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IPBAX vs. PRIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPBAX vs. PRIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Real Return Fund (IPBAX) and T. Rowe Price Inflation Protected Bond Fund (PRIPX). The values are adjusted to include any dividend payments, if applicable.

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IPBAX vs. PRIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPBAX
Allspring Real Return Fund
11.78%10.37%8.12%5.35%-10.75%7.74%8.03%9.87%-4.02%4.07%
PRIPX
T. Rowe Price Inflation Protected Bond Fund
0.29%11.53%-1.27%2.57%-12.76%5.45%11.07%10.31%-1.33%2.75%

Returns By Period

In the year-to-date period, IPBAX achieves a 11.78% return, which is significantly higher than PRIPX's 0.29% return. Over the past 10 years, IPBAX has outperformed PRIPX with an annualized return of 4.92%, while PRIPX has yielded a comparatively lower 2.56% annualized return.


IPBAX

1D
0.25%
1M
-0.06%
YTD
11.78%
6M
13.53%
1Y
23.01%
3Y*
10.78%
5Y*
6.29%
10Y*
4.92%

PRIPX

1D
0.49%
1M
-1.54%
YTD
0.29%
6M
4.16%
1Y
7.39%
3Y*
3.22%
5Y*
1.09%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPBAX vs. PRIPX - Expense Ratio Comparison

IPBAX has a 0.78% expense ratio, which is higher than PRIPX's 0.38% expense ratio.


Return for Risk

IPBAX vs. PRIPX — Risk / Return Rank

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

IPBAX
IPBAX Risk / Return Rank: 9797
Overall Rank
IPBAX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IPBAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
IPBAX Omega Ratio Rank: 9595
Omega Ratio Rank
IPBAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
IPBAX Martin Ratio Rank: 9898
Martin Ratio Rank

PRIPX
PRIPX Risk / Return Rank: 8888
Overall Rank
PRIPX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PRIPX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRIPX Omega Ratio Rank: 8585
Omega Ratio Rank
PRIPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PRIPX Martin Ratio Rank: 9090
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.

IPBAX vs. PRIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Real Return Fund (IPBAX) and T. Rowe Price Inflation Protected Bond Fund (PRIPX). 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.


IPBAXPRIPXDifference

Sharpe ratio

Return per unit of total volatility

2.91

1.44

+1.47

Sortino ratio

Return per unit of downside risk

3.98

2.64

+1.34

Omega ratio

Gain probability vs. loss probability

1.53

1.35

+0.18

Calmar ratio

Return relative to maximum drawdown

6.12

3.11

+3.01

Martin ratio

Return relative to average drawdown

22.57

10.26

+12.32

IPBAX vs. PRIPX - Sharpe Ratio Comparison

The current IPBAX Sharpe Ratio is 2.91, which is higher than the PRIPX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of IPBAX and PRIPX, 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


IPBAXPRIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

1.44

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.16

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.43

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.60

+0.10

Correlation

The correlation between IPBAX and PRIPX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IPBAX vs. PRIPX - Dividend Comparison

IPBAX's dividend yield for the trailing twelve months is around 2.33%, less than PRIPX's 9.67% yield.


TTM20252024202320222021202020192018201720162015
IPBAX
Allspring Real Return Fund
2.33%2.58%2.26%3.71%5.07%3.84%1.26%2.12%2.57%1.96%1.77%2.13%
PRIPX
T. Rowe Price Inflation Protected Bond Fund
9.67%9.55%1.49%5.02%7.37%5.30%1.97%3.81%3.02%1.87%1.32%1.76%

Drawdowns

IPBAX vs. PRIPX - Drawdown Comparison

The maximum IPBAX drawdown since its inception was -15.13%, smaller than the maximum PRIPX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for IPBAX and PRIPX.


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Drawdown Indicators


IPBAXPRIPXDifference

Max Drawdown

Largest peak-to-trough decline

-15.13%

-16.15%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-3.84%

-2.75%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-13.94%

-16.15%

+2.21%

Max Drawdown (10Y)

Largest decline over 10 years

-13.94%

-16.15%

+2.21%

Current Drawdown

Current decline from peak

-0.38%

-2.08%

+1.70%

Average Drawdown

Average peak-to-trough decline

-3.15%

-3.98%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.83%

+0.21%

Volatility

IPBAX vs. PRIPX - Volatility Comparison

Allspring Real Return Fund (IPBAX) has a higher volatility of 3.22% compared to T. Rowe Price Inflation Protected Bond Fund (PRIPX) at 1.32%. This indicates that IPBAX's price experiences larger fluctuations and is considered to be riskier than PRIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPBAXPRIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

1.32%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

6.48%

4.28%

+2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

8.01%

5.54%

+2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.12%

6.86%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

5.94%

-0.01%