WMRIX vs. JNSMX
Compare and contrast key facts about Wilmington Real Asset Fund (WMRIX) and Janus Henderson Global Allocation Fund - Moderate (JNSMX).
WMRIX is managed by Wilmington Funds. It was launched on Jun 30, 2003. JNSMX is managed by Janus Henderson. It was launched on Dec 29, 2005.
Performance
WMRIX vs. JNSMX - Performance Comparison
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WMRIX vs. JNSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMRIX Wilmington Real Asset Fund | 10.96% | 12.79% | 2.57% | 1.12% | -8.03% | 21.49% | -2.19% | 16.85% | -7.21% | 11.81% |
JNSMX Janus Henderson Global Allocation Fund - Moderate | -1.94% | 15.72% | 8.87% | 11.71% | -17.38% | 7.25% | 14.46% | 15.62% | -6.57% | 16.27% |
Returns By Period
In the year-to-date period, WMRIX achieves a 10.96% return, which is significantly higher than JNSMX's -1.94% return. Over the past 10 years, WMRIX has underperformed JNSMX with an annualized return of 5.50%, while JNSMX has yielded a comparatively higher 6.03% annualized return.
WMRIX
- 1D
- 0.63%
- 1M
- -1.41%
- YTD
- 10.96%
- 6M
- 12.87%
- 1Y
- 18.28%
- 3Y*
- 9.77%
- 5Y*
- 6.73%
- 10Y*
- 5.50%
JNSMX
- 1D
- 1.94%
- 1M
- -4.16%
- YTD
- -1.94%
- 6M
- -0.20%
- 1Y
- 13.01%
- 3Y*
- 9.52%
- 5Y*
- 3.50%
- 10Y*
- 6.03%
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WMRIX vs. JNSMX - Expense Ratio Comparison
WMRIX has a 0.64% expense ratio, which is higher than JNSMX's 0.25% expense ratio.
Return for Risk
WMRIX vs. JNSMX — Risk / Return Rank
WMRIX
JNSMX
WMRIX vs. JNSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilmington Real Asset Fund (WMRIX) and Janus Henderson Global Allocation Fund - Moderate (JNSMX). 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.
| WMRIX | JNSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 1.25 | +0.40 |
Sortino ratioReturn per unit of downside risk | 2.15 | 1.79 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.69 | +0.24 |
Martin ratioReturn relative to average drawdown | 10.70 | 7.32 | +3.38 |
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
| WMRIX | JNSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.25 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.34 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.60 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.47 | +0.07 |
Correlation
The correlation between WMRIX and JNSMX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WMRIX vs. JNSMX - Dividend Comparison
WMRIX's dividend yield for the trailing twelve months is around 6.45%, more than JNSMX's 6.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMRIX Wilmington Real Asset Fund | 6.45% | 7.15% | 1.02% | 3.51% | 6.07% | 9.29% | 1.99% | 3.03% | 2.84% | 2.73% | 0.00% | 5.31% |
JNSMX Janus Henderson Global Allocation Fund - Moderate | 6.02% | 5.90% | 4.28% | 1.53% | 2.96% | 13.36% | 4.49% | 5.72% | 4.86% | 7.24% | 1.87% | 9.16% |
Drawdowns
WMRIX vs. JNSMX - Drawdown Comparison
The maximum WMRIX drawdown since its inception was -37.84%, smaller than the maximum JNSMX drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for WMRIX and JNSMX.
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Drawdown Indicators
| WMRIX | JNSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.84% | -39.85% | +2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -7.85% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -25.15% | +3.12% |
Max Drawdown (10Y)Largest decline over 10 years | -31.27% | -25.15% | -6.12% |
Current DrawdownCurrent decline from peak | -1.95% | -5.19% | +3.24% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -5.98% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.82% | -0.03% |
Volatility
WMRIX vs. JNSMX - Volatility Comparison
The current volatility for Wilmington Real Asset Fund (WMRIX) is 2.85%, while Janus Henderson Global Allocation Fund - Moderate (JNSMX) has a volatility of 4.33%. This indicates that WMRIX experiences smaller price fluctuations and is considered to be less risky than JNSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMRIX | JNSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 4.33% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.06% | 6.59% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.37% | 10.64% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.54% | 10.37% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.48% | 10.11% | +2.37% |