EOD vs. DHY
EOD (Allspring Global Dividend Opportunity Fund) and DHY (Dimensional High Yield Equity Fund) are both Dividend funds. Over the past 10 years, EOD returned 11.74%/yr vs 5.40%/yr for DHY. Their 0.33 correlation means their historical movements had little consistent relationship. EOD charges 0.02%/yr vs 0.04%/yr for DHY.
Performance
EOD vs. DHY - Performance Comparison
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Returns By Period
In the year-to-date period, EOD achieves a 17.11% return, which is significantly higher than DHY's -8.27% return. Over the past 10 years, EOD has outperformed DHY with an annualized return of 11.74%, while DHY has yielded a comparatively lower 5.40% annualized return.
EOD
- 1D
- 0.62%
- 1M
- 1.08%
- 6M
- 11.74%
- YTD
- 17.11%
- 1Y
- 29.75%
- 3Y*
- 25.78%
- 5Y*
- 12.56%
- 10Y*
- 11.74%
- ALL TIME*
- 5.41%
DHY
- 1D
- -1.14%
- 1M
- -2.49%
- 6M
- -8.98%
- YTD
- -8.27%
- 1Y
- -9.73%
- 3Y*
- 6.53%
- 5Y*
- 1.78%
- 10Y*
- 5.40%
- ALL TIME*
- 3.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $985.90K | $1.50M | $1.32M | |
| $609.88K | $585.82K | $621.78K |
EOD vs. DHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOD Allspring Global Dividend Opportunity Fund | 17.11% | 28.76% | 25.83% | 9.78% | -17.65% | 32.87% | -3.16% | 35.96% | -12.05% | 20.46% |
DHY Dimensional High Yield Equity Fund | -8.27% | 2.19% | 18.18% | 24.13% | -21.75% | 16.99% | 0.10% | 26.18% | -16.10% | 17.06% |
Correlation
The correlation between EOD and DHY is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2007 | 0.33 |
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Return for Risk
EOD vs. DHY — Risk / Return Rank
EOD
DHY
EOD vs. DHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allspring Global Dividend Opportunity Fund (EOD) and Dimensional High Yield Equity Fund (DHY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EOD | DHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.71 | ||
| Sortino ratioReturn per unit of downside risk | +3.85 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.88 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | -0.75 | +3.85 |
| Martin ratioReturn relative to average drawdown | 15.35 | -1.42 | +16.77 |
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Drawdowns
EOD vs. DHY - Drawdown Comparison
The maximum EOD drawdown since its inception was -57.02%, smaller than the maximum DHY drawdown of -71.47%. Use the drawdown chart below to compare losses from any high point for EOD and DHY.
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Drawdown Indicators
| EOD | DHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.02% | -71.47% | +14.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -13.03% | +3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -14.24% | -13.03% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -27.23% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -47.08% | -41.36% | -5.72% |
Current DrawdownCurrent decline from peak | -1.06% | -11.47% | +10.41% |
Average DrawdownAverage peak-to-trough decline | -13.11% | -12.35% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 6.88% | -4.94% |
Volatility
EOD vs. DHY - Volatility Comparison
The current volatility for Allspring Global Dividend Opportunity Fund (EOD) is 3.68%, while Dimensional High Yield Equity Fund (DHY) has a volatility of 5.18%. This indicates that EOD experiences smaller price fluctuations and is considered to be less risky than DHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EOD | DHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 5.18% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 10.88% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.29% | 13.11% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.59% | 15.36% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 17.99% | +0.97% |
EOD vs. DHY - Expense Ratio Comparison
EOD has a 0.02% expense ratio, which is lower than DHY's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EOD vs. DHY - Dividend Comparison
EOD's dividend yield for the trailing twelve months is around 8.22%, less than DHY's 10.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHY Dimensional High Yield Equity Fund | 10.75% | 9.30% | 8.69% | 9.39% | 10.57% | 7.61% | 8.68% | 9.02% | 11.20% | 9.40% | 10.52% | 12.63% |
EOD Allspring Global Dividend Opportunity Fund | 8.22% | 8.73% | 9.16% | 9.98% | 11.80% | 8.76% | 11.41% | 10.36% | 13.84% | 10.56% | 9.91% | 12.16% |
Frequently Asked Questions
EOD and DHY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHY has higher volatility (5.18%) compared to EOD (3.68%). In terms of maximum drawdown, EOD dropped -57.02% vs DHY's -71.47%.
EOD currently has the higher Sharpe Ratio (1.96 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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