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EOD vs. CDDYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EOD vs. CDDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund (EOD) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). The values are adjusted to include any dividend payments, if applicable.

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EOD vs. CDDYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EOD
Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund
4.54%28.76%25.83%9.78%-17.65%32.87%-3.16%35.96%-12.05%20.46%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
3.28%15.95%15.17%10.65%-4.84%26.43%7.92%28.74%-4.27%20.34%

Returns By Period

In the year-to-date period, EOD achieves a 4.54% return, which is significantly higher than CDDYX's 3.28% return. Over the past 10 years, EOD has underperformed CDDYX with an annualized return of 10.72%, while CDDYX has yielded a comparatively higher 12.31% annualized return.


EOD

1D
2.23%
1M
-2.48%
YTD
4.54%
6M
8.37%
1Y
31.27%
3Y*
21.05%
5Y*
12.95%
10Y*
10.72%

CDDYX

1D
1.60%
1M
-3.90%
YTD
3.28%
6M
5.98%
1Y
16.96%
3Y*
15.18%
5Y*
10.80%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EOD vs. CDDYX - Expense Ratio Comparison

EOD has a 0.02% expense ratio, which is lower than CDDYX's 0.55% expense ratio.


Return for Risk

EOD vs. CDDYX — Risk / Return Rank

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

EOD
EOD Risk / Return Rank: 8787
Overall Rank
EOD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EOD Sortino Ratio Rank: 8383
Sortino Ratio Rank
EOD Omega Ratio Rank: 8484
Omega Ratio Rank
EOD Calmar Ratio Rank: 9090
Calmar Ratio Rank
EOD Martin Ratio Rank: 9595
Martin Ratio Rank

CDDYX
CDDYX Risk / Return Rank: 7272
Overall Rank
CDDYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CDDYX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CDDYX Omega Ratio Rank: 7070
Omega Ratio Rank
CDDYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CDDYX Martin Ratio Rank: 8181
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.

EOD vs. CDDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund (EOD) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). 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.


EODCDDYXDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.23

+0.47

Sortino ratio

Return per unit of downside risk

2.32

1.75

+0.57

Omega ratio

Gain probability vs. loss probability

1.36

1.27

+0.09

Calmar ratio

Return relative to maximum drawdown

2.75

1.78

+0.97

Martin ratio

Return relative to average drawdown

13.69

8.25

+5.45

EOD vs. CDDYX - Sharpe Ratio Comparison

The current EOD Sharpe Ratio is 1.70, which is higher than the CDDYX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of EOD and CDDYX, 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


EODCDDYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.23

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.82

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.79

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.86

-0.65

Correlation

The correlation between EOD and CDDYX is 0.57, 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

EOD vs. CDDYX - Dividend Comparison

EOD's dividend yield for the trailing twelve months is around 8.74%, more than CDDYX's 5.21% yield.


TTM20252024202320222021202020192018201720162015
EOD
Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund
8.74%8.73%9.16%9.98%11.80%8.76%11.41%10.36%13.84%10.56%9.91%12.16%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
5.21%5.33%5.99%4.96%3.90%2.93%1.85%3.28%7.65%4.03%3.84%8.35%

Drawdowns

EOD vs. CDDYX - Drawdown Comparison

The maximum EOD drawdown since its inception was -57.02%, which is greater than CDDYX's maximum drawdown of -32.74%. Use the drawdown chart below to compare losses from any high point for EOD and CDDYX.


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Drawdown Indicators


EODCDDYXDifference

Max Drawdown

Largest peak-to-trough decline

-57.02%

-32.74%

-24.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-10.17%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-16.91%

-8.70%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

-32.74%

-14.34%

Current Drawdown

Current decline from peak

-2.95%

-3.95%

+1.00%

Average Drawdown

Average peak-to-trough decline

-13.32%

-2.79%

-10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.19%

+0.13%

Volatility

EOD vs. CDDYX - Volatility Comparison

Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund (EOD) has a higher volatility of 8.15% compared to Columbia Dividend Income Fund Institutional 3 Class (CDDYX) at 3.45%. This indicates that EOD's price experiences larger fluctuations and is considered to be riskier than CDDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EODCDDYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

3.45%

+4.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

7.00%

+3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

13.67%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

13.31%

+4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.02%

15.68%

+3.34%