PortfoliosLab logoPortfoliosLab logo
EOD vs. IQDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EOD vs. IQDF - 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 FlexShares International Quality Dividend Index Fund (IQDF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EOD achieves a 17.52% return, which is significantly higher than IQDF's 15.38% return. Over the past 10 years, EOD has outperformed IQDF with an annualized return of 11.79%, while IQDF has yielded a comparatively lower 9.66% annualized return.


EOD

1D
-0.30%
1M
5.02%
YTD
17.52%
6M
19.34%
1Y
38.38%
3Y*
28.51%
5Y*
13.19%
10Y*
11.79%

IQDF

1D
-1.02%
1M
5.16%
YTD
15.38%
6M
18.18%
1Y
35.90%
3Y*
22.80%
5Y*
10.43%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EOD vs. IQDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EOD
Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund
17.52%28.76%25.83%9.78%-17.65%32.87%-3.16%35.96%-12.05%20.46%
IQDF
FlexShares International Quality Dividend Index Fund
15.38%35.42%6.62%20.10%-14.69%10.18%3.54%20.96%-17.39%23.87%

Correlation

The correlation between EOD and IQDF is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2013

0.58

The correlation between EOD and IQDF has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EOD vs. IQDF — Risk / Return Rank

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

EOD
EOD Risk / Return Rank: 8282
Overall Rank
EOD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EOD Sortino Ratio Rank: 7979
Sortino Ratio Rank
EOD Omega Ratio Rank: 7474
Omega Ratio Rank
EOD Calmar Ratio Rank: 8484
Calmar Ratio Rank
EOD Martin Ratio Rank: 9494
Martin Ratio Rank

IQDF
IQDF Risk / Return Rank: 7474
Overall Rank
IQDF Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IQDF Sortino Ratio Rank: 7373
Sortino Ratio Rank
IQDF Omega Ratio Rank: 7373
Omega Ratio Rank
IQDF Calmar Ratio Rank: 7272
Calmar Ratio Rank
IQDF Martin Ratio Rank: 7373
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. IQDF - 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 FlexShares International Quality Dividend Index Fund (IQDF). 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.


EODIQDFDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.49

1.44

+0.05

Calmar ratioReturn relative to maximum drawdown

4.01

3.60

+0.41

Martin ratioReturn relative to average drawdown

21.65

13.93

+7.72

EOD vs. IQDF - Sharpe Ratio Comparison

The current EOD Sharpe Ratio is 2.59, which is comparable to the IQDF Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of EOD and IQDF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EODIQDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

2.50

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.68

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.58

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.44

-0.21

Drawdowns

EOD vs. IQDF - Drawdown Comparison

The maximum EOD drawdown since its inception was -57.02%, which is greater than IQDF's maximum drawdown of -39.83%. Use the drawdown chart below to compare losses from any high point for EOD and IQDF.


Loading charts...

Drawdown Indicators


EODIQDFDifference

Max Drawdown

Largest peak-to-trough decline

-57.02%

-39.83%

-17.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-10.03%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-15.00%

-13.92%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-30.34%

+4.73%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

-39.83%

-7.25%

Current Drawdown

Current decline from peak

-0.30%

-1.02%

+0.72%

Average Drawdown

Average peak-to-trough decline

-13.21%

-9.34%

-3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.58%

-0.80%

Volatility

EOD vs. IQDF - Volatility Comparison

The current volatility for Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund (EOD) is 4.07%, while FlexShares International Quality Dividend Index Fund (IQDF) has a volatility of 5.63%. This indicates that EOD experiences smaller price fluctuations and is considered to be less risky than IQDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EODIQDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

5.63%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

12.23%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

14.44%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

15.49%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

16.63%

+2.47%

EOD vs. IQDF - Expense Ratio Comparison

EOD has a 0.02% expense ratio, which is lower than IQDF's 0.47% expense ratio.


Dividends

EOD vs. IQDF - Dividend Comparison

EOD's dividend yield for the trailing twelve months is around 7.78%, more than IQDF's 2.77% yield.


PositionTTM20252024202320222021202020192018201720162015
EOD
Wells Fargo Advantage Funds - Allspring Global Dividend Opportunity Fund
7.78%8.73%9.16%9.98%11.80%8.76%11.41%10.36%13.84%10.56%9.91%12.16%
IQDF
FlexShares International Quality Dividend Index Fund
2.77%3.27%6.72%6.06%5.59%4.13%3.31%4.46%5.78%3.89%3.75%4.27%

Frequently Asked Questions


EOD and IQDF have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IQDF has higher volatility (5.63%) compared to EOD (4.07%). In terms of maximum drawdown, EOD dropped -57.02% vs IQDF's -39.83%.

EOD currently has the higher Sharpe Ratio (2.59 vs 2.50), 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.

Portfolio Optimizer

Find the right allocation for EOD and IQDF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer