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EKJAX vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EKJAX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Premier Large Company Growth Fund (EKJAX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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EKJAX vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EKJAX
Allspring Premier Large Company Growth Fund
-13.16%16.28%36.91%33.14%-33.88%13.07%39.03%45.22%1.13%34.03%
SWPPX
Schwab S&P 500 Index Fund
-7.07%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

Returns By Period

In the year-to-date period, EKJAX achieves a -13.16% return, which is significantly lower than SWPPX's -7.07% return. Both investments have delivered pretty close results over the past 10 years, with EKJAX having a 14.16% annualized return and SWPPX not far behind at 13.71%.


EKJAX

1D
-1.09%
1M
-10.80%
YTD
-13.16%
6M
-15.55%
1Y
12.74%
3Y*
18.22%
5Y*
6.34%
10Y*
14.16%

SWPPX

1D
-0.37%
1M
-7.65%
YTD
-7.07%
6M
-4.58%
1Y
14.43%
3Y*
17.15%
5Y*
11.39%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EKJAX vs. SWPPX - Expense Ratio Comparison

EKJAX has a 1.11% expense ratio, which is higher than SWPPX's 0.02% expense ratio.


Return for Risk

EKJAX vs. SWPPX — Risk / Return Rank

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

EKJAX
EKJAX Risk / Return Rank: 2121
Overall Rank
EKJAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EKJAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
EKJAX Omega Ratio Rank: 2222
Omega Ratio Rank
EKJAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
EKJAX Martin Ratio Rank: 1818
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 4646
Overall Rank
SWPPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5050
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 5353
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. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Premier Large Company Growth Fund (EKJAX) and Schwab S&P 500 Index Fund (SWPPX). 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.


EKJAXSWPPXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.84

-0.30

Sortino ratio

Return per unit of downside risk

0.91

1.30

-0.39

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

0.54

1.06

-0.52

Martin ratio

Return relative to average drawdown

1.81

5.14

-3.33

EKJAX vs. SWPPX - Sharpe Ratio Comparison

The current EKJAX Sharpe Ratio is 0.53, which is lower than the SWPPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of EKJAX and SWPPX, 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


EKJAXSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.84

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.68

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.76

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.48

-0.11

Correlation

The correlation between EKJAX and SWPPX is 0.91, 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. SWPPX - Dividend Comparison

EKJAX's dividend yield for the trailing twelve months is around 37.32%, more than SWPPX's 1.19% yield.


TTM20252024202320222021202020192018201720162015
EKJAX
Allspring Premier Large Company Growth Fund
37.32%32.41%20.46%40.04%0.00%27.04%12.00%16.22%21.24%28.36%11.30%7.21%
SWPPX
Schwab S&P 500 Index Fund
1.19%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

Drawdowns

EKJAX vs. SWPPX - Drawdown Comparison

The maximum EKJAX drawdown since its inception was -59.70%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for EKJAX and SWPPX.


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Drawdown Indicators


EKJAXSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-59.70%

-55.06%

-4.64%

Max Drawdown (1Y)

Largest decline over 1 year

-18.10%

-12.10%

-6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-50.43%

-24.51%

-25.92%

Max Drawdown (10Y)

Largest decline over 10 years

-50.43%

-33.80%

-16.63%

Current Drawdown

Current decline from peak

-18.10%

-8.89%

-9.21%

Average Drawdown

Average peak-to-trough decline

-20.68%

-10.00%

-10.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

2.49%

+2.92%

Volatility

EKJAX vs. SWPPX - Volatility Comparison

Allspring Premier Large Company Growth Fund (EKJAX) has a higher volatility of 6.72% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that EKJAX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EKJAXSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

4.29%

+2.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.71%

9.11%

+4.60%

Volatility (1Y)

Calculated over the trailing 1-year period

23.62%

18.14%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.92%

16.89%

+11.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.30%

18.19%

+7.11%