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GLBIX vs. WMRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLBIX vs. WMRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leuthold Global Fund (GLBIX) and Wilmington Real Asset Fund (WMRIX). The values are adjusted to include any dividend payments, if applicable.

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GLBIX vs. WMRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLBIX
Leuthold Global Fund
3.92%17.72%1.08%8.32%-7.91%15.01%7.52%9.36%-12.85%16.84%
WMRIX
Wilmington Real Asset Fund
10.27%12.79%2.57%1.12%-8.03%21.49%-2.19%16.85%-7.21%11.81%

Returns By Period

In the year-to-date period, GLBIX achieves a 3.92% return, which is significantly lower than WMRIX's 10.27% return. Both investments have delivered pretty close results over the past 10 years, with GLBIX having a 5.54% annualized return and WMRIX not far behind at 5.44%.


GLBIX

1D
-0.71%
1M
-5.31%
YTD
3.92%
6M
6.71%
1Y
18.18%
3Y*
9.78%
5Y*
5.87%
10Y*
5.54%

WMRIX

1D
0.19%
1M
-1.54%
YTD
10.27%
6M
12.47%
1Y
17.95%
3Y*
9.54%
5Y*
6.81%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLBIX vs. WMRIX - Expense Ratio Comparison

GLBIX has a 1.57% expense ratio, which is higher than WMRIX's 0.64% expense ratio.


Return for Risk

GLBIX vs. WMRIX — Risk / Return Rank

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

GLBIX
GLBIX Risk / Return Rank: 9191
Overall Rank
GLBIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GLBIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
GLBIX Omega Ratio Rank: 8989
Omega Ratio Rank
GLBIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLBIX Martin Ratio Rank: 9090
Martin Ratio Rank

WMRIX
WMRIX Risk / Return Rank: 8383
Overall Rank
WMRIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WMRIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
WMRIX Omega Ratio Rank: 8282
Omega Ratio Rank
WMRIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
WMRIX Martin Ratio Rank: 9090
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.

GLBIX vs. WMRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leuthold Global Fund (GLBIX) and Wilmington Real Asset Fund (WMRIX). 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.


GLBIXWMRIXDifference

Sharpe ratio

Return per unit of total volatility

2.08

1.63

+0.45

Sortino ratio

Return per unit of downside risk

2.82

2.12

+0.69

Omega ratio

Gain probability vs. loss probability

1.40

1.33

+0.07

Calmar ratio

Return relative to maximum drawdown

2.68

1.86

+0.82

Martin ratio

Return relative to average drawdown

10.28

10.31

-0.03

GLBIX vs. WMRIX - Sharpe Ratio Comparison

The current GLBIX Sharpe Ratio is 2.08, which is comparable to the WMRIX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of GLBIX and WMRIX, 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


GLBIXWMRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

1.63

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.59

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.44

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.54

+0.15

Correlation

The correlation between GLBIX and WMRIX is 0.70, 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

GLBIX vs. WMRIX - Dividend Comparison

GLBIX's dividend yield for the trailing twelve months is around 9.35%, more than WMRIX's 6.49% yield.


TTM20252024202320222021202020192018201720162015
GLBIX
Leuthold Global Fund
9.35%9.71%8.31%2.52%5.18%1.89%0.25%1.04%8.48%9.31%9.66%3.75%
WMRIX
Wilmington Real Asset Fund
6.49%7.15%1.02%3.51%6.07%9.29%1.99%3.03%2.84%2.73%0.00%5.31%

Drawdowns

GLBIX vs. WMRIX - Drawdown Comparison

The maximum GLBIX drawdown since its inception was -26.82%, smaller than the maximum WMRIX drawdown of -37.84%. Use the drawdown chart below to compare losses from any high point for GLBIX and WMRIX.


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Drawdown Indicators


GLBIXWMRIXDifference

Max Drawdown

Largest peak-to-trough decline

-26.82%

-37.84%

+11.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-9.91%

+3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

-22.03%

+5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-26.82%

-31.27%

+4.45%

Current Drawdown

Current decline from peak

-6.39%

-2.56%

-3.83%

Average Drawdown

Average peak-to-trough decline

-4.90%

-7.22%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.79%

-0.12%

Volatility

GLBIX vs. WMRIX - Volatility Comparison

Leuthold Global Fund (GLBIX) has a higher volatility of 3.94% compared to Wilmington Real Asset Fund (WMRIX) at 2.82%. This indicates that GLBIX's price experiences larger fluctuations and is considered to be riskier than WMRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLBIXWMRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

2.82%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

6.43%

7.04%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

8.61%

11.38%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.06%

11.54%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.55%

12.48%

-2.93%