DFXIX vs. WIBMX

Last updated Jun 23, 2026

DFXIX (DFA Diversified Fixed Income Portfolio) and WIBMX (Wilmington Broad Market Bond Fund) are both Intermediate Core Bond funds. Over the past 5 years, DFXIX returned 1.34%/yr vs -0.20%/yr for WIBMX. Their correlation of 0.89 suggests significant overlap in exposure. DFXIX charges 0.15%/yr vs 0.57%/yr for WIBMX.

Performance

DFXIX vs. WIBMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Diversified Fixed Income Portfolio (DFXIX) and Wilmington Broad Market Bond Fund (WIBMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFXIX achieves a 0.94% return, which is significantly higher than WIBMX's 0.20% return.

DFXIX

• 1D: 0.21%
• 1M: 0.54%
• YTD: 0.94%
• 6M: 1.05%
• 1Y: 4.10%
• 3Y*: 4.17%
• 5Y*: 1.34%
• 10Y*: —

WIBMX

• 1D: 0.34%
• 1M: 1.02%
• YTD: 0.20%
• 6M: 0.67%
• 1Y: 4.57%
• 3Y*: 3.61%
• 5Y*: -0.20%
• 10Y*: —

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

DFXIX vs. WIBMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DFXIX DFA Diversified Fixed Income Portfolio	0.94%	5.85%	3.05%	4.93%	-7.88%	-0.56%	5.90%	5.54%	1.87%
WIBMX Wilmington Broad Market Bond Fund	0.20%	7.13%	0.68%	5.10%	-12.80%	-1.86%	7.78%	8.33%	1.65%

Correlation

The correlation between DFXIX and WIBMX is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Sep 24, 2018	0.89

The correlation between DFXIX and WIBMX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

Return for Risk

DFXIX vs. WIBMX — Risk / Return Rank

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

DFXIX

DFXIX Risk / Return Rank: 39
DFXIX Sharpe Ratio Rank: 37
DFXIX Sortino Ratio Rank: 39
DFXIX Omega Ratio Rank: 36
DFXIX Calmar Ratio Rank: 47
DFXIX Martin Ratio Rank: 35

WIBMX

WIBMX Risk / Return Rank: 18
WIBMX Sharpe Ratio Rank: 19
WIBMX Sortino Ratio Rank: 19
WIBMX Omega Ratio Rank: 17
WIBMX Calmar Ratio Rank: 19
WIBMX Martin Ratio Rank: 16

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.

DFXIX vs. WIBMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Diversified Fixed Income Portfolio (DFXIX) and Wilmington Broad Market Bond Fund (WIBMX). 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.

	DFXIX	WIBMX	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.15	+0.48
Sortino ratio: Return per unit of downside risk	2.44	1.72	+0.72
Omega ratio: Gain probability vs. loss probability	1.30	1.20	+0.09
Calmar ratio: Return relative to maximum drawdown	2.51	1.49	+1.02
Martin ratio: Return relative to average drawdown	7.31	4.13	+3.19

DFXIX vs. WIBMX - Sharpe Ratio Comparison

The current DFXIX Sharpe Ratio is 1.63, which is higher than the WIBMX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of DFXIX and WIBMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFXIX vs. WIBMX - Drawdown Comparison

The maximum DFXIX drawdown since its inception was -10.51%, smaller than the maximum WIBMX drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for DFXIX and WIBMX.

Drawdown Indicators

	DFXIX	WIBMX	Difference
Max Drawdown Largest peak-to-trough decline	-10.51%	-18.13%	+7.62%
Max Drawdown (1Y) Largest decline over 1 year	-1.69%	-3.07%	+1.38%
Max Drawdown (3Y) Largest decline over 3 years	-2.00%	-5.97%	+3.97%
Max Drawdown (5Y) Largest decline over 5 years	-10.51%	-17.64%	+7.13%
Current Drawdown Current decline from peak	-0.66%	-2.88%	+2.22%
Average Drawdown Average peak-to-trough decline	-2.31%	-5.83%	+3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.58%	1.11%	-0.53%

Volatility

DFXIX vs. WIBMX - Volatility Comparison

The current volatility for DFA Diversified Fixed Income Portfolio (DFXIX) is 0.90%, while Wilmington Broad Market Bond Fund (WIBMX) has a volatility of 1.28%. This indicates that DFXIX experiences smaller price fluctuations and is considered to be less risky than WIBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFXIX	WIBMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.90%	1.28%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	1.94%	3.01%	-1.07%
Volatility (1Y) Calculated over the trailing 1-year period	2.59%	3.97%	-1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.59%	5.68%	-2.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.14%	5.11%	-1.97%

DFXIX vs. WIBMX - Expense Ratio Comparison

DFXIX has a 0.15% expense ratio, which is lower than WIBMX's 0.57% expense ratio.

Dividends

DFXIX vs. WIBMX - Dividend Comparison

DFXIX's dividend yield for the trailing twelve months is around 3.70%, less than WIBMX's 3.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFXIX DFA Diversified Fixed Income Portfolio	3.70%	3.21%	3.72%	3.02%	2.69%	2.31%	1.39%	2.11%	2.10%	1.09%
WIBMX Wilmington Broad Market Bond Fund	3.81%	3.98%	2.89%	2.39%	1.87%	1.75%	2.33%	2.55%	0.88%	0.00%

Frequently Asked Questions

Can I hold both DFXIX and WIBMX in my portfolio?

DFXIX and WIBMX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFXIX or WIBMX?

WIBMX has higher volatility (1.28%) compared to DFXIX (0.90%). In terms of maximum drawdown, DFXIX dropped -10.51% vs WIBMX's -18.13%.

Which has better risk-adjusted returns?

DFXIX currently has the higher Sharpe Ratio (1.63 vs 1.15), 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.