WIBMX vs. QDVBX

Last updated Apr 2, 2026

Compare and contrast key facts about Wilmington Broad Market Bond Fund (WIBMX) and Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX).

WIBMX is managed by Wilmington Funds. It was launched on Jul 16, 1993. QDVBX is managed by T. Rowe Price. It was launched on Dec 13, 2019.

Performance

WIBMX vs. QDVBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilmington Broad Market Bond Fund (WIBMX) and Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX). The values are adjusted to include any dividend payments, if applicable.

WIBMX vs. QDVBX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WIBMX Wilmington Broad Market Bond Fund	-0.52%	7.13%	0.68%	5.10%	-12.80%	-1.86%	7.78%	-0.09%
QDVBX Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans	-0.00%	7.64%	1.62%	6.37%	-14.31%	-0.37%	6.70%	-0.10%

Returns By Period

WIBMX

• 1D: 0.11%
• 1M: -1.68%
• YTD: -0.52%
• 6M: 0.22%
• 1Y: 3.27%
• 3Y*: 3.09%
• 5Y*: -0.06%
• 10Y*: —

QDVBX

• 1D: 0.11%
• 1M: -1.23%
• YTD: -0.00%
• 6M: 0.88%
• 1Y: 4.09%
• 3Y*: 4.16%
• 5Y*: 0.24%
• 10Y*: —

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

WIBMX vs. QDVBX - Expense Ratio Comparison

WIBMX has a 0.57% expense ratio, which is higher than QDVBX's 0.04% expense ratio.

WIBMX

Wilmington Broad Market Bond Fund

QDVBX

Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans

Return for Risk

WIBMX vs. QDVBX — Risk / Return Rank

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

WIBMX

WIBMX Risk / Return Rank: 31
WIBMX Sharpe Ratio Rank: 30
WIBMX Sortino Ratio Rank: 26
WIBMX Omega Ratio Rank: 19
WIBMX Calmar Ratio Rank: 47
WIBMX Martin Ratio Rank: 30

QDVBX

QDVBX Risk / Return Rank: 48
QDVBX Sharpe Ratio Rank: 48
QDVBX Sortino Ratio Rank: 48
QDVBX Omega Ratio Rank: 34
QDVBX Calmar Ratio Rank: 68
QDVBX Martin Ratio Rank: 43

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.

WIBMX vs. QDVBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilmington Broad Market Bond Fund (WIBMX) and Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX). 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.

	WIBMX	QDVBX	Difference
Sharpe ratio Return per unit of total volatility	0.81	1.04	-0.23
Sortino ratio Return per unit of downside risk	1.15	1.52	-0.36
Omega ratio Gain probability vs. loss probability	1.14	1.19	-0.04
Calmar ratio Return relative to maximum drawdown	1.40	1.80	-0.40
Martin ratio Return relative to average drawdown	3.89	5.17	-1.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WIBMX vs. QDVBX - Sharpe Ratio Comparison

The current WIBMX Sharpe Ratio is 0.81, which is comparable to the QDVBX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of WIBMX and QDVBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WIBMX	QDVBX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	1.04	-0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	0.04	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.15	+0.21

Correlation

The correlation between WIBMX and QDVBX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

WIBMX vs. QDVBX - Dividend Comparison

WIBMX's dividend yield for the trailing twelve months is around 3.46%, less than QDVBX's 3.51% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
WIBMX Wilmington Broad Market Bond Fund	3.46%	3.98%	2.89%	2.39%	1.87%	1.75%	2.33%	2.55%	0.88%
QDVBX Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans	3.51%	3.51%	3.52%	3.66%	2.56%	1.70%	3.28%	0.00%	0.00%

Drawdowns

WIBMX vs. QDVBX - Drawdown Comparison

The maximum WIBMX drawdown since its inception was -18.13%, smaller than the maximum QDVBX drawdown of -19.86%. Use the drawdown chart below to compare losses from any high point for WIBMX and QDVBX.

Drawdown Indicators

	WIBMX	QDVBX	Difference
Max Drawdown Largest peak-to-trough decline	-18.13%	-19.86%	+1.73%
Max Drawdown (1Y) Largest decline over 1 year	-2.90%	-2.60%	-0.30%
Max Drawdown (5Y) Largest decline over 5 years	-17.64%	-19.86%	+2.22%
Current Drawdown Current decline from peak	-3.59%	-2.09%	-1.50%
Average Drawdown Average peak-to-trough decline	-5.91%	-6.80%	+0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.05%	0.91%	+0.14%

Volatility

WIBMX vs. QDVBX - Volatility Comparison

Wilmington Broad Market Bond Fund (WIBMX) has a higher volatility of 1.61% compared to Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX) at 1.41%. This indicates that WIBMX's price experiences larger fluctuations and is considered to be riskier than QDVBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WIBMX	QDVBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.61%	1.41%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	2.65%	2.54%	+0.11%
Volatility (1Y) Calculated over the trailing 1-year period	4.39%	4.40%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.63%	6.59%	-0.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.13%	6.29%	-1.16%