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EVSAX vs. STNFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVSAX vs. STNFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, EVSAX achieves a 12.18% return, which is significantly higher than STNFX's 6.71% return. Over the past 10 years, EVSAX has underperformed STNFX with an annualized return of 15.51%, while STNFX has yielded a comparatively higher 16.82% annualized return.


EVSAX

1D
0.28%
1M
5.86%
YTD
12.18%
6M
12.41%
1Y
30.01%
3Y*
24.42%
5Y*
15.23%
10Y*
15.51%

STNFX

1D
-0.49%
1M
3.45%
YTD
6.71%
6M
5.30%
1Y
18.70%
3Y*
22.71%
5Y*
11.87%
10Y*
16.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVSAX vs. STNFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVSAX
Allspring Disciplined U.S. Core Fund
12.18%18.65%29.20%25.97%-18.21%30.35%15.95%31.87%-8.43%20.47%
STNFX
Allspring Large Cap Growth Fund
6.71%14.63%30.44%40.91%-30.86%15.76%32.30%47.33%1.22%33.40%

Correlation

The correlation between EVSAX and STNFX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.91

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

0.91

The correlation between EVSAX and STNFX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

EVSAX vs. STNFX — Risk / Return Rank

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

EVSAX
EVSAX Risk / Return Rank: 7575
Overall Rank
EVSAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EVSAX Sortino Ratio Rank: 6969
Sortino Ratio Rank
EVSAX Omega Ratio Rank: 6565
Omega Ratio Rank
EVSAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
EVSAX Martin Ratio Rank: 8686
Martin Ratio Rank

STNFX
STNFX Risk / Return Rank: 1515
Overall Rank
STNFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
STNFX Sortino Ratio Rank: 1717
Sortino Ratio Rank
STNFX Omega Ratio Rank: 1818
Omega Ratio Rank
STNFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
STNFX Martin Ratio Rank: 1111
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.

EVSAX vs. STNFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Disciplined U.S. Core Fund (EVSAX) and Allspring Large Cap Growth Fund (STNFX). 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.


EVSAXSTNFXDifference

Sharpe ratio

Return per unit of total volatility

2.54

1.26

+1.28

Sortino ratio

Return per unit of downside risk

3.46

1.76

+1.70

Omega ratio

Gain probability vs. loss probability

1.45

1.22

+0.23

Calmar ratio

Return relative to maximum drawdown

3.57

1.09

+2.48

Martin ratio

Return relative to average drawdown

16.43

3.19

+13.24

EVSAX vs. STNFX - Sharpe Ratio Comparison

The current EVSAX Sharpe Ratio is 2.54, which is higher than the STNFX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of EVSAX and STNFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EVSAXSTNFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

1.26

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.51

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.73

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.70

-0.20

Drawdowns

EVSAX vs. STNFX - Drawdown Comparison

The maximum EVSAX drawdown since its inception was -53.73%, which is greater than STNFX's maximum drawdown of -43.46%. Use the drawdown chart below to compare losses from any high point for EVSAX and STNFX.


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Drawdown Indicators


EVSAXSTNFXDifference

Max Drawdown

Largest peak-to-trough decline

-53.73%

-43.46%

-10.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-17.69%

+9.04%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

-22.45%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-27.72%

-43.46%

+15.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.03%

-43.46%

+10.43%

Current Drawdown

Current decline from peak

0.00%

-0.49%

+0.49%

Average Drawdown

Average peak-to-trough decline

-9.74%

-7.54%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

6.01%

-4.14%

Volatility

EVSAX vs. STNFX - Volatility Comparison

The current volatility for Allspring Disciplined U.S. Core Fund (EVSAX) is 2.94%, while Allspring Large Cap Growth Fund (STNFX) has a volatility of 3.10%. This indicates that EVSAX experiences smaller price fluctuations and is considered to be less risky than STNFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVSAXSTNFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

3.10%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

11.57%

-2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

15.34%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.57%

23.45%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

22.97%

-4.58%

EVSAX vs. STNFX - Expense Ratio Comparison

EVSAX has a 0.86% expense ratio, which is higher than STNFX's 0.75% expense ratio.


Dividends

EVSAX vs. STNFX - Dividend Comparison

EVSAX's dividend yield for the trailing twelve months is around 4.94%, less than STNFX's 13.17% yield.


PositionTTM20252024202320222021202020192018201720162015
EVSAX
Allspring Disciplined U.S. Core Fund
4.94%5.54%6.61%9.22%14.46%8.22%9.22%6.68%7.11%4.31%2.43%11.99%
STNFX
Allspring Large Cap Growth Fund
13.17%14.06%14.18%18.68%10.88%15.11%13.51%19.01%30.81%22.67%5.50%5.97%

Frequently Asked Questions


With a correlation of 0.90, EVSAX and STNFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

STNFX has higher volatility (3.10%) compared to EVSAX (2.94%). In terms of maximum drawdown, EVSAX dropped -53.73% vs STNFX's -43.46%.

EVSAX currently has the higher Sharpe Ratio (2.54 vs 1.26), 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

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