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EMGAX vs. EVSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMGAX vs. EVSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Emerging Markets Equity Fund (EMGAX) and Allspring Disciplined U.S. Core Fund (EVSAX). The values are adjusted to include any dividend payments, if applicable.

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EMGAX vs. EVSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMGAX
Allspring Emerging Markets Equity Fund
-1.17%36.30%3.38%8.37%-19.74%-12.13%20.86%27.57%-16.09%36.26%
EVSAX
Allspring Disciplined U.S. Core Fund
-6.75%18.65%29.20%25.97%-18.21%30.35%15.95%31.87%-8.43%20.47%

Returns By Period

In the year-to-date period, EMGAX achieves a -1.17% return, which is significantly higher than EVSAX's -6.75% return. Over the past 10 years, EMGAX has underperformed EVSAX with an annualized return of 7.11%, while EVSAX has yielded a comparatively higher 13.47% annualized return.


EMGAX

1D
-0.12%
1M
-12.56%
YTD
-1.17%
6M
3.30%
1Y
28.56%
3Y*
13.06%
5Y*
0.86%
10Y*
7.11%

EVSAX

1D
-0.45%
1M
-7.07%
YTD
-6.75%
6M
-4.32%
1Y
16.66%
3Y*
18.72%
5Y*
12.23%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMGAX vs. EVSAX - Expense Ratio Comparison

EMGAX has a 1.43% expense ratio, which is higher than EVSAX's 0.86% expense ratio.


Return for Risk

EMGAX vs. EVSAX — Risk / Return Rank

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

EMGAX
EMGAX Risk / Return Rank: 8181
Overall Rank
EMGAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EMGAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
EMGAX Omega Ratio Rank: 8080
Omega Ratio Rank
EMGAX Calmar Ratio Rank: 8080
Calmar Ratio Rank
EMGAX Martin Ratio Rank: 7777
Martin Ratio Rank

EVSAX
EVSAX Risk / Return Rank: 5656
Overall Rank
EVSAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EVSAX Sortino Ratio Rank: 5555
Sortino Ratio Rank
EVSAX Omega Ratio Rank: 5656
Omega Ratio Rank
EVSAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
EVSAX Martin Ratio Rank: 6565
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.

EMGAX vs. EVSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Emerging Markets Equity Fund (EMGAX) and Allspring Disciplined U.S. Core Fund (EVSAX). 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.


EMGAXEVSAXDifference

Sharpe ratio

Return per unit of total volatility

1.60

0.96

+0.64

Sortino ratio

Return per unit of downside risk

2.11

1.46

+0.65

Omega ratio

Gain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratio

Return relative to maximum drawdown

1.90

1.28

+0.62

Martin ratio

Return relative to average drawdown

7.45

6.18

+1.27

EMGAX vs. EVSAX - Sharpe Ratio Comparison

The current EMGAX Sharpe Ratio is 1.60, which is higher than the EVSAX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of EMGAX and EVSAX, 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


EMGAXEVSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.96

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.70

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.74

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.47

-0.14

Correlation

The correlation between EMGAX and EVSAX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EMGAX vs. EVSAX - Dividend Comparison

EMGAX's dividend yield for the trailing twelve months is around 1.83%, less than EVSAX's 5.94% yield.


TTM20252024202320222021202020192018201720162015
EMGAX
Allspring Emerging Markets Equity Fund
1.83%1.80%1.06%0.92%0.78%0.24%0.06%0.67%0.36%1.49%0.67%0.59%
EVSAX
Allspring Disciplined U.S. Core Fund
5.94%5.54%6.61%9.22%14.46%8.22%9.22%6.68%7.11%4.31%2.43%11.99%

Drawdowns

EMGAX vs. EVSAX - Drawdown Comparison

The maximum EMGAX drawdown since its inception was -61.83%, which is greater than EVSAX's maximum drawdown of -53.73%. Use the drawdown chart below to compare losses from any high point for EMGAX and EVSAX.


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Drawdown Indicators


EMGAXEVSAXDifference

Max Drawdown

Largest peak-to-trough decline

-61.83%

-53.73%

-8.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-11.69%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-43.48%

-27.72%

-15.76%

Max Drawdown (10Y)

Largest decline over 10 years

-45.89%

-33.03%

-12.86%

Current Drawdown

Current decline from peak

-13.59%

-8.65%

-4.94%

Average Drawdown

Average peak-to-trough decline

-17.28%

-9.78%

-7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.42%

+1.05%

Volatility

EMGAX vs. EVSAX - Volatility Comparison

Allspring Emerging Markets Equity Fund (EMGAX) has a higher volatility of 8.18% compared to Allspring Disciplined U.S. Core Fund (EVSAX) at 4.18%. This indicates that EMGAX's price experiences larger fluctuations and is considered to be riskier than EVSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMGAXEVSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

4.18%

+4.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

9.37%

+3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

18.15%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

17.54%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

18.35%

-0.35%