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WMKSX vs. RYWCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WMKSX vs. RYWCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WesMark Small Company Fund (WMKSX) and Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WMKSX achieves a 20.68% return, which is significantly lower than RYWCX's 26.17% return. Over the past 10 years, WMKSX has outperformed RYWCX with an annualized return of 13.90%, while RYWCX has yielded a comparatively lower 8.02% annualized return.


WMKSX

1D
1.67%
1M
5.13%
YTD
20.68%
6M
18.10%
1Y
37.28%
3Y*
24.61%
5Y*
12.17%
10Y*
13.90%

RYWCX

1D
2.18%
1M
8.60%
YTD
26.17%
6M
21.54%
1Y
39.57%
3Y*
16.68%
5Y*
4.31%
10Y*
8.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMKSX vs. RYWCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMKSX
WesMark Small Company Fund
20.68%16.19%22.12%19.42%-20.72%22.81%36.78%20.32%-13.92%13.21%
RYWCX
Rydex S&P SmallCap 600 Pure Growth Fund
26.17%7.76%7.20%17.03%-30.33%16.37%15.23%11.58%-9.55%15.23%

Correlation

The correlation between WMKSX and RYWCX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2005

0.92

The correlation between WMKSX and RYWCX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

WMKSX vs. RYWCX — Risk / Return Rank

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

WMKSX
WMKSX Risk / Return Rank: 6767
Overall Rank
WMKSX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WMKSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
WMKSX Omega Ratio Rank: 4747
Omega Ratio Rank
WMKSX Calmar Ratio Rank: 9090
Calmar Ratio Rank
WMKSX Martin Ratio Rank: 8484
Martin Ratio Rank

RYWCX
RYWCX Risk / Return Rank: 7272
Overall Rank
RYWCX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
RYWCX Sortino Ratio Rank: 6767
Sortino Ratio Rank
RYWCX Omega Ratio Rank: 5151
Omega Ratio Rank
RYWCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
RYWCX Martin Ratio Rank: 8787
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.

WMKSX vs. RYWCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WesMark Small Company Fund (WMKSX) and Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX). 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.


WMKSXRYWCXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

4.33

4.69

-0.35

Martin ratioReturn relative to average drawdown

14.51

15.47

-0.96

WMKSX vs. RYWCX - Sharpe Ratio Comparison

The current WMKSX Sharpe Ratio is 2.06, which is comparable to the RYWCX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of WMKSX and RYWCX, 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. RYWCX - Drawdown Comparison

The maximum WMKSX drawdown since its inception was -64.09%, which is greater than RYWCX's maximum drawdown of -60.64%. Use the drawdown chart below to compare losses from any high point for WMKSX and RYWCX.


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Drawdown Indicators


WMKSXRYWCXDifference

Max Drawdown

Largest peak-to-trough decline

-64.09%

-60.64%

-3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-8.49%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-24.20%

-26.39%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-39.84%

-40.28%

+0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-39.84%

-54.65%

+14.81%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-15.66%

-13.42%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.57%

-0.04%

Volatility

WMKSX vs. RYWCX - Volatility Comparison

The current volatility for WesMark Small Company Fund (WMKSX) is 4.89%, while Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) has a volatility of 5.76%. This indicates that WMKSX experiences smaller price fluctuations and is considered to be less risky than RYWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMKSXRYWCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

5.76%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

13.93%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

18.75%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.13%

22.94%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.98%

24.75%

-0.77%

WMKSX vs. RYWCX - Expense Ratio Comparison

WMKSX has a 1.24% expense ratio, which is lower than RYWCX's 2.26% expense ratio.


Dividends

WMKSX vs. RYWCX - Dividend Comparison

WMKSX's dividend yield for the trailing twelve months is around 18.98%, while RYWCX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
RYWCX
Rydex S&P SmallCap 600 Pure Growth Fund
0.00%0.00%14.52%0.00%0.00%59.93%0.00%0.00%9.26%3.92%0.00%0.00%
WMKSX
WesMark Small Company Fund
18.98%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


With a correlation of 0.91, WMKSX and RYWCX 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.

RYWCX has higher volatility (5.76%) compared to WMKSX (4.89%). In terms of maximum drawdown, WMKSX dropped -64.09% vs RYWCX's -60.64%.

RYWCX currently has the higher Sharpe Ratio (2.12 vs 2.06), 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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