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EGOIX vs. VPCCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGOIX vs. VPCCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Large Cap Core Fund (EGOIX) and Vanguard PRIMECAP Core Fund (VPCCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EGOIX achieves a 14.60% return, which is significantly lower than VPCCX's 24.47% return. Over the past 10 years, EGOIX has outperformed VPCCX with an annualized return of 17.75%, while VPCCX has yielded a comparatively lower 16.14% annualized return.


EGOIX

1D
2.62%
1M
0.45%
6M
12.98%
YTD
14.60%
1Y
23.76%
3Y*
21.03%
5Y*
14.87%
10Y*
17.75%
ALL TIME*
12.29%

VPCCX

1D
2.99%
1M
-3.96%
6M
16.68%
YTD
24.47%
1Y
50.05%
3Y*
24.63%
5Y*
15.41%
10Y*
16.14%
ALL TIME*
12.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

EGOIX vs. VPCCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGOIX
Allspring Large Cap Core Fund
14.60%17.80%26.19%25.26%-13.92%31.29%8.41%58.66%-8.37%23.78%
VPCCX
Vanguard PRIMECAP Core Fund
24.47%29.96%12.72%23.58%-12.43%24.30%12.04%27.70%-4.89%26.27%

Correlation

The correlation between EGOIX and VPCCX is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (3Y)
Balances recent behavior with more history.

0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.90

Correlation (10Y)
Provides a long-term view across more market conditions.

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2007

0.93

The correlation between EGOIX and VPCCX has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

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Return for Risk

EGOIX vs. VPCCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EGOIX
EGOIX Risk / Return Rank: 6868
Overall Rank
EGOIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EGOIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
EGOIX Omega Ratio Rank: 5555
Omega Ratio Rank
EGOIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
EGOIX Martin Ratio Rank: 8383
Martin Ratio Rank

VPCCX
VPCCX Risk / Return Rank: 9292
Overall Rank
VPCCX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VPCCX Sortino Ratio Rank: 9090
Sortino Ratio Rank
VPCCX Omega Ratio Rank: 8686
Omega Ratio Rank
VPCCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VPCCX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EGOIX vs. VPCCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Large Cap Core Fund (EGOIX) and Vanguard PRIMECAP Core Fund (VPCCX). 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.


EGOIXVPCCXDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.26

1.42

-0.16

Calmar ratioReturn relative to maximum drawdown

2.58

4.42

-1.84

Martin ratioReturn relative to average drawdown

10.45

15.82

-5.36

EGOIX vs. VPCCX - Sharpe Ratio Comparison

The current EGOIX Sharpe Ratio is 1.53, which is lower than the VPCCX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of EGOIX and VPCCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EGOIX vs. VPCCX - Drawdown Comparison

The maximum EGOIX drawdown since its inception was -49.35%, roughly equal to the maximum VPCCX drawdown of -47.53%. Use the drawdown chart below to compare losses from any high point for EGOIX and VPCCX.


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Drawdown Indicators


EGOIXVPCCXDifference

Max Drawdown

Largest peak-to-trough decline

-49.35%

-47.53%

-1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.13%

-10.50%

+2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-22.02%

-19.92%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

-22.75%

-7.46%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

-34.60%

-1.19%

Current Drawdown

Current decline from peak

-1.02%

-7.82%

+6.80%

Average Drawdown

Average peak-to-trough decline

-9.06%

-5.73%

-3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.94%

-0.93%

Volatility

EGOIX vs. VPCCX - Volatility Comparison

The current volatility for Allspring Large Cap Core Fund (EGOIX) is 4.15%, while Vanguard PRIMECAP Core Fund (VPCCX) has a volatility of 6.53%. This indicates that EGOIX experiences smaller price fluctuations and is considered to be less risky than VPCCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGOIXVPCCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

6.53%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.76%

16.22%

-5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

13.76%

19.14%

-5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.43%

18.15%

+1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.04%

18.94%

+2.10%

EGOIX vs. VPCCX - Expense Ratio Comparison

EGOIX has a 0.67% expense ratio, which is higher than VPCCX's 0.37% expense ratio.


Dividends

EGOIX vs. VPCCX - Dividend Comparison

EGOIX's dividend yield for the trailing twelve months is around 6.97%, less than VPCCX's 13.86% yield.


PositionTTM20252024202320222021202020192018201720162015
EGOIX
Allspring Large Cap Core Fund
6.97%7.99%13.05%8.72%12.53%14.05%15.40%40.61%14.37%2.18%1.23%1.59%
VPCCX
Vanguard PRIMECAP Core Fund
13.86%17.25%7.17%5.73%8.40%6.89%7.89%6.99%9.45%4.10%5.52%4.96%

Frequently Asked Questions


EGOIX and VPCCX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPCCX has higher volatility (6.53%) compared to EGOIX (4.15%). In terms of maximum drawdown, EGOIX dropped -49.35% vs VPCCX's -47.53%.

VPCCX currently has the higher Sharpe Ratio (2.43 vs 1.53), 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.

Portfolio Optimizer

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