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WMKSX vs. WMBDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMKSX vs. WMBDX - Performance Comparison

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

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WMKSX vs. WMBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMKSX
WesMark Small Company Fund
0.27%16.19%22.12%19.42%-20.72%22.81%36.78%20.32%-13.92%13.21%
WMBDX
WesMark Government Bond Fund
-0.55%6.94%0.90%2.69%-17.48%-1.45%3.62%4.74%0.80%1.29%

Returns By Period

In the year-to-date period, WMKSX achieves a 0.27% return, which is significantly higher than WMBDX's -0.55% return. Over the past 10 years, WMKSX has outperformed WMBDX with an annualized return of 11.83%, while WMBDX has yielded a comparatively lower -0.21% annualized return.


WMKSX

1D
-1.48%
1M
-6.99%
YTD
0.27%
6M
1.33%
1Y
25.63%
3Y*
18.27%
5Y*
8.33%
10Y*
11.83%

WMBDX

1D
0.51%
1M
-2.47%
YTD
-0.55%
6M
0.45%
1Y
3.15%
3Y*
2.81%
5Y*
-1.87%
10Y*
-0.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMKSX vs. WMBDX - Expense Ratio Comparison

WMKSX has a 1.24% expense ratio, which is higher than WMBDX's 1.03% expense ratio.


Return for Risk

WMKSX vs. WMBDX — Risk / Return Rank

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

WMKSX
WMKSX Risk / Return Rank: 6666
Overall Rank
WMKSX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WMKSX Sortino Ratio Rank: 6666
Sortino Ratio Rank
WMKSX Omega Ratio Rank: 5656
Omega Ratio Rank
WMKSX Calmar Ratio Rank: 7070
Calmar Ratio Rank
WMKSX Martin Ratio Rank: 7474
Martin Ratio Rank

WMBDX
WMBDX Risk / Return Rank: 3535
Overall Rank
WMBDX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
WMBDX Sortino Ratio Rank: 3030
Sortino Ratio Rank
WMBDX Omega Ratio Rank: 2222
Omega Ratio Rank
WMBDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
WMBDX Martin Ratio Rank: 3333
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. 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.


WMKSXWMBDXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.79

+0.33

Sortino ratio

Return per unit of downside risk

1.66

1.12

+0.54

Omega ratio

Gain probability vs. loss probability

1.22

1.14

+0.09

Calmar ratio

Return relative to maximum drawdown

1.63

1.37

+0.26

Martin ratio

Return relative to average drawdown

7.10

3.60

+3.50

WMKSX vs. WMBDX - Sharpe Ratio Comparison

The current WMKSX Sharpe Ratio is 1.11, which is higher than the WMBDX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of WMKSX and WMBDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WMKSXWMBDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.79

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.31

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

-0.05

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.58

-0.22

Correlation

The correlation between WMKSX and WMBDX is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WMKSX vs. WMBDX - Dividend Comparison

WMKSX's dividend yield for the trailing twelve months is around 22.84%, more than WMBDX's 3.24% yield.


TTM20252024202320222021202020192018201720162015
WMKSX
WesMark Small Company Fund
22.84%22.91%4.69%5.93%6.23%25.75%8.21%0.00%12.53%8.59%5.26%6.57%
WMBDX
WesMark Government Bond Fund
3.24%3.49%3.48%3.22%1.40%1.26%2.06%2.07%1.70%2.01%1.85%1.52%

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


WMKSXWMBDXDifference

Max Drawdown

Largest peak-to-trough decline

-64.09%

-24.94%

-39.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-3.10%

-11.08%

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 Drawdown

Current decline from peak

-8.50%

-10.89%

+2.39%

Average Drawdown

Average peak-to-trough decline

-15.76%

-3.14%

-12.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

1.18%

+2.07%

Volatility

WMKSX vs. WMBDX - Volatility Comparison

WesMark Small Company Fund (WMKSX) has a higher volatility of 5.89% compared to WesMark Government Bond Fund (WMBDX) at 1.67%. 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


WMKSXWMBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

1.67%

+4.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

2.87%

+10.01%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

4.76%

+17.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.08%

6.07%

+20.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.91%

4.70%

+19.21%