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EKBAX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EKBAX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Diversified Capital Builder Fund (EKBAX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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EKBAX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EKBAX
Allspring Diversified Capital Builder Fund
4.55%21.87%21.75%22.23%-13.47%19.61%12.66%32.99%-5.55%14.43%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, EKBAX achieves a 4.55% return, which is significantly higher than SPY's -4.37% return. Both investments have delivered pretty close results over the past 10 years, with EKBAX having a 13.80% annualized return and SPY not far ahead at 13.98%.


EKBAX

1D
-2.41%
1M
-6.94%
YTD
4.55%
6M
11.28%
1Y
36.95%
3Y*
21.81%
5Y*
13.92%
10Y*
13.80%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EKBAX vs. SPY - Expense Ratio Comparison

EKBAX has a 1.10% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

EKBAX vs. SPY — Risk / Return Rank

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

EKBAX
EKBAX Risk / Return Rank: 9090
Overall Rank
EKBAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EKBAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
EKBAX Omega Ratio Rank: 8888
Omega Ratio Rank
EKBAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
EKBAX Martin Ratio Rank: 9595
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Diversified Capital Builder Fund (EKBAX) and State Street SPDR S&P 500 ETF (SPY). 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.


EKBAXSPYDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.93

+0.87

Sortino ratio

Return per unit of downside risk

2.37

1.45

+0.92

Omega ratio

Gain probability vs. loss probability

1.38

1.22

+0.15

Calmar ratio

Return relative to maximum drawdown

2.64

1.53

+1.11

Martin ratio

Return relative to average drawdown

12.94

7.30

+5.64

EKBAX vs. SPY - Sharpe Ratio Comparison

The current EKBAX Sharpe Ratio is 1.80, which is higher than the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of EKBAX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EKBAXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.93

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.69

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.78

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.56

-0.10

Correlation

The correlation between EKBAX and SPY is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EKBAX vs. SPY - Dividend Comparison

EKBAX's dividend yield for the trailing twelve months is around 9.20%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
EKBAX
Allspring Diversified Capital Builder Fund
9.20%9.61%5.28%6.16%12.50%6.89%2.03%9.49%7.14%6.20%10.05%11.47%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

EKBAX vs. SPY - Drawdown Comparison

The maximum EKBAX drawdown since its inception was -55.64%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EKBAX and SPY.


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Drawdown Indicators


EKBAXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-55.64%

-55.19%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-12.05%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.84%

-24.50%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-32.33%

-33.72%

+1.39%

Current Drawdown

Current decline from peak

-7.32%

-6.24%

-1.08%

Average Drawdown

Average peak-to-trough decline

-8.03%

-9.09%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.52%

+0.19%

Volatility

EKBAX vs. SPY - Volatility Comparison

Allspring Diversified Capital Builder Fund (EKBAX) has a higher volatility of 5.70% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that EKBAX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EKBAXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

5.31%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

9.47%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

20.75%

19.05%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

17.06%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

17.92%

-0.52%