WMRIX vs. VGLSX
WMRIX (Wilmington Real Asset Fund) and VGLSX (VALIC Company I Global Strategy Fund) are both Global Allocation funds. Over the past 10 years, WMRIX returned 5.55%/yr vs 6.75%/yr for VGLSX. A 0.63 correlation means they provide meaningful diversification when combined. WMRIX charges 0.64%/yr vs 0.79%/yr for VGLSX.
Performance
WMRIX vs. VGLSX - Performance Comparison
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Returns By Period
In the year-to-date period, WMRIX achieves a 11.54% return, which is significantly higher than VGLSX's 8.49% return. Over the past 10 years, WMRIX has underperformed VGLSX with an annualized return of 5.55%, while VGLSX has yielded a comparatively higher 6.75% annualized return.
WMRIX
- 1D
- -0.31%
- 1M
- -4.79%
- YTD
- 11.54%
- 6M
- 10.62%
- 1Y
- 17.58%
- 3Y*
- 11.16%
- 5Y*
- 5.08%
- 10Y*
- 5.55%
VGLSX
- 1D
- -1.35%
- 1M
- 0.08%
- YTD
- 8.49%
- 6M
- 8.12%
- 1Y
- 21.37%
- 3Y*
- 15.24%
- 5Y*
- 6.72%
- 10Y*
- 6.75%
WMRIX vs. VGLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMRIX Wilmington Real Asset Fund | 11.54% | 12.79% | 2.57% | 1.12% | -8.03% | 21.49% | -2.19% | 16.85% | -7.21% | 11.81% |
VGLSX VALIC Company I Global Strategy Fund | 8.49% | 16.06% | 12.15% | 15.50% | -16.78% | 8.59% | 3.91% | 9.79% | -9.49% | 13.58% |
Correlation
The correlation between WMRIX and VGLSX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2005 | 0.63 |
Over the past year, the correlation between WMRIX and VGLSX has dropped to 0.26 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
WMRIX vs. VGLSX — Risk / Return Rank
WMRIX
VGLSX
WMRIX vs. VGLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wilmington Real Asset Fund (WMRIX) and VALIC Company I Global Strategy Fund (VGLSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WMRIX | VGLSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.49 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 3.16 | -0.65 |
| Martin ratioReturn relative to average drawdown | 10.10 | 13.48 | -3.39 |
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Drawdowns
WMRIX vs. VGLSX - Drawdown Comparison
The maximum WMRIX drawdown since its inception was -37.84%, smaller than the maximum VGLSX drawdown of -44.78%. Use the drawdown chart below to compare losses from any high point for WMRIX and VGLSX.
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Drawdown Indicators
| WMRIX | VGLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.84% | -44.78% | +6.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.61% | -7.23% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -10.95% | -14.42% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -23.13% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -31.27% | -25.65% | -5.62% |
Current DrawdownCurrent decline from peak | -6.61% | -1.74% | -4.87% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -12.08% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.69% | -0.03% |
Volatility
WMRIX vs. VGLSX - Volatility Comparison
The current volatility for Wilmington Real Asset Fund (WMRIX) is 1.87%, while VALIC Company I Global Strategy Fund (VGLSX) has a volatility of 3.75%. This indicates that WMRIX experiences smaller price fluctuations and is considered to be less risky than VGLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMRIX | VGLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 3.75% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 6.78% | 7.60% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.91% | 8.89% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 10.37% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.50% | 10.77% | +1.73% |
WMRIX vs. VGLSX - Expense Ratio Comparison
WMRIX has a 0.64% expense ratio, which is lower than VGLSX's 0.79% expense ratio.
Dividends
WMRIX vs. VGLSX - Dividend Comparison
WMRIX's dividend yield for the trailing twelve months is around 6.39%, more than VGLSX's 2.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGLSX VALIC Company I Global Strategy Fund | 2.99% | 0.00% | 0.00% | 9.08% | 0.00% | 4.06% | 12.91% | 10.88% | 0.00% | 2.64% | 0.00% | 0.00% |
WMRIX Wilmington Real Asset Fund | 6.39% | 7.15% | 1.02% | 3.51% | 6.07% | 9.29% | 1.99% | 3.03% | 2.84% | 2.73% | 0.00% | 5.31% |
Frequently Asked Questions
WMRIX and VGLSX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGLSX has higher volatility (3.75%) compared to WMRIX (1.87%). In terms of maximum drawdown, WMRIX dropped -37.84% vs VGLSX's -44.78%.
VGLSX currently has the higher Sharpe Ratio (2.57 vs 1.87), 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.
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