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WTAIX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between WTAIX and ^GSPC is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

WTAIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilmington Municipal Bond Fund (WTAIX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.39%
7.29%
WTAIX
^GSPC

Key characteristics

Sharpe Ratio

WTAIX:

0.56

^GSPC:

1.90

Sortino Ratio

WTAIX:

0.77

^GSPC:

2.54

Omega Ratio

WTAIX:

1.11

^GSPC:

1.35

Calmar Ratio

WTAIX:

0.27

^GSPC:

2.81

Martin Ratio

WTAIX:

1.79

^GSPC:

12.39

Ulcer Index

WTAIX:

0.83%

^GSPC:

1.93%

Daily Std Dev

WTAIX:

2.66%

^GSPC:

12.58%

Max Drawdown

WTAIX:

-12.18%

^GSPC:

-56.78%

Current Drawdown

WTAIX:

-2.60%

^GSPC:

-3.58%

Returns By Period

In the year-to-date period, WTAIX achieves a 0.95% return, which is significantly lower than ^GSPC's 23.11% return. Over the past 10 years, WTAIX has underperformed ^GSPC with an annualized return of 1.10%, while ^GSPC has yielded a comparatively higher 11.01% annualized return.


WTAIX

YTD

0.95%

1M

-0.16%

6M

1.30%

1Y

1.48%

5Y*

0.37%

10Y*

1.10%

^GSPC

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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Risk-Adjusted Performance

WTAIX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilmington Municipal Bond Fund (WTAIX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for WTAIX, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.000.561.90
The chart of Sortino ratio for WTAIX, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.0010.000.772.54
The chart of Omega ratio for WTAIX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.35
The chart of Calmar ratio for WTAIX, currently valued at 0.27, compared to the broader market0.005.0010.0015.000.272.81
The chart of Martin ratio for WTAIX, currently valued at 1.79, compared to the broader market0.0020.0040.0060.001.7912.39
WTAIX
^GSPC

The current WTAIX Sharpe Ratio is 0.56, which is lower than the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of WTAIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.56
1.90
WTAIX
^GSPC

Drawdowns

WTAIX vs. ^GSPC - Drawdown Comparison

The maximum WTAIX drawdown since its inception was -12.18%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for WTAIX and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.60%
-3.58%
WTAIX
^GSPC

Volatility

WTAIX vs. ^GSPC - Volatility Comparison

The current volatility for Wilmington Municipal Bond Fund (WTAIX) is 0.81%, while S&P 500 (^GSPC) has a volatility of 3.64%. This indicates that WTAIX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.81%
3.64%
WTAIX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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