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EKBAX vs. EPD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EKBAX vs. EPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Diversified Capital Builder Fund (EKBAX) and Enterprise Products Partners L.P. (EPD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EKBAX achieves a 33.05% return, which is significantly higher than EPD's 19.79% return. Over the past 10 years, EKBAX has outperformed EPD with an annualized return of 16.26%, while EPD has yielded a comparatively lower 10.61% annualized return.


EKBAX

1D
3.55%
1M
6.51%
YTD
33.05%
6M
34.52%
1Y
57.50%
3Y*
30.21%
5Y*
18.56%
10Y*
16.26%

EPD

1D
-0.08%
1M
-2.72%
YTD
19.79%
6M
19.53%
1Y
24.43%
3Y*
20.73%
5Y*
15.96%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EKBAX vs. EPD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EKBAX
Allspring Diversified Capital Builder Fund
33.05%21.87%21.75%22.23%-13.47%19.61%12.66%32.99%-5.55%14.43%
EPD
Enterprise Products Partners L.P.
19.79%9.45%28.00%17.71%18.32%21.40%-23.61%21.88%-1.32%4.24%

Correlation

The correlation between EKBAX and EPD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1999

0.36

Over the past year, the correlation between EKBAX and EPD has dropped to 0.05 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

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Return for Risk

EKBAX vs. EPD — Risk / Return Rank

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

EKBAX
EKBAX Risk / Return Rank: 9595
Overall Rank
EKBAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EKBAX Sortino Ratio Rank: 9090
Sortino Ratio Rank
EKBAX Omega Ratio Rank: 8989
Omega Ratio Rank
EKBAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
EKBAX Martin Ratio Rank: 9898
Martin Ratio Rank

EPD
EPD Risk / Return Rank: 8383
Overall Rank
EPD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EPD Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPD Omega Ratio Rank: 7979
Omega Ratio Rank
EPD Calmar Ratio Rank: 8585
Calmar Ratio Rank
EPD Martin Ratio Rank: 8888
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.

EKBAX vs. EPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Diversified Capital Builder Fund (EKBAX) and Enterprise Products Partners L.P. (EPD). 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.


EKBAXEPDDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.57

1.28

+0.30

Calmar ratioReturn relative to maximum drawdown

7.95

3.24

+4.71

Martin ratioReturn relative to average drawdown

31.26

9.50

+21.76

EKBAX vs. EPD - Sharpe Ratio Comparison

The current EKBAX Sharpe Ratio is 3.26, which is higher than the EPD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of EKBAX and EPD, 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

EKBAX vs. EPD - Drawdown Comparison

The maximum EKBAX drawdown since its inception was -55.64%, smaller than the maximum EPD drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for EKBAX and EPD.


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Drawdown Indicators


EKBAXEPDDifference

Max Drawdown

Largest peak-to-trough decline

-55.64%

-58.78%

+3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-7.56%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

-15.40%

-8.15%

Max Drawdown (5Y)

Largest decline over 5 years

-24.84%

-18.06%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-32.33%

-58.04%

+25.71%

Current Drawdown

Current decline from peak

-2.94%

-6.41%

+3.47%

Average Drawdown

Average peak-to-trough decline

-7.97%

-10.22%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.58%

-0.72%

Volatility

EKBAX vs. EPD - Volatility Comparison

Allspring Diversified Capital Builder Fund (EKBAX) has a higher volatility of 9.31% compared to Enterprise Products Partners L.P. (EPD) at 6.00%. This indicates that EKBAX's price experiences larger fluctuations and is considered to be riskier than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EKBAXEPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.31%

6.00%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

13.27%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.88%

15.90%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

17.23%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.71%

24.14%

-6.43%

Dividends

EKBAX vs. EPD - Dividend Comparison

EKBAX's dividend yield for the trailing twelve months is around 7.23%, more than EPD's 5.88% yield.


PositionTTM20252024202320222021202020192018201720162015
EKBAX
Allspring Diversified Capital Builder Fund
7.23%9.61%5.28%6.16%12.50%6.89%2.03%9.49%7.14%6.20%10.05%11.47%
EPD
Enterprise Products Partners L.P.
5.88%6.74%6.63%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%

Frequently Asked Questions


EKBAX and EPD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EKBAX has higher volatility (9.31%) compared to EPD (6.00%). In terms of maximum drawdown, EKBAX dropped -55.64% vs EPD's -58.78%.

EKBAX currently has the higher Sharpe Ratio (3.26 vs 1.54), 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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