WIBMX vs. PRCIX
WIBMX (Wilmington Broad Market Bond Fund) and PRCIX (T. Rowe Price New Income Fund) are both Intermediate Core Bond funds. Over the past 5 years, WIBMX returned -0.21%/yr vs 0.05%/yr for PRCIX. Their correlation of 0.94 suggests significant overlap in exposure. WIBMX charges 0.57%/yr vs 0.44%/yr for PRCIX.
Performance
WIBMX vs. PRCIX - Performance Comparison
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Returns By Period
In the year-to-date period, WIBMX achieves a -0.14% return, which is significantly higher than PRCIX's -0.25% return.
WIBMX
- 1D
- -0.34%
- 1M
- 0.67%
- YTD
- -0.14%
- 6M
- 0.33%
- 1Y
- 3.97%
- 3Y*
- 3.45%
- 5Y*
- -0.21%
- 10Y*
- —
PRCIX
- 1D
- -0.38%
- 1M
- 0.62%
- YTD
- -0.25%
- 6M
- 0.63%
- 1Y
- 5.54%
- 3Y*
- 4.60%
- 5Y*
- 0.05%
- 10Y*
- 1.53%
WIBMX vs. PRCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WIBMX Wilmington Broad Market Bond Fund | -0.14% | 7.13% | 0.68% | 5.10% | -12.80% | -1.86% | 7.78% | 8.33% | 1.65% |
PRCIX T. Rowe Price New Income Fund | -0.25% | 8.74% | 2.50% | 5.31% | -14.87% | -0.54% | 5.77% | 9.28% | 1.37% |
Correlation
The correlation between WIBMX and PRCIX is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2018 | 0.94 |
The correlation between WIBMX and PRCIX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
WIBMX vs. PRCIX — Risk / Return Rank
WIBMX
PRCIX
WIBMX vs. PRCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilmington Broad Market Bond Fund (WIBMX) and T. Rowe Price New Income Fund (PRCIX). 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.
| WIBMX | PRCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.93 | -0.56 |
| Martin ratioReturn relative to average drawdown | 3.78 | 5.49 | -1.70 |
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Drawdowns
WIBMX vs. PRCIX - Drawdown Comparison
The maximum WIBMX drawdown since its inception was -18.13%, smaller than the maximum PRCIX drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for WIBMX and PRCIX.
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Drawdown Indicators
| WIBMX | PRCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.13% | -22.34% | +4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -3.02% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -5.97% | -6.00% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -19.65% | +2.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.65% | — |
Current DrawdownCurrent decline from peak | -3.22% | -1.79% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -5.83% | -4.40% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 1.06% | +0.06% |
Volatility
WIBMX vs. PRCIX - Volatility Comparison
Wilmington Broad Market Bond Fund (WIBMX) and T. Rowe Price New Income Fund (PRCIX) have volatilities of 1.27% and 1.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIBMX | PRCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 1.26% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 3.02% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 3.97% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.68% | 5.97% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.11% | 4.96% | +0.15% |
WIBMX vs. PRCIX - Expense Ratio Comparison
WIBMX has a 0.57% expense ratio, which is higher than PRCIX's 0.44% expense ratio.
Dividends
WIBMX vs. PRCIX - Dividend Comparison
WIBMX's dividend yield for the trailing twelve months is around 3.82%, less than PRCIX's 5.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRCIX T. Rowe Price New Income Fund | 5.97% | 5.94% | 5.65% | 4.37% | 1.80% | 2.65% | 3.33% | 2.88% | 3.03% | 2.66% | 2.56% | 2.55% |
WIBMX Wilmington Broad Market Bond Fund | 3.82% | 3.98% | 2.89% | 2.39% | 1.87% | 1.75% | 2.33% | 2.55% | 0.88% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, WIBMX and PRCIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WIBMX has higher volatility (1.27%) compared to PRCIX (1.26%). In terms of maximum drawdown, WIBMX dropped -18.13% vs PRCIX's -22.34%.
PRCIX currently has the higher Sharpe Ratio (1.47 vs 1.06), 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.
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