WMRIX vs. WIBMX

Last updated Jun 4, 2026

WMRIX (Wilmington Real Asset Fund) and WIBMX (Wilmington Broad Market Bond Fund) are both mutual funds - WMRIX is a Global Allocation fund managed by Wilmington Funds, while WIBMX is a Intermediate Core Bond fund managed by Wilmington Funds. Over the past 5 years, WMRIX returned 5.78%/yr vs -0.05%/yr for WIBMX. At a 0.12 correlation, their price movements are largely independent. WMRIX charges 0.64%/yr vs 0.57%/yr for WIBMX.

Performance

WMRIX vs. WIBMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilmington Real Asset Fund (WMRIX) 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, WMRIX achieves a 15.58% return, which is significantly higher than WIBMX's 0.20% return.

WMRIX

• 1D: 0.30%
• 1M: -2.16%
• YTD: 15.58%
• 6M: 15.13%
• 1Y: 23.45%
• 3Y*: 12.31%
• 5Y*: 5.78%
• 10Y*: 5.81%

WIBMX

• 1D: 0.11%
• 1M: 0.56%
• YTD: 0.20%
• 6M: 0.22%
• 1Y: 5.17%
• 3Y*: 3.61%
• 5Y*: -0.05%
• 10Y*: —

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

WMRIX vs. WIBMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WMRIX Wilmington Real Asset Fund	15.58%	12.79%	2.57%	1.12%	-8.03%	21.49%	-2.19%	16.85%	-5.61%
WIBMX Wilmington Broad Market Bond Fund	0.20%	7.13%	0.68%	5.10%	-12.80%	-1.86%	7.78%	8.33%	1.65%

Correlation

The correlation between WMRIX and WIBMX is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (All Time) Calculated using the full available price history since Sep 25, 2018	0.12

The correlation between WMRIX and WIBMX shifts across timeframes, from 0.05 (1 year) to 0.21 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

WMRIX vs. WIBMX — Risk / Return Rank

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

WMRIX

WMRIX Risk / Return Rank: 84
WMRIX Sharpe Ratio Rank: 83
WMRIX Sortino Ratio Rank: 73
WMRIX Omega Ratio Rank: 74
WMRIX Calmar Ratio Rank: 96
WMRIX Martin Ratio Rank: 92

WIBMX

WIBMX Risk / Return Rank: 19
WIBMX Sharpe Ratio Rank: 20
WIBMX Sortino Ratio Rank: 20
WIBMX Omega Ratio Rank: 18
WIBMX Calmar Ratio Rank: 20
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.

WMRIX vs. WIBMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilmington Real Asset Fund (WMRIX) 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.

	WMRIX	WIBMX	Difference
Sharpe ratio: Return per unit of total volatility	2.69	1.27	+1.42
Sortino ratio: Return per unit of downside risk	3.56	1.89	+1.67
Omega ratio: Gain probability vs. loss probability	1.49	1.23	+0.26
Calmar ratio: Return relative to maximum drawdown	6.27	1.65	+4.62
Martin ratio: Return relative to average drawdown	19.33	4.86	+14.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WMRIX vs. WIBMX - Sharpe Ratio Comparison

The current WMRIX Sharpe Ratio is 2.69, which is higher than the WIBMX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of WMRIX 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

	WMRIX	WIBMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	1.27	+1.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	-0.01	+0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.37	+0.19

Drawdowns

WMRIX vs. WIBMX - Drawdown Comparison

The maximum WMRIX drawdown since its inception was -37.84%, which is greater than WIBMX's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for WMRIX and WIBMX.

Drawdown Indicators

	WMRIX	WIBMX	Difference
Max Drawdown Largest peak-to-trough decline	-37.84%	-18.13%	-19.71%
Max Drawdown (1Y) Largest decline over 1 year	-3.74%	-3.07%	-0.67%
Max Drawdown (3Y) Largest decline over 3 years	-10.95%	-5.97%	-4.98%
Max Drawdown (5Y) Largest decline over 5 years	-22.03%	-17.64%	-4.39%
Max Drawdown (10Y) Largest decline over 10 years	-31.27%	—	—
Current Drawdown Current decline from peak	-3.23%	-2.88%	-0.35%
Average Drawdown Average peak-to-trough decline	-7.17%	-5.85%	-1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.21%	1.04%	+0.17%

Volatility

WMRIX vs. WIBMX - Volatility Comparison

Wilmington Real Asset Fund (WMRIX) has a higher volatility of 2.58% compared to Wilmington Broad Market Bond Fund (WIBMX) at 1.39%. This indicates that WMRIX'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

	WMRIX	WIBMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.58%	1.39%	+1.19%
Volatility (6M) Calculated over the trailing 6-month period	6.76%	2.93%	+3.83%
Volatility (1Y) Calculated over the trailing 1-year period	8.81%	4.00%	+4.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.51%	5.67%	+5.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.51%	5.11%	+7.40%

WMRIX vs. WIBMX - Expense Ratio Comparison

WMRIX has a 0.64% expense ratio, which is higher than WIBMX's 0.57% expense ratio.

Dividends

WMRIX vs. WIBMX - Dividend Comparison

WMRIX's dividend yield for the trailing twelve months is around 6.19%, 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%
WMRIX Wilmington Real Asset Fund	6.19%	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

Can I hold both WMRIX and WIBMX in my portfolio?

WMRIX and WIBMX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WMRIX or WIBMX?

WMRIX has higher volatility (2.58%) compared to WIBMX (1.39%). In terms of maximum drawdown, WMRIX dropped -37.84% vs WIBMX's -18.13%.

Which has better risk-adjusted returns?

WMRIX currently has the higher Sharpe Ratio (2.69 vs 1.27), 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.