (5.14%) compared to WMKSX (3.66%). In terms of maximum drawdown, WMKSX dropped -64.09% vs QASGX's -60.88%.

QASGX currently has the higher Sharpe Ratio (1.58 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.

Portfolio Optimizer

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