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WMRIX vs. CIBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMRIX vs. CIBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilmington Real Asset Fund (WMRIX) and American Funds Capital Income Builder Fund Class F-1 (CIBFX). The values are adjusted to include any dividend payments, if applicable.

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WMRIX vs. CIBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMRIX
Wilmington Real Asset Fund
10.27%12.79%2.57%1.12%-8.03%21.49%-2.19%16.85%-7.21%11.81%
CIBFX
American Funds Capital Income Builder Fund Class F-1
0.14%20.29%10.16%8.90%-7.21%14.95%3.14%17.16%-7.10%13.88%

Returns By Period

In the year-to-date period, WMRIX achieves a 10.27% return, which is significantly higher than CIBFX's 0.14% return. Over the past 10 years, WMRIX has underperformed CIBFX with an annualized return of 5.44%, while CIBFX has yielded a comparatively higher 7.34% annualized return.


WMRIX

1D
0.19%
1M
-1.54%
YTD
10.27%
6M
12.47%
1Y
17.95%
3Y*
9.54%
5Y*
6.81%
10Y*
5.44%

CIBFX

1D
0.25%
1M
-6.26%
YTD
0.14%
6M
3.21%
1Y
14.64%
3Y*
12.30%
5Y*
7.99%
10Y*
7.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMRIX vs. CIBFX - Expense Ratio Comparison

Both WMRIX and CIBFX have an expense ratio of 0.64%.


Return for Risk

WMRIX vs. CIBFX — Risk / Return Rank

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

WMRIX
WMRIX Risk / Return Rank: 8383
Overall Rank
WMRIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WMRIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
WMRIX Omega Ratio Rank: 8282
Omega Ratio Rank
WMRIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
WMRIX Martin Ratio Rank: 9090
Martin Ratio Rank

CIBFX
CIBFX Risk / Return Rank: 7979
Overall Rank
CIBFX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CIBFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
CIBFX Omega Ratio Rank: 7979
Omega Ratio Rank
CIBFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
CIBFX Martin Ratio Rank: 8181
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.

WMRIX vs. CIBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilmington Real Asset Fund (WMRIX) and American Funds Capital Income Builder Fund Class F-1 (CIBFX). 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.


WMRIXCIBFXDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.49

+0.14

Sortino ratio

Return per unit of downside risk

2.12

2.02

+0.10

Omega ratio

Gain probability vs. loss probability

1.33

1.30

+0.02

Calmar ratio

Return relative to maximum drawdown

1.86

1.73

+0.13

Martin ratio

Return relative to average drawdown

10.31

8.02

+2.30

WMRIX vs. CIBFX - Sharpe Ratio Comparison

The current WMRIX Sharpe Ratio is 1.63, which is comparable to the CIBFX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of WMRIX and CIBFX, 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


WMRIXCIBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.49

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.81

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.68

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.63

-0.09

Correlation

The correlation between WMRIX and CIBFX is 0.68, 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

WMRIX vs. CIBFX - Dividend Comparison

WMRIX's dividend yield for the trailing twelve months is around 6.49%, less than CIBFX's 7.70% yield.


TTM20252024202320222021202020192018201720162015
WMRIX
Wilmington Real Asset Fund
6.49%7.15%1.02%3.51%6.07%9.29%1.99%3.03%2.84%2.73%0.00%5.31%
CIBFX
American Funds Capital Income Builder Fund Class F-1
7.70%7.65%5.69%3.41%3.37%3.08%3.34%4.04%3.72%4.37%3.46%3.56%

Drawdowns

WMRIX vs. CIBFX - Drawdown Comparison

The maximum WMRIX drawdown since its inception was -37.84%, smaller than the maximum CIBFX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for WMRIX and CIBFX.


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Drawdown Indicators


WMRIXCIBFXDifference

Max Drawdown

Largest peak-to-trough decline

-37.84%

-43.26%

+5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.91%

-8.37%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-17.68%

-4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-31.27%

-25.28%

-5.99%

Current Drawdown

Current decline from peak

-2.56%

-6.26%

+3.70%

Average Drawdown

Average peak-to-trough decline

-7.22%

-4.74%

-2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.81%

-0.02%

Volatility

WMRIX vs. CIBFX - Volatility Comparison

The current volatility for Wilmington Real Asset Fund (WMRIX) is 2.82%, while American Funds Capital Income Builder Fund Class F-1 (CIBFX) has a volatility of 3.31%. This indicates that WMRIX experiences smaller price fluctuations and is considered to be less risky than CIBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMRIXCIBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

3.31%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

5.95%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

10.12%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.54%

9.93%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.48%

10.86%

+1.62%