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EOD vs. HTD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EOD vs. HTD - 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 John Hancock Tax-Advantaged Dividend Income Fund (HTD). The values are adjusted to include any dividend payments, if applicable.

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EOD vs. HTD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EOD
Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund
2.26%28.76%25.83%9.78%-17.65%32.87%-3.16%35.96%-12.05%20.46%
HTD
John Hancock Tax-Advantaged Dividend Income Fund
6.73%15.87%25.68%-9.92%-6.24%32.36%-16.54%42.77%-9.13%16.47%

Returns By Period

In the year-to-date period, EOD achieves a 2.26% return, which is significantly lower than HTD's 6.73% return. Over the past 10 years, EOD has outperformed HTD with an annualized return of 10.48%, while HTD has yielded a comparatively lower 8.93% annualized return.


EOD

1D
5.05%
1M
-5.07%
YTD
2.26%
6M
6.94%
1Y
28.93%
3Y*
20.16%
5Y*
12.46%
10Y*
10.48%

HTD

1D
0.24%
1M
-3.65%
YTD
6.73%
6M
3.81%
1Y
11.75%
3Y*
13.83%
5Y*
8.97%
10Y*
8.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EOD vs. HTD - Expense Ratio Comparison

EOD has a 0.02% expense ratio, which is higher than HTD's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

EOD vs. HTD — 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: 8383
Omega Ratio Rank
EOD Calmar Ratio Rank: 9191
Calmar Ratio Rank
EOD Martin Ratio Rank: 9595
Martin Ratio Rank

HTD
HTD Risk / Return Rank: 3232
Overall Rank
HTD Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
HTD Sortino Ratio Rank: 2828
Sortino Ratio Rank
HTD Omega Ratio Rank: 3030
Omega Ratio Rank
HTD Calmar Ratio Rank: 3434
Calmar Ratio Rank
HTD Martin Ratio Rank: 3434
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. HTD - 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 John Hancock Tax-Advantaged Dividend Income Fund (HTD). 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.


EODHTDDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.74

+0.85

Sortino ratio

Return per unit of downside risk

2.18

1.03

+1.15

Omega ratio

Gain probability vs. loss probability

1.34

1.15

+0.18

Calmar ratio

Return relative to maximum drawdown

2.57

0.94

+1.62

Martin ratio

Return relative to average drawdown

12.83

3.63

+9.20

EOD vs. HTD - Sharpe Ratio Comparison

The current EOD Sharpe Ratio is 1.58, which is higher than the HTD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of EOD and HTD, 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


EODHTDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.74

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.51

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.39

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.42

-0.22

Correlation

The correlation between EOD and HTD is 0.51, 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. HTD - Dividend Comparison

EOD's dividend yield for the trailing twelve months is around 8.94%, more than HTD's 7.41% yield.


TTM20252024202320222021202020192018201720162015
EOD
Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund
8.94%8.73%9.16%9.98%11.80%8.76%11.41%10.36%13.84%10.56%9.91%12.16%
HTD
John Hancock Tax-Advantaged Dividend Income Fund
7.41%7.51%7.52%8.73%7.36%5.80%7.97%6.06%10.09%8.85%7.30%7.06%

Drawdowns

EOD vs. HTD - Drawdown Comparison

The maximum EOD drawdown since its inception was -57.02%, smaller than the maximum HTD drawdown of -69.79%. Use the drawdown chart below to compare losses from any high point for EOD and HTD.


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Drawdown Indicators


EODHTDDifference

Max Drawdown

Largest peak-to-trough decline

-57.02%

-69.79%

+12.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-13.27%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-31.58%

+5.97%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

-56.57%

+9.49%

Current Drawdown

Current decline from peak

-5.07%

-3.65%

-1.42%

Average Drawdown

Average peak-to-trough decline

-13.32%

-8.86%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

3.44%

-1.13%

Volatility

EOD vs. HTD - Volatility Comparison

Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund (EOD) has a higher volatility of 8.01% compared to John Hancock Tax-Advantaged Dividend Income Fund (HTD) at 4.59%. This indicates that EOD's price experiences larger fluctuations and is considered to be riskier than HTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EODHTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.01%

4.59%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

9.56%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

16.06%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

17.71%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

22.71%

-3.70%