PortfoliosLab logoPortfoliosLab logo
WRAIX vs. BDMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WRAIX vs. BDMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilmington Global Alpha Equities Fund (WRAIX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WRAIX vs. BDMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WRAIX
Wilmington Global Alpha Equities Fund
-0.83%9.13%7.74%7.73%-3.41%6.52%1.04%12.34%-2.67%9.75%
BDMIX
BlackRock Global Long/Short Equity Fund Class I
4.32%18.30%21.39%14.55%1.80%3.34%0.29%-0.85%2.20%12.85%

Returns By Period

In the year-to-date period, WRAIX achieves a -0.83% return, which is significantly lower than BDMIX's 4.32% return. Over the past 10 years, WRAIX has underperformed BDMIX with an annualized return of 4.97%, while BDMIX has yielded a comparatively higher 7.29% annualized return.


WRAIX

1D
1.86%
1M
-2.60%
YTD
-0.83%
6M
0.53%
1Y
5.97%
3Y*
7.56%
5Y*
4.96%
10Y*
4.97%

BDMIX

1D
0.73%
1M
1.60%
YTD
4.32%
6M
8.75%
1Y
17.17%
3Y*
18.86%
5Y*
11.38%
10Y*
7.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WRAIX vs. BDMIX - Expense Ratio Comparison

WRAIX has a 1.24% expense ratio, which is lower than BDMIX's 1.57% expense ratio.


Return for Risk

WRAIX vs. BDMIX — Risk / Return Rank

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

WRAIX
WRAIX Risk / Return Rank: 3232
Overall Rank
WRAIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
WRAIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
WRAIX Omega Ratio Rank: 2929
Omega Ratio Rank
WRAIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
WRAIX Martin Ratio Rank: 4242
Martin Ratio Rank

BDMIX
BDMIX Risk / Return Rank: 9696
Overall Rank
BDMIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BDMIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BDMIX Omega Ratio Rank: 9393
Omega Ratio Rank
BDMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BDMIX Martin Ratio Rank: 9696
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.

WRAIX vs. BDMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilmington Global Alpha Equities Fund (WRAIX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.


WRAIXBDMIXDifference

Sharpe ratio

Return per unit of total volatility

0.73

2.55

-1.83

Sortino ratio

Return per unit of downside risk

1.11

3.73

-2.62

Omega ratio

Gain probability vs. loss probability

1.17

1.48

-0.30

Calmar ratio

Return relative to maximum drawdown

1.26

5.14

-3.87

Martin ratio

Return relative to average drawdown

5.03

14.25

-9.22

WRAIX vs. BDMIX - Sharpe Ratio Comparison

The current WRAIX Sharpe Ratio is 0.73, which is lower than the BDMIX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of WRAIX and BDMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WRAIXBDMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

2.55

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.76

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

1.27

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.15

-0.51

Correlation

The correlation between WRAIX and BDMIX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WRAIX vs. BDMIX - Dividend Comparison

WRAIX's dividend yield for the trailing twelve months is around 0.17%, less than BDMIX's 8.56% yield.


TTM20252024202320222021202020192018201720162015
WRAIX
Wilmington Global Alpha Equities Fund
0.17%0.17%1.47%1.31%2.77%0.52%1.98%1.15%1.25%1.15%0.30%2.38%
BDMIX
BlackRock Global Long/Short Equity Fund Class I
8.56%8.94%13.26%7.42%0.00%1.23%0.30%6.78%0.94%0.00%0.00%1.86%

Drawdowns

WRAIX vs. BDMIX - Drawdown Comparison

The maximum WRAIX drawdown since its inception was -15.44%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for WRAIX and BDMIX.


Loading graphics...

Drawdown Indicators


WRAIXBDMIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.44%

-11.89%

-3.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-3.60%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-9.24%

-7.45%

-1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-15.44%

-9.44%

-6.00%

Current Drawdown

Current decline from peak

-3.06%

-0.13%

-2.93%

Average Drawdown

Average peak-to-trough decline

-1.99%

-2.71%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

1.30%

-0.03%

Volatility

WRAIX vs. BDMIX - Volatility Comparison

Wilmington Global Alpha Equities Fund (WRAIX) has a higher volatility of 3.40% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that WRAIX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WRAIXBDMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

1.72%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

4.92%

4.78%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

8.26%

6.93%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.44%

6.51%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

5.77%

+0.93%