BERIX vs. WEACX
BERIX (Chartwell Income Fund) and WEACX (Allspring Spectrum Aggressive Growth Fund) are both Diversified Portfolio funds. Over the past 5 years, BERIX returned 4.12%/yr vs 8.77%/yr for WEACX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. BERIX charges 0.64%/yr vs 1.50%/yr for WEACX.
Performance
BERIX vs. WEACX - Performance Comparison
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Returns By Period
In the year-to-date period, BERIX achieves a 2.94% return, which is significantly lower than WEACX's 10.59% return.
BERIX
- 1D
- -0.07%
- 1M
- 0.56%
- 6M
- 0.80%
- YTD
- 2.94%
- 1Y
- 10.88%
- 3Y*
- 8.88%
- 5Y*
- 4.12%
- 10Y*
- 4.57%
- ALL TIME*
- 5.97%
WEACX
- 1D
- 0.41%
- 1M
- -1.13%
- 6M
- 6.31%
- YTD
- 10.59%
- 1Y
- 22.21%
- 3Y*
- 16.34%
- 5Y*
- 8.77%
- 10Y*
- —
- ALL TIME*
- 11.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BERIX vs. WEACX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BERIX Chartwell Income Fund | 2.94% | 13.23% | 7.20% | 7.77% | -10.14% | 7.35% | 4.49% | 9.69% | -0.81% | 3.92% |
WEACX Allspring Spectrum Aggressive Growth Fund | 10.59% | 20.01% | 15.43% | 18.33% | -19.88% | 19.02% | 22.18% | 23.49% | -10.18% | 22.33% |
Correlation
The correlation between BERIX and WEACX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.62 |
The correlation between BERIX and WEACX shifts across timeframes, from 0.46 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BERIX vs. WEACX — Risk / Return Rank
BERIX
WEACX
BERIX vs. WEACX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chartwell Income Fund (BERIX) and Allspring Spectrum Aggressive Growth Fund (WEACX). 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.
| BERIX | WEACX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.24 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 2.27 | +0.62 |
| Martin ratioReturn relative to average drawdown | 8.10 | 8.03 | +0.08 |
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Drawdowns
BERIX vs. WEACX - Drawdown Comparison
The maximum BERIX drawdown since its inception was -20.34%, smaller than the maximum WEACX drawdown of -27.06%. Use the drawdown chart below to compare losses from any high point for BERIX and WEACX.
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Drawdown Indicators
| BERIX | WEACX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.34% | -27.06% | +6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -9.03% | +5.13% |
Max Drawdown (3Y)Largest decline over 3 years | -4.60% | -14.62% | +10.02% |
Max Drawdown (5Y)Largest decline over 5 years | -15.73% | -27.06% | +11.33% |
Max Drawdown (10Y)Largest decline over 10 years | -20.34% | — | — |
Current DrawdownCurrent decline from peak | -2.81% | -2.94% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -2.59% | -5.71% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 2.55% | -1.16% |
Volatility
BERIX vs. WEACX - Volatility Comparison
The current volatility for Chartwell Income Fund (BERIX) is 0.70%, while Allspring Spectrum Aggressive Growth Fund (WEACX) has a volatility of 4.76%. This indicates that BERIX experiences smaller price fluctuations and is considered to be less risky than WEACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BERIX | WEACX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 4.76% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 12.02% | -7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.06% | 14.90% | -9.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.97% | 15.39% | -9.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.00% | 14.95% | -8.95% |
BERIX vs. WEACX - Expense Ratio Comparison
BERIX has a 0.64% expense ratio, which is lower than WEACX's 1.50% expense ratio.
Dividends
BERIX vs. WEACX - Dividend Comparison
BERIX's dividend yield for the trailing twelve months is around 4.26%, less than WEACX's 11.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BERIX Chartwell Income Fund | 4.26% | 3.97% | 3.90% | 3.36% | 3.54% | 2.58% | 3.07% | 3.03% | 5.83% | 5.22% | 2.76% | 2.45% |
WEACX Allspring Spectrum Aggressive Growth Fund | 11.07% | 12.24% | 7.24% | 0.00% | 4.56% | 14.17% | 11.86% | 0.43% | 20.98% | 17.50% | 0.00% | 0.00% |
Frequently Asked Questions
BERIX and WEACX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEACX has higher volatility (4.76%) compared to BERIX (0.70%). In terms of maximum drawdown, BERIX dropped -20.34% vs WEACX's -27.06%.
BERIX currently has the higher Sharpe Ratio (2.23 vs 1.38), 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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