LSWWX vs. WMRIX

Last updated Aug 4, 2026

LSWWX (Loomis Sayles Global Allocation Fund) and WMRIX (Wilmington Real Asset Fund) are both Global Allocation funds. Over the past 10 years, LSWWX returned 9.51%/yr vs 5.56%/yr for WMRIX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. LSWWX charges 0.89%/yr vs 0.64%/yr for WMRIX.

Performance

LSWWX vs. WMRIX - Performance Comparison

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

Returns By Period

In the year-to-date period, LSWWX achieves a 7.35% return, which is significantly lower than WMRIX's 16.46% return. Over the past 10 years, LSWWX has outperformed WMRIX with an annualized return of 9.51%, while WMRIX has yielded a comparatively lower 5.56% annualized return.

LSWWX

• 1D: 0.84%
• 1M: -0.04%
• 6M: 3.72%
• YTD: 7.35%
• 1Y: 14.77%
• 3Y*: 12.98%
• 5Y*: 5.86%
• 10Y*: 9.51%
• ALL TIME*: 9.43%

WMRIX

• 1D: -0.47%
• 1M: 3.70%
• 6M: 11.32%
• YTD: 16.46%
• 1Y: 24.63%
• 3Y*: 10.71%
• 5Y*: 5.45%
• 10Y*: 5.56%
• ALL TIME*: 6.46%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LSWWX Loomis Sayles Global Allocation Fund	$0.00	$0.00	$0.00
WMRIX Wilmington Real Asset Fund	$0.00	$0.00	$0.00

LSWWX vs. WMRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSWWX Loomis Sayles Global Allocation Fund	7.35%	12.83%	12.61%	22.39%	-23.13%	14.46%	15.35%	26.81%	-5.10%	22.12%
WMRIX Wilmington Real Asset Fund	16.46%	12.79%	2.57%	1.12%	-8.03%	21.49%	-2.19%	16.85%	-7.21%	11.81%

Correlation

The correlation between LSWWX and WMRIX is 0.11, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.11
Correlation (3Y) Balances recent behavior with more history.	0.38
Correlation (5Y) Shows whether the relationship held over a longer period.	0.48
Correlation (10Y) Provides a long-term view across more market conditions.	0.55
Correlation (All Time) Calculated using the full available price history since Jul 16, 2003	0.60

Over the past year, the correlation between LSWWX and WMRIX has dropped to 0.11 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

Return for Risk

LSWWX vs. WMRIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LSWWX

LSWWX Risk / Return Rank: 54
LSWWX Sharpe Ratio Rank: 49
LSWWX Sortino Ratio Rank: 52
LSWWX Omega Ratio Rank: 45
LSWWX Calmar Ratio Rank: 58
LSWWX Martin Ratio Rank: 65

WMRIX

WMRIX Risk / Return Rank: 92
WMRIX Sharpe Ratio Rank: 97
WMRIX Sortino Ratio Rank: 94
WMRIX Omega Ratio Rank: 91
WMRIX Calmar Ratio Rank: 89
WMRIX Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LSWWX vs. WMRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Allocation Fund (LSWWX) 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.

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.

	LSWWX	WMRIX	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.80	-1.34
Sortino ratio: Return per unit of downside risk	2.15	3.77	-1.62
Omega ratio: Gain probability vs. loss probability	1.26	1.50	-0.24
Calmar ratio: Return relative to maximum drawdown	2.18	3.43	-1.25
Martin ratio: Return relative to average drawdown	8.92	11.67	-2.75

LSWWX vs. WMRIX - Sharpe Ratio Comparison

The current LSWWX Sharpe Ratio is 1.47, which is lower than the WMRIX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of LSWWX and WMRIX, 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

LSWWX vs. WMRIX - Drawdown Comparison

The maximum LSWWX drawdown since its inception was -48.31%, which is greater than WMRIX's maximum drawdown of -37.84%. Use the drawdown chart below to compare losses from any high point for LSWWX and WMRIX.

Drawdown Indicators

	LSWWX	WMRIX	Difference
Max Drawdown Largest peak-to-trough decline	-48.31%	-37.84%	-10.47%
Max Drawdown (1Y) Largest decline over 1 year	-7.94%	-7.13%	-0.81%
Max Drawdown (3Y) Largest decline over 3 years	-16.82%	-10.95%	-5.87%
Max Drawdown (5Y) Largest decline over 5 years	-30.80%	-22.03%	-8.77%
Max Drawdown (10Y) Largest decline over 10 years	-30.80%	-31.27%	+0.47%
Current Drawdown Current decline from peak	-0.61%	-2.49%	+1.88%
Average Drawdown Average peak-to-trough decline	-7.29%	-7.15%	-0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	2.09%	-0.26%

Volatility

LSWWX vs. WMRIX - Volatility Comparison

Loomis Sayles Global Allocation Fund (LSWWX) has a higher volatility of 2.76% compared to Wilmington Real Asset Fund (WMRIX) at 2.10%. This indicates that LSWWX'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.

Volatility by Period

	LSWWX	WMRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.76%	2.10%	+0.66%
Volatility (6M) Calculated over the trailing 6-month period	9.33%	6.59%	+2.74%
Volatility (1Y) Calculated over the trailing 1-year period	11.85%	8.87%	+2.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.24%	11.44%	+3.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.89%	12.51%	+1.38%

LSWWX vs. WMRIX - Expense Ratio Comparison

LSWWX has a 0.89% expense ratio, which is higher than WMRIX's 0.64% expense ratio.

Dividends

LSWWX vs. WMRIX - Dividend Comparison

LSWWX's dividend yield for the trailing twelve months is around 7.28%, more than WMRIX's 6.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSWWX Loomis Sayles Global Allocation Fund	7.28%	7.81%	7.53%	4.01%	10.19%	7.66%	6.21%	2.93%	4.80%	2.37%	1.53%	5.76%
WMRIX Wilmington Real Asset Fund	6.12%	7.15%	1.02%	3.51%	6.07%	9.29%	1.99%	3.03%	2.84%	2.73%	0.00%	5.31%

Frequently Asked Questions

Can I hold both LSWWX and WMRIX in my portfolio?

LSWWX and WMRIX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LSWWX or WMRIX?

LSWWX has higher volatility (2.76%) compared to WMRIX (2.10%). In terms of maximum drawdown, LSWWX dropped -48.31% vs WMRIX's -37.84%.

Which has better risk-adjusted returns?

WMRIX currently has the higher Sharpe Ratio (2.80 vs 1.47), 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.