WMKTX vs. ABRZX
Compare and contrast key facts about WesMark Tactical Opportunity Fund (WMKTX) and Invesco Balanced-Risk Allocation Fund Class A (ABRZX).
WMKTX is managed by WesMark. It was launched on Feb 28, 2017. ABRZX is an actively managed fund by Invesco. It was launched on Jun 2, 2009.
Performance
WMKTX vs. ABRZX - Performance Comparison
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WMKTX vs. ABRZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMKTX WesMark Tactical Opportunity Fund | -0.47% | 15.41% | 7.19% | 7.10% | -12.40% | 13.90% | 7.01% | 16.62% | -5.20% | 8.33% |
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 11.64% | 8.20% | 3.14% | 5.97% | -14.96% | 9.36% | 9.20% | 9.43% | -7.01% | 6.26% |
Returns By Period
In the year-to-date period, WMKTX achieves a -0.47% return, which is significantly lower than ABRZX's 11.64% return.
WMKTX
- 1D
- 0.16%
- 1M
- -5.64%
- YTD
- -0.47%
- 6M
- 2.07%
- 1Y
- 12.97%
- 3Y*
- 8.87%
- 5Y*
- 4.76%
- 10Y*
- —
ABRZX
- 1D
- 0.89%
- 1M
- -1.09%
- YTD
- 11.64%
- 6M
- 13.79%
- 1Y
- 19.11%
- 3Y*
- 8.79%
- 5Y*
- 3.99%
- 10Y*
- 4.68%
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WMKTX vs. ABRZX - Expense Ratio Comparison
WMKTX has a 1.43% expense ratio, which is higher than ABRZX's 1.41% expense ratio.
Return for Risk
WMKTX vs. ABRZX — Risk / Return Rank
WMKTX
ABRZX
WMKTX vs. ABRZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WesMark Tactical Opportunity Fund (WMKTX) and Invesco Balanced-Risk Allocation Fund Class A (ABRZX). 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.
| WMKTX | ABRZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 2.03 | -0.84 |
Sortino ratioReturn per unit of downside risk | 1.71 | 2.63 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.40 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.66 | -1.21 |
Martin ratioReturn relative to average drawdown | 7.06 | 10.66 | -3.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WMKTX | ABRZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.03 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.33 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.58 | -0.13 |
Correlation
The correlation between WMKTX and ABRZX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WMKTX vs. ABRZX - Dividend Comparison
WMKTX's dividend yield for the trailing twelve months is around 4.34%, more than ABRZX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMKTX WesMark Tactical Opportunity Fund | 4.34% | 4.91% | 1.42% | 0.83% | 2.79% | 11.76% | 0.74% | 3.72% | 0.57% | 2.00% | 0.00% | 0.00% |
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 3.03% | 3.38% | 13.28% | 2.21% | 0.00% | 26.02% | 1.18% | 6.49% | 0.00% | 6.43% | 4.41% | 6.91% |
Drawdowns
WMKTX vs. ABRZX - Drawdown Comparison
The maximum WMKTX drawdown since its inception was -28.48%, which is greater than ABRZX's maximum drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for WMKTX and ABRZX.
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Drawdown Indicators
| WMKTX | ABRZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.48% | -26.62% | -1.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -6.90% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.49% | -19.33% | -6.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.62% | — |
Current DrawdownCurrent decline from peak | -5.64% | -2.36% | -3.28% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -4.79% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.72% | +0.08% |
Volatility
WMKTX vs. ABRZX - Volatility Comparison
The current volatility for WesMark Tactical Opportunity Fund (WMKTX) is 3.27%, while Invesco Balanced-Risk Allocation Fund Class A (ABRZX) has a volatility of 3.98%. This indicates that WMKTX experiences smaller price fluctuations and is considered to be less risky than ABRZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMKTX | ABRZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 3.98% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 6.60% | 7.55% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.36% | 9.36% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.34% | 12.17% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.27% | 10.88% | +2.39% |