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WMKSX vs. WMBDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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

WMKSX vs. WMBDX - 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%
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

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

WMBDX
WMBDX Risk / Return Rank: 1515
Overall Rank
WMBDX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
WMBDX Sortino Ratio Rank: 1616
Sortino Ratio Rank
WMBDX Omega Ratio Rank: 1515
Omega Ratio Rank
WMBDX Calmar Ratio Rank: 1515
Calmar Ratio Rank
WMBDX Martin Ratio Rank: 1414
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.

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.


WMKSXWMBDXDifference
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

WMKSX vs. WMBDX - Sharpe Ratio Comparison

The current WMKSX Sharpe Ratio is 2.06, which is higher than the WMBDX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of WMKSX and WMBDX, 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. 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

-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 Drawdown

Current decline from peak

0.00%

-10.29%

+10.29%

Average Drawdown

Average peak-to-trough decline

-15.66%

-3.20%

-12.46%

Ulcer Index

Depth 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


WMKSXWMBDXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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