WMLIX vs. WIBMX

Last updated Jun 3, 2026

WMLIX (Wilmington Large-Cap Strategy Fund) and WIBMX (Wilmington Broad Market Bond Fund) are both mutual funds - WMLIX is a Large Cap Blend Equities fund managed by Wilmington Funds, while WIBMX is a Intermediate Core Bond fund managed by Wilmington Funds. Over the past 5 years, WMLIX returned 13.20%/yr vs -0.09%/yr for WIBMX. At a 0.03 correlation, their price movements are largely independent. WMLIX charges 0.25%/yr vs 0.57%/yr for WIBMX.

Performance

WMLIX vs. WIBMX - Performance Comparison

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

Returns By Period

In the year-to-date period, WMLIX achieves a 11.11% return, which is significantly higher than WIBMX's 0.09% return.

WMLIX

• 1D: 0.27%
• 1M: 5.08%
• YTD: 11.11%
• 6M: 11.43%
• 1Y: 28.42%
• 3Y*: 22.11%
• 5Y*: 13.20%
• 10Y*: 15.78%

WIBMX

• 1D: -0.11%
• 1M: 0.10%
• YTD: 0.09%
• 6M: 0.22%
• 1Y: 4.93%
• 3Y*: 3.57%
• 5Y*: -0.09%
• 10Y*: —

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

WMLIX vs. WIBMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WMLIX Wilmington Large-Cap Strategy Fund	11.11%	17.02%	24.27%	26.23%	-18.93%	26.26%	20.95%	36.37%	-14.13%
WIBMX Wilmington Broad Market Bond Fund	0.09%	7.13%	0.68%	5.10%	-12.80%	-1.86%	7.78%	8.33%	1.65%

Correlation

The correlation between WMLIX and WIBMX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since Sep 25, 2018	0.03

Over the past year, WMLIX and WIBMX have become more correlated (0.24) than their long-term average of 0.03, meaning their price movements have been converging.

Return for Risk

WMLIX vs. WIBMX — Risk / Return Rank

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

WMLIX

WMLIX Risk / Return Rank: 69
WMLIX Sharpe Ratio Rank: 70
WMLIX Sortino Ratio Rank: 63
WMLIX Omega Ratio Rank: 63
WMLIX Calmar Ratio Rank: 71
WMLIX Martin Ratio Rank: 80

WIBMX

WIBMX Risk / Return Rank: 18
WIBMX Sharpe Ratio Rank: 17
WIBMX Sortino Ratio Rank: 17
WIBMX Omega Ratio Rank: 16
WIBMX Calmar Ratio Rank: 21
WIBMX Martin Ratio Rank: 18

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.

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 ratio Return per unit of total volatility	2.43	1.18	+1.26
Sortino ratio Return per unit of downside risk	3.32	1.75	+1.56
Omega ratio Gain probability vs. loss probability	1.44	1.21	+0.23
Calmar ratio Return relative to maximum drawdown	3.27	1.71	+1.56
Martin ratio Return relative to average drawdown	15.09	5.07	+10.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WMLIX vs. WIBMX - Sharpe Ratio Comparison

The current WMLIX Sharpe Ratio is 2.43, which is higher than the WIBMX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of WMLIX and WIBMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WMLIX	WIBMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	1.18	+1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	-0.02	+0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.37	+0.22

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.

Drawdown Indicators

	WMLIX	WIBMX	Difference
Max Drawdown Largest peak-to-trough decline	-55.02%	-18.13%	-36.89%
Max Drawdown (1Y) Largest decline over 1 year	-8.84%	-3.07%	-5.77%
Max Drawdown (3Y) Largest decline over 3 years	-19.15%	-5.97%	-13.18%
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 Drawdown Current decline from peak	0.00%	-2.99%	+2.99%
Average Drawdown Average peak-to-trough decline	-7.40%	-5.85%	-1.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	1.04%	+0.88%

Volatility

WMLIX vs. WIBMX - Volatility Comparison

Wilmington Large-Cap Strategy Fund (WMLIX) has a higher volatility of 2.85% compared to Wilmington Broad Market Bond Fund (WIBMX) at 1.39%. 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.

Volatility by Period

	WMLIX	WIBMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.85%	1.39%	+1.46%
Volatility (6M) Calculated over the trailing 6-month period	8.98%	2.94%	+6.04%
Volatility (1Y) Calculated over the trailing 1-year period	11.95%	4.01%	+7.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.22%	5.67%	+11.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.37%	5.12%	+13.25%

WMLIX vs. WIBMX - Expense Ratio Comparison

WMLIX has a 0.25% expense ratio, which is lower than WIBMX's 0.57% expense ratio.

Dividends

WMLIX vs. WIBMX - Dividend Comparison

WMLIX's dividend yield for the trailing twelve months is around 11.00%, more than WIBMX's 3.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WIBMX Wilmington Broad Market Bond Fund	3.81%	3.98%	2.89%	2.39%	1.87%	1.75%	2.33%	2.55%	0.88%	0.00%	0.00%	0.00%
WMLIX Wilmington Large-Cap Strategy Fund	11.00%	12.22%	7.56%	6.47%	12.73%	5.47%	9.13%	9.34%	6.57%	1.55%	1.81%	8.28%

Frequently Asked Questions

Can I hold both WMLIX and WIBMX in my portfolio?

WMLIX and WIBMX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WMLIX or WIBMX?

WMLIX has higher volatility (2.85%) compared to WIBMX (1.39%). In terms of maximum drawdown, WMLIX dropped -55.02% vs WIBMX's -18.13%.

Which has better risk-adjusted returns?

WMLIX currently has the higher Sharpe Ratio (2.43 vs 1.18), 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.