WMLIX vs. WIBMX
Compare and contrast key facts about Wilmington Large-Cap Strategy Fund (WMLIX) and Wilmington Broad Market Bond Fund (WIBMX).
WMLIX is managed by Wilmington Funds. It was launched on Jul 1, 2003. WIBMX is managed by Wilmington Funds. It was launched on Jul 16, 1993.
Performance
WMLIX vs. WIBMX - Performance Comparison
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WMLIX vs. WIBMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WMLIX Wilmington Large-Cap Strategy Fund | -6.95% | 17.02% | 24.27% | 26.23% | -18.93% | 26.26% | 20.95% | 36.37% | -14.13% |
WIBMX Wilmington Broad Market Bond Fund | -0.64% | 7.13% | 0.68% | 5.10% | -12.80% | -1.86% | 7.78% | 8.33% | 1.65% |
Returns By Period
In the year-to-date period, WMLIX achieves a -6.95% return, which is significantly lower than WIBMX's -0.64% return.
WMLIX
- 1D
- -0.39%
- 1M
- -7.67%
- YTD
- -6.95%
- 6M
- -4.77%
- 1Y
- 14.12%
- 3Y*
- 16.76%
- 5Y*
- 10.54%
- 10Y*
- 13.97%
WIBMX
- 1D
- 0.57%
- 1M
- -2.34%
- YTD
- -0.64%
- 6M
- 0.34%
- 1Y
- 3.38%
- 3Y*
- 3.05%
- 5Y*
- -0.03%
- 10Y*
- —
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WMLIX vs. WIBMX - Expense Ratio Comparison
WMLIX has a 0.25% expense ratio, which is lower than WIBMX's 0.57% expense ratio.
Return for Risk
WMLIX vs. WIBMX — Risk / Return Rank
WMLIX
WIBMX
WMLIX vs. WIBMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilmington Large-Cap Strategy Fund (WMLIX) and Wilmington Broad Market Bond Fund (WIBMX). 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.
| WMLIX | WIBMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.90 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.29 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.57 | -0.56 |
Martin ratioReturn relative to average drawdown | 4.90 | 4.39 | +0.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WMLIX | WIBMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.90 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | -0.00 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.35 | +0.19 |
Correlation
The correlation between WMLIX and WIBMX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WMLIX vs. WIBMX - Dividend Comparison
WMLIX's dividend yield for the trailing twelve months is around 13.13%, more than WIBMX's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMLIX Wilmington Large-Cap Strategy Fund | 13.13% | 12.22% | 7.56% | 6.47% | 12.73% | 5.47% | 9.13% | 9.34% | 6.57% | 1.55% | 1.81% | 8.28% |
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% |
Drawdowns
WMLIX vs. WIBMX - Drawdown Comparison
The maximum WMLIX drawdown since its inception was -55.02%, which is greater than WIBMX's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for WMLIX and WIBMX.
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Drawdown Indicators
| WMLIX | WIBMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.02% | -18.13% | -36.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -2.90% | -9.40% |
Max Drawdown (5Y)Largest decline over 5 years | -25.01% | -17.64% | -7.37% |
Max Drawdown (10Y)Largest decline over 10 years | -34.27% | — | — |
Current DrawdownCurrent decline from peak | -8.84% | -3.70% | -5.14% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -5.91% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.04% | +1.49% |
Volatility
WMLIX vs. WIBMX - Volatility Comparison
Wilmington Large-Cap Strategy Fund (WMLIX) has a higher volatility of 4.28% compared to Wilmington Broad Market Bond Fund (WIBMX) at 1.67%. This indicates that WMLIX's price experiences larger fluctuations and is considered to be riskier than WIBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMLIX | WIBMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 1.67% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 2.66% | +6.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.26% | 4.39% | +13.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 5.63% | +11.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 5.13% | +13.20% |