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FEPIX vs. WMFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEPIX vs. WMFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Total Bond Fund (FEPIX) and Allspring Municipal Bond Fund (WMFAX). The values are adjusted to include any dividend payments, if applicable.

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FEPIX vs. WMFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEPIX
Fidelity Total Bond Fund
-0.50%7.45%1.71%6.79%-13.55%-0.46%9.29%9.83%-0.82%4.24%
WMFAX
Allspring Municipal Bond Fund
-0.42%2.90%2.16%5.25%-8.88%1.69%3.89%7.41%1.83%5.96%

Returns By Period

In the year-to-date period, FEPIX achieves a -0.50% return, which is significantly lower than WMFAX's -0.42% return. Over the past 10 years, FEPIX has outperformed WMFAX with an annualized return of 2.43%, while WMFAX has yielded a comparatively lower 1.98% annualized return.


FEPIX

1D
0.53%
1M
-2.35%
YTD
-0.50%
6M
0.44%
1Y
4.14%
3Y*
3.99%
5Y*
0.60%
10Y*
2.43%

WMFAX

1D
0.21%
1M
-2.14%
YTD
-0.42%
6M
0.89%
1Y
3.04%
3Y*
2.48%
5Y*
0.53%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEPIX vs. WMFAX - Expense Ratio Comparison

FEPIX has a 0.50% expense ratio, which is lower than WMFAX's 0.74% expense ratio.


Return for Risk

FEPIX vs. WMFAX — Risk / Return Rank

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

FEPIX
FEPIX Risk / Return Rank: 6060
Overall Rank
FEPIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FEPIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FEPIX Omega Ratio Rank: 4343
Omega Ratio Rank
FEPIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FEPIX Martin Ratio Rank: 5757
Martin Ratio Rank

WMFAX
WMFAX Risk / Return Rank: 3535
Overall Rank
WMFAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WMFAX Sortino Ratio Rank: 2727
Sortino Ratio Rank
WMFAX Omega Ratio Rank: 5757
Omega Ratio Rank
WMFAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
WMFAX Martin Ratio Rank: 2525
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.

FEPIX vs. WMFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Total Bond Fund (FEPIX) and Allspring Municipal Bond Fund (WMFAX). 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.


FEPIXWMFAXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.76

+0.30

Sortino ratio

Return per unit of downside risk

1.53

1.03

+0.51

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.81

0.87

+0.94

Martin ratio

Return relative to average drawdown

5.50

2.70

+2.80

FEPIX vs. WMFAX - Sharpe Ratio Comparison

The current FEPIX Sharpe Ratio is 1.07, which is higher than the WMFAX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FEPIX and WMFAX, 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


FEPIXWMFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.76

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.15

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.55

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

1.07

-0.17

Correlation

The correlation between FEPIX and WMFAX 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

FEPIX vs. WMFAX - Dividend Comparison

FEPIX's dividend yield for the trailing twelve months is around 3.97%, more than WMFAX's 2.88% yield.


TTM20252024202320222021202020192018201720162015
FEPIX
Fidelity Total Bond Fund
3.97%4.31%3.74%3.74%2.49%1.87%5.17%2.97%3.14%2.92%3.55%3.25%
WMFAX
Allspring Municipal Bond Fund
2.88%3.12%3.06%2.59%2.26%1.96%2.28%2.89%3.07%3.41%3.71%3.37%

Drawdowns

FEPIX vs. WMFAX - Drawdown Comparison

The maximum FEPIX drawdown since its inception was -18.40%, which is greater than WMFAX's maximum drawdown of -14.91%. Use the drawdown chart below to compare losses from any high point for FEPIX and WMFAX.


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Drawdown Indicators


FEPIXWMFAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.40%

-14.91%

-3.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-4.42%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-18.40%

-13.35%

-5.05%

Max Drawdown (10Y)

Largest decline over 10 years

-18.40%

-13.35%

-5.05%

Current Drawdown

Current decline from peak

-2.35%

-2.14%

-0.21%

Average Drawdown

Average peak-to-trough decline

-2.48%

-2.05%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.43%

-0.49%

Volatility

FEPIX vs. WMFAX - Volatility Comparison

Fidelity Total Bond Fund (FEPIX) has a higher volatility of 1.58% compared to Allspring Municipal Bond Fund (WMFAX) at 0.85%. This indicates that FEPIX's price experiences larger fluctuations and is considered to be riskier than WMFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEPIXWMFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

0.85%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

1.44%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

4.30%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.65%

3.55%

+2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

3.64%

+1.07%