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WMRIX vs. RAPZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMRIX vs. RAPZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilmington Real Asset Fund (WMRIX) and Cohen & Steers Real Assets Fund Inc (RAPZX). The values are adjusted to include any dividend payments, if applicable.

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WMRIX vs. RAPZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
RAPZX
Cohen & Steers Real Assets Fund Inc
11.35%11.96%4.35%3.88%-2.05%23.51%-0.84%17.77%-8.44%6.51%

Returns By Period

The year-to-date returns for both investments are quite close, with WMRIX having a 10.96% return and RAPZX slightly higher at 11.35%. Over the past 10 years, WMRIX has underperformed RAPZX with an annualized return of 5.50%, while RAPZX has yielded a comparatively higher 7.20% 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%

RAPZX

1D
0.99%
1M
-1.92%
YTD
11.35%
6M
8.78%
1Y
17.38%
3Y*
10.63%
5Y*
8.78%
10Y*
7.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMRIX vs. RAPZX - Expense Ratio Comparison

WMRIX has a 0.64% expense ratio, which is lower than RAPZX's 0.80% expense ratio.


Return for Risk

WMRIX vs. RAPZX — Risk / Return Rank

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

WMRIX
WMRIX Risk / Return Rank: 8181
Overall Rank
WMRIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
WMRIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
WMRIX Omega Ratio Rank: 8080
Omega Ratio Rank
WMRIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
WMRIX Martin Ratio Rank: 8989
Martin Ratio Rank

RAPZX
RAPZX Risk / Return Rank: 7676
Overall Rank
RAPZX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RAPZX Sortino Ratio Rank: 6767
Sortino Ratio Rank
RAPZX Omega Ratio Rank: 7575
Omega Ratio Rank
RAPZX Calmar Ratio Rank: 7878
Calmar Ratio Rank
RAPZX Martin Ratio Rank: 8585
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. RAPZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilmington Real Asset Fund (WMRIX) and Cohen & Steers Real Assets Fund Inc (RAPZX). 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.


WMRIXRAPZXDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.47

+0.18

Sortino ratio

Return per unit of downside risk

2.15

1.84

+0.30

Omega ratio

Gain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratio

Return relative to maximum drawdown

1.93

2.05

-0.12

Martin ratio

Return relative to average drawdown

10.70

9.52

+1.18

WMRIX vs. RAPZX - Sharpe Ratio Comparison

The current WMRIX Sharpe Ratio is 1.65, which is comparable to the RAPZX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of WMRIX and RAPZX, 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


WMRIXRAPZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.47

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.69

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.56

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.35

+0.20

Correlation

The correlation between WMRIX and RAPZX is 0.86, 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. RAPZX - Dividend Comparison

WMRIX's dividend yield for the trailing twelve months is around 6.45%, more than RAPZX's 1.30% yield.


TTM20252024202320222021202020192018201720162015
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%
RAPZX
Cohen & Steers Real Assets Fund Inc
1.30%1.44%3.20%2.71%3.08%9.61%1.71%2.85%2.06%1.76%2.83%2.00%

Drawdowns

WMRIX vs. RAPZX - Drawdown Comparison

The maximum WMRIX drawdown since its inception was -37.84%, which is greater than RAPZX's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for WMRIX and RAPZX.


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Drawdown Indicators


WMRIXRAPZXDifference

Max Drawdown

Largest peak-to-trough decline

-37.84%

-30.69%

-7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.91%

-8.84%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-19.31%

-2.72%

Max Drawdown (10Y)

Largest decline over 10 years

-31.27%

-30.69%

-0.58%

Current Drawdown

Current decline from peak

-1.95%

-1.92%

-0.03%

Average Drawdown

Average peak-to-trough decline

-7.22%

-8.16%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.91%

-0.12%

Volatility

WMRIX vs. RAPZX - Volatility Comparison

The current volatility for Wilmington Real Asset Fund (WMRIX) is 2.85%, while Cohen & Steers Real Assets Fund Inc (RAPZX) has a volatility of 3.05%. This indicates that WMRIX experiences smaller price fluctuations and is considered to be less risky than RAPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMRIXRAPZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

3.05%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

9.14%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.37%

12.25%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.54%

12.87%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.48%

12.81%

-0.33%