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EKJAX vs. GQEPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EKJAX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Premier Large Company Growth Fund (EKJAX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

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EKJAX vs. GQEPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EKJAX
Allspring Premier Large Company Growth Fund
-9.45%16.28%36.91%33.14%-33.88%13.07%39.03%45.22%-14.80%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
9.54%-4.52%28.99%17.39%-2.81%19.90%23.65%27.21%-7.67%

Returns By Period

In the year-to-date period, EKJAX achieves a -9.45% return, which is significantly lower than GQEPX's 9.54% return.


EKJAX

1D
4.28%
1M
-6.78%
YTD
-9.45%
6M
-11.94%
1Y
16.36%
3Y*
19.88%
5Y*
6.78%
10Y*
14.64%

GQEPX

1D
-0.23%
1M
-1.88%
YTD
9.54%
6M
8.01%
1Y
5.34%
3Y*
17.73%
5Y*
12.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EKJAX vs. GQEPX - Expense Ratio Comparison

EKJAX has a 1.11% expense ratio, which is higher than GQEPX's 0.59% expense ratio.


Return for Risk

EKJAX vs. GQEPX — Risk / Return Rank

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

EKJAX
EKJAX Risk / Return Rank: 3030
Overall Rank
EKJAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EKJAX Sortino Ratio Rank: 3232
Sortino Ratio Rank
EKJAX Omega Ratio Rank: 3030
Omega Ratio Rank
EKJAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
EKJAX Martin Ratio Rank: 2727
Martin Ratio Rank

GQEPX
GQEPX Risk / Return Rank: 1616
Overall Rank
GQEPX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
GQEPX Sortino Ratio Rank: 1313
Sortino Ratio Rank
GQEPX Omega Ratio Rank: 1313
Omega Ratio Rank
GQEPX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GQEPX Martin Ratio Rank: 1717
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.

EKJAX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Premier Large Company Growth Fund (EKJAX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.


EKJAXGQEPXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.43

+0.30

Sortino ratio

Return per unit of downside risk

1.19

0.66

+0.53

Omega ratio

Gain probability vs. loss probability

1.16

1.09

+0.07

Calmar ratio

Return relative to maximum drawdown

0.96

0.74

+0.21

Martin ratio

Return relative to average drawdown

3.16

1.86

+1.29

EKJAX vs. GQEPX - Sharpe Ratio Comparison

The current EKJAX Sharpe Ratio is 0.74, which is higher than the GQEPX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of EKJAX and GQEPX, 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


EKJAXGQEPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.43

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.78

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.75

-0.37

Correlation

The correlation between EKJAX and GQEPX is 0.72, 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

EKJAX vs. GQEPX - Dividend Comparison

EKJAX's dividend yield for the trailing twelve months is around 35.79%, more than GQEPX's 6.37% yield.


TTM20252024202320222021202020192018201720162015
EKJAX
Allspring Premier Large Company Growth Fund
35.79%32.41%20.46%40.04%0.00%27.04%12.00%16.22%21.24%28.36%11.30%7.21%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
6.37%6.98%5.30%0.44%4.46%1.49%0.61%0.63%0.09%0.00%0.00%0.00%

Drawdowns

EKJAX vs. GQEPX - Drawdown Comparison

The maximum EKJAX drawdown since its inception was -59.70%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for EKJAX and GQEPX.


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Drawdown Indicators


EKJAXGQEPXDifference

Max Drawdown

Largest peak-to-trough decline

-59.70%

-28.45%

-31.25%

Max Drawdown (1Y)

Largest decline over 1 year

-18.10%

-8.34%

-9.76%

Max Drawdown (5Y)

Largest decline over 5 years

-50.43%

-20.49%

-29.94%

Max Drawdown (10Y)

Largest decline over 10 years

-50.43%

Current Drawdown

Current decline from peak

-14.60%

-6.50%

-8.10%

Average Drawdown

Average peak-to-trough decline

-20.68%

-5.75%

-14.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

3.49%

+2.00%

Volatility

EKJAX vs. GQEPX - Volatility Comparison

Allspring Premier Large Company Growth Fund (EKJAX) has a higher volatility of 8.22% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.77%. This indicates that EKJAX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EKJAXGQEPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

2.77%

+5.45%

Volatility (6M)

Calculated over the trailing 6-month period

14.34%

7.29%

+7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

23.95%

12.41%

+11.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.97%

15.87%

+12.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.33%

18.85%

+6.48%