WMKSX vs. WMBDX
WMKSX (WesMark Small Company Fund) and WMBDX (WesMark Government Bond Fund) are both mutual funds - WMKSX is a Small Cap Growth Equities fund managed by WesMark, while WMBDX is a Intermediate Core Bond fund managed by WesMark. Over the past 10 years, WMKSX returned 13.90%/yr vs -0.20%/yr for WMBDX. At a correlation of -0.15, they often move in opposite directions. WMKSX charges 1.24%/yr vs 1.03%/yr for WMBDX.
Performance
WMKSX vs. WMBDX - Performance Comparison
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Returns By Period
In the year-to-date period, WMKSX achieves a 20.68% return, which is significantly higher than WMBDX's 0.10% return. Over the past 10 years, WMKSX has outperformed WMBDX with an annualized return of 13.90%, while WMBDX has yielded a comparatively lower -0.20% 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%
WMBDX
- 1D
- 0.25%
- 1M
- 0.94%
- YTD
- 0.10%
- 6M
- 0.39%
- 1Y
- 4.40%
- 3Y*
- 3.46%
- 5Y*
- -1.92%
- 10Y*
- -0.20%
WMKSX vs. WMBDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WMBDX WesMark Government Bond Fund | 0.10% | 6.94% | 0.91% | 2.69% | -17.48% | -1.45% | 3.62% | 4.74% | 0.80% | 1.29% |
Correlation
The correlation between WMKSX and WMBDX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1998 | -0.15 |
The correlation between WMKSX and WMBDX shifts across timeframes, from -0.15 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WMKSX vs. WMBDX — Risk / Return Rank
WMKSX
WMBDX
WMKSX vs. WMBDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WesMark Small Company Fund (WMKSX) and WesMark Government Bond Fund (WMBDX). 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 | WMBDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.19 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 1.27 | +3.07 |
| Martin ratioReturn relative to average drawdown | 14.51 | 3.66 | +10.85 |
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Drawdowns
WMKSX vs. WMBDX - Drawdown Comparison
The maximum WMKSX drawdown since its inception was -64.09%, which is greater than WMBDX's maximum drawdown of -24.94%. Use the drawdown chart below to compare losses from any high point for WMKSX and WMBDX.
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Drawdown Indicators
| WMKSX | WMBDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.09% | -24.94% | -39.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | -3.49% | -5.01% |
Max Drawdown (3Y)Largest decline over 3 years | -24.20% | -7.71% | -16.49% |
Max Drawdown (5Y)Largest decline over 5 years | -39.84% | -24.84% | -15.00% |
Max Drawdown (10Y)Largest decline over 10 years | -39.84% | -24.94% | -14.90% |
Current DrawdownCurrent decline from peak | 0.00% | -10.29% | +10.29% |
Average DrawdownAverage peak-to-trough decline | -15.66% | -3.20% | -12.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.20% | +1.33% |
Volatility
WMKSX vs. WMBDX - Volatility Comparison
WesMark Small Company Fund (WMKSX) has a higher volatility of 4.89% compared to WesMark Government Bond Fund (WMBDX) at 1.27%. This indicates that WMKSX's price experiences larger fluctuations and is considered to be riskier than WMBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMKSX | WMBDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 1.27% | +3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.38% | 3.06% | +9.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 4.12% | +13.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.13% | 6.13% | +20.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.98% | 4.73% | +19.25% |
WMKSX vs. WMBDX - Expense Ratio Comparison
WMKSX has a 1.24% expense ratio, which is higher than WMBDX's 1.03% expense ratio.
Dividends
WMKSX vs. WMBDX - Dividend Comparison
WMKSX's dividend yield for the trailing twelve months is around 18.98%, more than WMBDX's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMBDX WesMark Government Bond Fund | 3.57% | 3.49% | 3.50% | 3.22% | 1.40% | 1.26% | 2.06% | 2.07% | 1.70% | 2.01% | 1.85% | 1.52% |
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
WMKSX and WMBDX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMKSX has higher volatility (4.89%) compared to WMBDX (1.27%). In terms of maximum drawdown, WMKSX dropped -64.09% vs WMBDX's -24.94%.
WMKSX currently has the higher Sharpe Ratio (2.06 vs 1.07), 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.
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