EIVIX vs. DIPSX

Last updated Jun 6, 2026

EIVIX (Allspring Special Large Cap Value Fund) and DIPSX (DFA Inflation-Protected Securities Portfolio) are both mutual funds - EIVIX is a Large Cap Value Equities fund managed by Allspring Global Investments, while DIPSX is a Inflation-Protected Bonds fund managed by Dimensional. Over the past 10 years, EIVIX returned 12.87%/yr vs 2.59%/yr for DIPSX. At a correlation of -0.05, they often move in opposite directions. EIVIX charges 0.70%/yr vs 0.11%/yr for DIPSX.

Performance

EIVIX vs. DIPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Special Large Cap Value Fund (EIVIX) and DFA Inflation-Protected Securities Portfolio (DIPSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EIVIX achieves a 5.85% return, which is significantly higher than DIPSX's 1.53% return. Over the past 10 years, EIVIX has outperformed DIPSX with an annualized return of 12.87%, while DIPSX has yielded a comparatively lower 2.59% annualized return.

EIVIX

• 1D: 0.98%
• 1M: -0.71%
• YTD: 5.85%
• 6M: 5.61%
• 1Y: 17.74%
• 3Y*: 17.32%
• 5Y*: 10.37%
• 10Y*: 12.87%

DIPSX

• 1D: -0.09%
• 1M: -0.00%
• YTD: 1.53%
• 6M: 1.36%
• 1Y: 3.71%
• 3Y*: 3.60%
• 5Y*: 0.81%
• 10Y*: 2.59%

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

EIVIX vs. DIPSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EIVIX Allspring Special Large Cap Value Fund	5.85%	16.81%	16.89%	14.10%	-6.26%	24.08%	1.45%	47.28%	-5.36%	16.20%
DIPSX DFA Inflation-Protected Securities Portfolio	1.53%	5.77%	2.02%	3.93%	-12.26%	5.55%	11.65%	8.54%	-1.30%	3.28%

Correlation

The correlation between EIVIX and DIPSX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.02
Correlation (All Time) Calculated using the full available price history since Aug 6, 2012	-0.05

The correlation between EIVIX and DIPSX shifts across timeframes, from -0.05 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

EIVIX vs. DIPSX — Risk / Return Rank

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

EIVIX

EIVIX Risk / Return Rank: 31
EIVIX Sharpe Ratio Rank: 30
EIVIX Sortino Ratio Rank: 30
EIVIX Omega Ratio Rank: 28
EIVIX Calmar Ratio Rank: 31
EIVIX Martin Ratio Rank: 33

DIPSX

DIPSX Risk / Return Rank: 17
DIPSX Sharpe Ratio Rank: 14
DIPSX Sortino Ratio Rank: 14
DIPSX Omega Ratio Rank: 14
DIPSX Calmar Ratio Rank: 24
DIPSX Martin Ratio Rank: 19

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.

EIVIX vs. DIPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Special Large Cap Value Fund (EIVIX) and DFA Inflation-Protected Securities Portfolio (DIPSX). 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.

	EIVIX	DIPSX	Difference
Sharpe ratio: Return per unit of total volatility	1.52	1.00	+0.52
Sortino ratio: Return per unit of downside risk	2.21	1.47	+0.74
Omega ratio: Gain probability vs. loss probability	1.27	1.18	+0.09
Calmar ratio: Return relative to maximum drawdown	2.02	1.71	+0.31
Martin ratio: Return relative to average drawdown	7.09	4.78	+2.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EIVIX vs. DIPSX - Sharpe Ratio Comparison

The current EIVIX Sharpe Ratio is 1.52, which is higher than the DIPSX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of EIVIX and DIPSX, 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

	EIVIX	DIPSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	1.00	+0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.13	+0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.46	+0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.33	+0.17

Drawdowns

EIVIX vs. DIPSX - Drawdown Comparison

The maximum EIVIX drawdown since its inception was -53.37%, which is greater than DIPSX's maximum drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for EIVIX and DIPSX.

Drawdown Indicators

	EIVIX	DIPSX	Difference
Max Drawdown Largest peak-to-trough decline	-53.37%	-14.64%	-38.73%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-2.03%	-6.85%
Max Drawdown (3Y) Largest decline over 3 years	-13.60%	-4.75%	-8.85%
Max Drawdown (5Y) Largest decline over 5 years	-32.11%	-14.64%	-17.47%
Max Drawdown (10Y) Largest decline over 10 years	-36.04%	-14.64%	-21.40%
Current Drawdown Current decline from peak	-1.03%	-0.78%	-0.25%
Average Drawdown Average peak-to-trough decline	-7.99%	-4.55%	-3.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	0.73%	+1.79%

Volatility

EIVIX vs. DIPSX - Volatility Comparison

Allspring Special Large Cap Value Fund (EIVIX) has a higher volatility of 3.19% compared to DFA Inflation-Protected Securities Portfolio (DIPSX) at 0.87%. This indicates that EIVIX's price experiences larger fluctuations and is considered to be riskier than DIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EIVIX	DIPSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	0.87%	+2.32%
Volatility (6M) Calculated over the trailing 6-month period	9.26%	2.24%	+7.02%
Volatility (1Y) Calculated over the trailing 1-year period	11.81%	3.49%	+8.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.03%	6.35%	+12.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.15%	5.71%	+13.44%

EIVIX vs. DIPSX - Expense Ratio Comparison

EIVIX has a 0.70% expense ratio, which is higher than DIPSX's 0.11% expense ratio.

Dividends

EIVIX vs. DIPSX - Dividend Comparison

EIVIX's dividend yield for the trailing twelve months is around 6.96%, more than DIPSX's 2.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIPSX DFA Inflation-Protected Securities Portfolio	2.02%	2.43%	2.70%	3.73%	8.14%	4.86%	1.58%	2.12%	2.28%	2.64%	1.99%	0.69%
EIVIX Allspring Special Large Cap Value Fund	6.96%	7.37%	9.20%	3.16%	9.68%	21.59%	1.51%	20.39%	9.30%	8.93%	8.56%	12.68%

Frequently Asked Questions

Can I hold both EIVIX and DIPSX in my portfolio?

EIVIX and DIPSX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EIVIX or DIPSX?

EIVIX has higher volatility (3.19%) compared to DIPSX (0.87%). In terms of maximum drawdown, EIVIX dropped -53.37% vs DIPSX's -14.64%.

Which has better risk-adjusted returns?

EIVIX currently has the higher Sharpe Ratio (1.52 vs 1.00), 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.