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WIBMX vs. WTAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WIBMX vs. WTAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilmington Broad Market Bond Fund (WIBMX) and Wilmington Municipal Bond Fund (WTAIX). The values are adjusted to include any dividend payments, if applicable.

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WIBMX vs. WTAIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WIBMX
Wilmington Broad Market Bond Fund
-0.64%7.13%0.68%5.10%-12.80%-1.86%7.78%8.33%1.65%
WTAIX
Wilmington Municipal Bond Fund
-0.77%5.05%0.73%5.14%-8.01%0.55%2.60%7.12%2.03%

Returns By Period

In the year-to-date period, WIBMX achieves a -0.64% return, which is significantly higher than WTAIX's -0.77% return.


WIBMX

1D
0.57%
1M
-2.34%
YTD
-0.64%
6M
0.34%
1Y
3.38%
3Y*
3.05%
5Y*
-0.03%
10Y*

WTAIX

1D
0.08%
1M
-2.68%
YTD
-0.77%
6M
0.54%
1Y
3.93%
3Y*
2.43%
5Y*
0.57%
10Y*
1.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WIBMX vs. WTAIX - Expense Ratio Comparison

WIBMX has a 0.57% expense ratio, which is higher than WTAIX's 0.49% expense ratio.


Return for Risk

WIBMX vs. WTAIX — Risk / Return Rank

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

WIBMX
WIBMX Risk / Return Rank: 4545
Overall Rank
WIBMX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
WIBMX Sortino Ratio Rank: 4141
Sortino Ratio Rank
WIBMX Omega Ratio Rank: 3030
Omega Ratio Rank
WIBMX Calmar Ratio Rank: 6868
Calmar Ratio Rank
WIBMX Martin Ratio Rank: 4242
Martin Ratio Rank

WTAIX
WTAIX Risk / Return Rank: 6464
Overall Rank
WTAIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WTAIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
WTAIX Omega Ratio Rank: 8585
Omega Ratio Rank
WTAIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
WTAIX Martin Ratio Rank: 5050
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.

WIBMX vs. WTAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilmington Broad Market Bond Fund (WIBMX) and Wilmington Municipal Bond Fund (WTAIX). 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.


WIBMXWTAIXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.23

-0.32

Sortino ratio

Return per unit of downside risk

1.29

1.63

-0.33

Omega ratio

Gain probability vs. loss probability

1.16

1.35

-0.19

Calmar ratio

Return relative to maximum drawdown

1.57

1.26

+0.31

Martin ratio

Return relative to average drawdown

4.39

4.95

-0.56

WIBMX vs. WTAIX - Sharpe Ratio Comparison

The current WIBMX Sharpe Ratio is 0.90, which is comparable to the WTAIX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of WIBMX and WTAIX, 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


WIBMXWTAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.23

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.19

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.13

-0.78

Correlation

The correlation between WIBMX and WTAIX is 0.52, 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

WIBMX vs. WTAIX - Dividend Comparison

WIBMX's dividend yield for the trailing twelve months is around 3.46%, more than WTAIX's 2.47% yield.


TTM20252024202320222021202020192018201720162015
WIBMX
Wilmington Broad Market Bond Fund
3.46%3.98%2.89%2.39%1.87%1.75%2.33%2.55%0.88%0.00%0.00%0.00%
WTAIX
Wilmington Municipal Bond Fund
2.47%2.85%2.11%2.03%1.45%1.68%1.72%3.84%2.15%2.92%2.63%3.81%

Drawdowns

WIBMX vs. WTAIX - Drawdown Comparison

The maximum WIBMX drawdown since its inception was -18.13%, which is greater than WTAIX's maximum drawdown of -12.35%. Use the drawdown chart below to compare losses from any high point for WIBMX and WTAIX.


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Drawdown Indicators


WIBMXWTAIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.13%

-12.35%

-5.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-3.66%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-12.35%

-5.29%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

Current Drawdown

Current decline from peak

-3.70%

-2.68%

-1.02%

Average Drawdown

Average peak-to-trough decline

-5.91%

-1.64%

-4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.93%

+0.11%

Volatility

WIBMX vs. WTAIX - Volatility Comparison

Wilmington Broad Market Bond Fund (WIBMX) has a higher volatility of 1.67% compared to Wilmington Municipal Bond Fund (WTAIX) at 0.89%. This indicates that WIBMX's price experiences larger fluctuations and is considered to be riskier than WTAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WIBMXWTAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

0.89%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

1.39%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

3.63%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

3.05%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

3.43%

+1.70%