QSPMX vs. EKBAX
QSPMX (Quantified Pattern Recognition Fund) and EKBAX (Allspring Diversified Capital Builder Fund) are both Diversified Portfolio funds. Over the past 5 years, QSPMX returned 6.47%/yr vs 17.24%/yr for EKBAX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. QSPMX charges 1.55%/yr vs 1.10%/yr for EKBAX.
Performance
QSPMX vs. EKBAX - Performance Comparison
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Returns By Period
In the year-to-date period, QSPMX achieves a -5.34% return, which is significantly lower than EKBAX's 29.72% return.
QSPMX
- 1D
- 1.17%
- 1M
- -0.22%
- 6M
- -8.71%
- YTD
- -5.34%
- 1Y
- 12.89%
- 3Y*
- 9.93%
- 5Y*
- 6.47%
- 10Y*
- —
- ALL TIME*
- 10.27%
EKBAX
- 1D
- 0.46%
- 1M
- -1.61%
- 6M
- 19.03%
- YTD
- 29.72%
- 1Y
- 46.18%
- 3Y*
- 26.63%
- 5Y*
- 17.24%
- 10Y*
- 15.44%
- ALL TIME*
- 8.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
QSPMX vs. EKBAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QSPMX Quantified Pattern Recognition Fund | -5.34% | 27.23% | 18.38% | 13.84% | -18.49% | 33.83% | -0.34% | 11.49% |
EKBAX Allspring Diversified Capital Builder Fund | 29.72% | 21.87% | 21.75% | 22.23% | -13.47% | 19.61% | 12.66% | 14.62% |
Correlation
The correlation between QSPMX and EKBAX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2019 | 0.52 |
The correlation between QSPMX and EKBAX has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.
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Return for Risk
QSPMX vs. EKBAX — Risk / Return Rank
QSPMX
EKBAX
QSPMX vs. EKBAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Pattern Recognition Fund (QSPMX) and Allspring Diversified Capital Builder Fund (EKBAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QSPMX | EKBAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.38 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | 4.30 | -3.26 |
| Martin ratioReturn relative to average drawdown | 2.12 | 17.21 | -15.09 |
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Drawdowns
QSPMX vs. EKBAX - Drawdown Comparison
The maximum QSPMX drawdown since its inception was -28.36%, smaller than the maximum EKBAX drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for QSPMX and EKBAX.
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Drawdown Indicators
| QSPMX | EKBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.36% | -55.64% | +27.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.85% | -10.21% | -3.64% |
Max Drawdown (3Y)Largest decline over 3 years | -13.85% | -23.55% | +9.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | -24.84% | -3.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.33% | — |
Current DrawdownCurrent decline from peak | -8.71% | -6.23% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -7.96% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.75% | 2.55% | +4.20% |
Volatility
QSPMX vs. EKBAX - Volatility Comparison
Quantified Pattern Recognition Fund (QSPMX) and Allspring Diversified Capital Builder Fund (EKBAX) have volatilities of 7.00% and 7.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSPMX | EKBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 7.19% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 16.76% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 20.11% | -4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 18.88% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 17.93% | +0.55% |
QSPMX vs. EKBAX - Expense Ratio Comparison
QSPMX has a 1.55% expense ratio, which is higher than EKBAX's 1.10% expense ratio.
Dividends
QSPMX vs. EKBAX - Dividend Comparison
QSPMX's dividend yield for the trailing twelve months is around 1.57%, less than EKBAX's 7.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EKBAX Allspring Diversified Capital Builder Fund | 7.37% | 9.61% | 5.28% | 6.16% | 12.50% | 6.89% | 2.03% | 9.49% | 7.14% | 6.20% | 10.05% | 11.47% |
QSPMX Quantified Pattern Recognition Fund | 1.57% | 1.48% | 2.26% | 3.99% | 0.13% | 26.85% | 0.21% | 3.81% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QSPMX and EKBAX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EKBAX has higher volatility (7.19%) compared to QSPMX (7.00%). In terms of maximum drawdown, QSPMX dropped -28.36% vs EKBAX's -55.64%.
EKBAX currently has the higher Sharpe Ratio (2.18 vs 0.90), 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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