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MSTGX vs. WMRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSTGX vs. WMRIX - Performance Comparison

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

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MSTGX vs. WMRIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MSTGX
Morningstar Global Income Fund
2.70%12.04%5.36%11.91%-11.18%8.46%3.92%19.97%-3.56%
WMRIX
Wilmington Real Asset Fund
10.27%12.79%2.57%1.12%-8.03%21.49%-2.19%16.85%-2.13%

Returns By Period

In the year-to-date period, MSTGX achieves a 2.70% return, which is significantly lower than WMRIX's 10.27% return.


MSTGX

1D
0.10%
1M
-4.29%
YTD
2.70%
6M
3.75%
1Y
9.63%
3Y*
9.47%
5Y*
4.91%
10Y*

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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MSTGX vs. WMRIX - Expense Ratio Comparison

MSTGX has a 0.62% expense ratio, which is lower than WMRIX's 0.64% expense ratio.


Return for Risk

MSTGX vs. WMRIX — Risk / Return Rank

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

MSTGX
MSTGX Risk / Return Rank: 7979
Overall Rank
MSTGX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MSTGX Sortino Ratio Rank: 7979
Sortino Ratio Rank
MSTGX Omega Ratio Rank: 7676
Omega Ratio Rank
MSTGX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MSTGX Martin Ratio Rank: 8585
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.

MSTGX vs. WMRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morningstar Global Income Fund (MSTGX) 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.


MSTGXWMRIXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.63

-0.28

Sortino ratio

Return per unit of downside risk

1.99

2.12

-0.13

Omega ratio

Gain probability vs. loss probability

1.29

1.33

-0.04

Calmar ratio

Return relative to maximum drawdown

1.92

1.86

+0.06

Martin ratio

Return relative to average drawdown

8.90

10.31

-1.42

MSTGX vs. WMRIX - Sharpe Ratio Comparison

The current MSTGX Sharpe Ratio is 1.35, which is comparable to the WMRIX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of MSTGX 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


MSTGXWMRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.63

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.59

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.54

+0.05

Correlation

The correlation between MSTGX and WMRIX is 0.69, 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

MSTGX vs. WMRIX - Dividend Comparison

MSTGX's dividend yield for the trailing twelve months is around 2.54%, less than WMRIX's 6.49% yield.


TTM20252024202320222021202020192018201720162015
MSTGX
Morningstar Global Income Fund
2.54%2.97%6.64%6.32%8.79%10.48%2.96%4.11%0.56%0.00%0.00%0.00%
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

MSTGX vs. WMRIX - Drawdown Comparison

The maximum MSTGX drawdown since its inception was -27.52%, smaller than the maximum WMRIX drawdown of -37.84%. Use the drawdown chart below to compare losses from any high point for MSTGX and WMRIX.


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Drawdown Indicators


MSTGXWMRIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.52%

-37.84%

+10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-9.91%

+3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-19.64%

-22.03%

+2.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.27%

Current Drawdown

Current decline from peak

-4.29%

-2.56%

-1.73%

Average Drawdown

Average peak-to-trough decline

-4.38%

-7.22%

+2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.79%

-0.37%

Volatility

MSTGX vs. WMRIX - Volatility Comparison

The current volatility for Morningstar Global Income Fund (MSTGX) is 2.09%, while Wilmington Real Asset Fund (WMRIX) has a volatility of 2.82%. This indicates that MSTGX experiences smaller price fluctuations and is considered to be less risky 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


MSTGXWMRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

2.82%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

7.04%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

8.68%

11.38%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.14%

11.54%

-3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.90%

12.48%

-1.58%