WIBMX vs. WMRIX
WIBMX (Wilmington Broad Market Bond Fund) and WMRIX (Wilmington Real Asset Fund) are both mutual funds - WIBMX is a Intermediate Core Bond fund managed by Wilmington Funds, while WMRIX is a Global Allocation fund managed by Wilmington Funds. Over the past 5 years, WIBMX returned -0.66%/yr vs 5.55%/yr for WMRIX. Their 0.11 correlation means their historical movements had little consistent relationship. WIBMX charges 0.57%/yr vs 0.64%/yr for WMRIX.
Performance
WIBMX vs. WMRIX - Performance Comparison
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Returns By Period
In the year-to-date period, WIBMX achieves a -0.97% return, which is significantly lower than WMRIX's 17.01% return.
WIBMX
- 1D
- 0.00%
- 1M
- -1.15%
- 6M
- -1.06%
- YTD
- -0.97%
- 1Y
- 1.54%
- 3Y*
- 3.20%
- 5Y*
- -0.66%
- 10Y*
- —
- ALL TIME*
- 1.69%
WMRIX
- 1D
- -0.12%
- 1M
- 4.19%
- 6M
- 9.61%
- YTD
- 17.01%
- 1Y
- 25.22%
- 3Y*
- 10.64%
- 5Y*
- 5.55%
- 10Y*
- 5.53%
- ALL TIME*
- 6.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WIBMX vs. WMRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WIBMX Wilmington Broad Market Bond Fund | -0.97% | 7.13% | 0.68% | 5.10% | -12.80% | -1.86% | 7.78% | 8.33% | 1.65% |
WMRIX Wilmington Real Asset Fund | 17.01% | 12.79% | 2.57% | 1.12% | -8.03% | 21.49% | -2.19% | 16.85% | -6.20% |
Correlation
The correlation between WIBMX and WMRIX is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2018 | 0.11 |
The correlation between WIBMX and WMRIX shifts across timeframes, from 0.02 (1 year) to 0.20 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
WIBMX vs. WMRIX — Risk / Return Rank
WIBMX
WMRIX
WIBMX vs. WMRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilmington Broad Market Bond Fund (WIBMX) 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.
| WIBMX | WMRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.47 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 3.27 | -2.39 |
| Martin ratioReturn relative to average drawdown | 2.10 | 11.12 | -9.03 |
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Drawdowns
WIBMX vs. WMRIX - Drawdown Comparison
The maximum WIBMX drawdown since its inception was -18.13%, smaller than the maximum WMRIX drawdown of -37.84%. Use the drawdown chart below to compare losses from any high point for WIBMX and WMRIX.
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Drawdown Indicators
| WIBMX | WMRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.13% | -37.84% | +19.71% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -7.13% | +4.06% |
Max Drawdown (3Y)Largest decline over 3 years | -5.10% | -10.95% | +5.85% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -22.03% | +4.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.27% | — |
Current DrawdownCurrent decline from peak | -4.02% | -2.03% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -7.15% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 2.10% | -0.82% |
Volatility
WIBMX vs. WMRIX - Volatility Comparison
The current volatility for Wilmington Broad Market Bond Fund (WIBMX) is 1.04%, while Wilmington Real Asset Fund (WMRIX) has a volatility of 1.99%. This indicates that WIBMX 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
| WIBMX | WMRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 1.99% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 6.65% | -3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.94% | 8.89% | -4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.69% | 11.44% | -5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.09% | 12.51% | -7.42% |
WIBMX vs. WMRIX - Expense Ratio Comparison
WIBMX has a 0.57% expense ratio, which is lower than WMRIX's 0.64% expense ratio.
Dividends
WIBMX vs. WMRIX - Dividend Comparison
WIBMX's dividend yield for the trailing twelve months is around 3.56%, less than WMRIX's 6.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WIBMX Wilmington Broad Market Bond Fund | 3.56% | 3.98% | 2.89% | 2.39% | 1.87% | 1.75% | 2.33% | 2.55% | 0.88% | 0.00% | 0.00% | 0.00% |
WMRIX Wilmington Real Asset Fund | 6.09% | 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
WIBMX and WMRIX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMRIX has higher volatility (1.99%) compared to WIBMX (1.04%). In terms of maximum drawdown, WIBMX dropped -18.13% vs WMRIX's -37.84%.
WMRIX currently has the higher Sharpe Ratio (2.63 vs 0.68), 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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