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MNTRX vs. ACWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MNTRX vs. ACWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Core Bond Fund (MNTRX) and iShares MSCI ACWI ex U.S. ETF (ACWX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MNTRX achieves a 0.29% return, which is significantly lower than ACWX's 14.30% return. Over the past 10 years, MNTRX has underperformed ACWX with an annualized return of 1.43%, while ACWX has yielded a comparatively higher 9.57% annualized return.


MNTRX

1D
0.00%
1M
0.52%
YTD
0.29%
6M
0.18%
1Y
5.25%
3Y*
3.88%
5Y*
-0.10%
10Y*
1.43%

ACWX

1D
-1.06%
1M
5.24%
YTD
14.30%
6M
17.01%
1Y
32.04%
3Y*
19.35%
5Y*
8.36%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MNTRX vs. ACWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MNTRX
Allspring Core Bond Fund
0.29%7.16%1.38%5.37%-13.82%-2.10%8.51%8.18%-0.57%3.28%
ACWX
iShares MSCI ACWI ex U.S. ETF
14.30%32.59%5.17%15.63%-16.07%7.67%10.29%21.05%-13.99%27.20%

Correlation

The correlation between MNTRX and ACWX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.29

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

0.20

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

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2008

-0.08

The correlation between MNTRX and ACWX shifts across timeframes, from -0.08 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MNTRX vs. ACWX — Risk / Return Rank

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

MNTRX
MNTRX Risk / Return Rank: 2121
Overall Rank
MNTRX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MNTRX Sortino Ratio Rank: 2222
Sortino Ratio Rank
MNTRX Omega Ratio Rank: 2020
Omega Ratio Rank
MNTRX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MNTRX Martin Ratio Rank: 2020
Martin Ratio Rank

ACWX
ACWX Risk / Return Rank: 5959
Overall Rank
ACWX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ACWX Sortino Ratio Rank: 5959
Sortino Ratio Rank
ACWX Omega Ratio Rank: 6060
Omega Ratio Rank
ACWX Calmar Ratio Rank: 5656
Calmar Ratio Rank
ACWX Martin Ratio Rank: 6060
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.

MNTRX vs. ACWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Core Bond Fund (MNTRX) and iShares MSCI ACWI ex U.S. ETF (ACWX). 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.


MNTRXACWXDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

1.24

1.38

-0.14

Calmar ratioReturn relative to maximum drawdown

1.72

2.82

-1.10

Martin ratioReturn relative to average drawdown

5.28

10.96

-5.68

MNTRX vs. ACWX - Sharpe Ratio Comparison

The current MNTRX Sharpe Ratio is 1.33, which is lower than the ACWX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of MNTRX and ACWX, 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


MNTRXACWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

2.08

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.52

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.55

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.23

+0.69

Drawdowns

MNTRX vs. ACWX - Drawdown Comparison

The maximum MNTRX drawdown since its inception was -19.36%, smaller than the maximum ACWX drawdown of -60.40%. Use the drawdown chart below to compare losses from any high point for MNTRX and ACWX.


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Drawdown Indicators


MNTRXACWXDifference

Max Drawdown

Largest peak-to-trough decline

-19.36%

-60.40%

+41.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-11.42%

+8.36%

Max Drawdown (3Y)

Largest decline over 3 years

-6.27%

-13.84%

+7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

-30.07%

+11.16%

Max Drawdown (10Y)

Largest decline over 10 years

-19.36%

-35.38%

+16.02%

Current Drawdown

Current decline from peak

-3.14%

-1.06%

-2.08%

Average Drawdown

Average peak-to-trough decline

-2.46%

-13.34%

+10.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

2.93%

-1.93%

Volatility

MNTRX vs. ACWX - Volatility Comparison

The current volatility for Allspring Core Bond Fund (MNTRX) is 1.38%, while iShares MSCI ACWI ex U.S. ETF (ACWX) has a volatility of 5.74%. This indicates that MNTRX experiences smaller price fluctuations and is considered to be less risky than ACWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNTRXACWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

5.74%

-4.36%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

13.26%

-10.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

15.51%

-11.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.04%

16.29%

-10.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

17.38%

-12.42%

MNTRX vs. ACWX - Expense Ratio Comparison

MNTRX has a 0.70% expense ratio, which is higher than ACWX's 0.32% expense ratio.


Dividends

MNTRX vs. ACWX - Dividend Comparison

MNTRX's dividend yield for the trailing twelve months is around 4.06%, more than ACWX's 2.47% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWX
iShares MSCI ACWI ex U.S. ETF
2.47%2.82%2.97%2.96%2.68%2.74%1.88%3.22%2.60%2.40%2.77%2.51%
MNTRX
Allspring Core Bond Fund
4.06%4.07%4.13%3.19%1.85%1.75%6.35%2.46%2.33%1.74%1.97%1.45%

Frequently Asked Questions


MNTRX and ACWX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWX has higher volatility (5.74%) compared to MNTRX (1.38%). In terms of maximum drawdown, MNTRX dropped -19.36% vs ACWX's -60.40%.

ACWX currently has the higher Sharpe Ratio (2.08 vs 1.33), 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.

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