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SCSAX vs. FTSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCSAX vs. FTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Common Stock Fund (SCSAX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCSAX achieves a 17.67% return, which is significantly higher than FTSIX's 16.70% return.


SCSAX

1D
0.10%
1M
8.06%
YTD
17.67%
6M
15.47%
1Y
22.42%
3Y*
12.23%
5Y*
5.19%
10Y*
11.67%

FTSIX

1D
0.06%
1M
3.67%
YTD
16.70%
6M
14.75%
1Y
29.16%
3Y*
15.60%
5Y*
7.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCSAX vs. FTSIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SCSAX
Allspring Common Stock Fund
17.67%1.44%6.51%15.90%-17.71%21.14%15.34%47.23%1.15%
FTSIX
Fuller & Thaler Behavioral Small-Mid Core Equity Fund
16.70%6.04%11.86%18.52%-17.63%25.29%19.19%26.72%0.00%

Correlation

The correlation between SCSAX and FTSIX is 0.91, 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

0.91

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2018

0.93

The correlation between SCSAX and FTSIX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

SCSAX vs. FTSIX — Risk / Return Rank

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

SCSAX
SCSAX Risk / Return Rank: 2626
Overall Rank
SCSAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SCSAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
SCSAX Omega Ratio Rank: 2222
Omega Ratio Rank
SCSAX Calmar Ratio Rank: 2828
Calmar Ratio Rank
SCSAX Martin Ratio Rank: 3030
Martin Ratio Rank

FTSIX
FTSIX Risk / Return Rank: 6464
Overall Rank
FTSIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FTSIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FTSIX Omega Ratio Rank: 4646
Omega Ratio Rank
FTSIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FTSIX Martin Ratio Rank: 7676
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.

SCSAX vs. FTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Common Stock Fund (SCSAX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). 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.


SCSAXFTSIXDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratioReturn relative to maximum drawdown

1.86

4.60

-2.73

Martin ratioReturn relative to average drawdown

6.52

13.38

-6.86

SCSAX vs. FTSIX - Sharpe Ratio Comparison

The current SCSAX Sharpe Ratio is 1.27, which is lower than the FTSIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SCSAX and FTSIX, 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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Drawdowns

SCSAX vs. FTSIX - Drawdown Comparison

The maximum SCSAX drawdown since its inception was -53.49%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for SCSAX and FTSIX.


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Drawdown Indicators


SCSAXFTSIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.49%

-42.12%

-11.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.68%

-6.80%

-5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-26.64%

-23.30%

-3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-38.46%

-27.57%

-10.89%

Max Drawdown (10Y)

Largest decline over 10 years

-45.63%

Current Drawdown

Current decline from peak

0.00%

-0.87%

+0.87%

Average Drawdown

Average peak-to-trough decline

-10.27%

-7.60%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.33%

+1.29%

Volatility

SCSAX vs. FTSIX - Volatility Comparison

Allspring Common Stock Fund (SCSAX) has a higher volatility of 6.37% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 4.15%. This indicates that SCSAX's price experiences larger fluctuations and is considered to be riskier than FTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCSAXFTSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

4.15%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

11.43%

+3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

15.91%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.95%

19.11%

+4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.05%

23.29%

+0.76%

SCSAX vs. FTSIX - Expense Ratio Comparison

SCSAX has a 1.25% expense ratio, which is lower than FTSIX's 2.69% expense ratio.


Dividends

SCSAX vs. FTSIX - Dividend Comparison

SCSAX's dividend yield for the trailing twelve months is around 3.75%, more than FTSIX's 0.55% yield.


PositionTTM20252024202320222021202020192018201720162015
FTSIX
Fuller & Thaler Behavioral Small-Mid Core Equity Fund
0.55%0.64%0.84%0.85%0.95%5.50%0.35%2.16%0.00%0.00%0.00%0.00%
SCSAX
Allspring Common Stock Fund
3.75%4.42%6.38%3.56%17.66%19.38%4.87%26.88%18.74%11.05%3.82%12.95%

Frequently Asked Questions


With a correlation of 0.91, SCSAX and FTSIX 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.

SCSAX has higher volatility (6.37%) compared to FTSIX (4.15%). In terms of maximum drawdown, SCSAX dropped -53.49% vs FTSIX's -42.12%.

FTSIX currently has the higher Sharpe Ratio (1.97 vs 1.27), 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

Find the right allocation for SCSAX and FTSIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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