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SCSAX vs. TARKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCSAX vs. TARKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Common Stock Fund (SCSAX) and Tarkio Fund (TARKX). 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 13.01% return, which is significantly lower than TARKX's 24.74% return. Over the past 10 years, SCSAX has underperformed TARKX with an annualized return of 10.73%, while TARKX has yielded a comparatively higher 15.29% annualized return.


SCSAX

1D
1.12%
1M
5.87%
YTD
13.01%
6M
12.17%
1Y
19.86%
3Y*
10.98%
5Y*
4.51%
10Y*
10.73%

TARKX

1D
2.17%
1M
7.27%
YTD
24.74%
6M
22.99%
1Y
62.96%
3Y*
29.68%
5Y*
11.17%
10Y*
15.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCSAX vs. TARKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCSAX
Allspring Common Stock Fund
13.01%1.44%6.51%15.90%-17.71%21.14%15.34%47.23%-10.02%17.54%
TARKX
Tarkio Fund
24.74%30.18%21.72%26.33%-30.39%24.41%27.00%29.54%-23.30%29.04%

Correlation

The correlation between SCSAX and TARKX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.79

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

0.85

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

0.84

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2011

0.87

The correlation between SCSAX and TARKX shifts across timeframes, from 0.72 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SCSAX vs. TARKX — Risk / Return Rank

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

SCSAX
SCSAX Risk / Return Rank: 1919
Overall Rank
SCSAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SCSAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
SCSAX Omega Ratio Rank: 1717
Omega Ratio Rank
SCSAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SCSAX Martin Ratio Rank: 2424
Martin Ratio Rank

TARKX
TARKX Risk / Return Rank: 6868
Overall Rank
TARKX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TARKX Sortino Ratio Rank: 5555
Sortino Ratio Rank
TARKX Omega Ratio Rank: 5353
Omega Ratio Rank
TARKX Calmar Ratio Rank: 8484
Calmar Ratio Rank
TARKX Martin Ratio Rank: 7979
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. TARKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Common Stock Fund (SCSAX) and Tarkio Fund (TARKX). 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.


SCSAXTARKXDifference

Sharpe ratio

Return per unit of total volatility

1.19

2.46

-1.27

Sortino ratio

Return per unit of downside risk

1.82

3.14

-1.32

Omega ratio

Gain probability vs. loss probability

1.21

1.40

-0.18

Calmar ratio

Return relative to maximum drawdown

1.68

3.98

-2.29

Martin ratio

Return relative to average drawdown

5.91

14.81

-8.90

SCSAX vs. TARKX - Sharpe Ratio Comparison

The current SCSAX Sharpe Ratio is 1.19, which is lower than the TARKX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of SCSAX and TARKX, 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


SCSAXTARKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.46

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.41

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.57

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.56

-0.16

Drawdowns

SCSAX vs. TARKX - Drawdown Comparison

The maximum SCSAX drawdown since its inception was -53.49%, which is greater than TARKX's maximum drawdown of -40.55%. Use the drawdown chart below to compare losses from any high point for SCSAX and TARKX.


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Drawdown Indicators


SCSAXTARKXDifference

Max Drawdown

Largest peak-to-trough decline

-53.49%

-40.55%

-12.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.68%

-16.99%

+4.31%

Max Drawdown (3Y)

Largest decline over 3 years

-26.64%

-36.99%

+10.35%

Max Drawdown (5Y)

Largest decline over 5 years

-38.46%

-40.38%

+1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-45.63%

-40.55%

-5.08%

Current Drawdown

Current decline from peak

-2.26%

0.00%

-2.26%

Average Drawdown

Average peak-to-trough decline

-10.29%

-10.37%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

4.55%

-0.94%

Volatility

SCSAX vs. TARKX - Volatility Comparison

The current volatility for Allspring Common Stock Fund (SCSAX) is 5.86%, while Tarkio Fund (TARKX) has a volatility of 8.62%. This indicates that SCSAX experiences smaller price fluctuations and is considered to be less risky than TARKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCSAXTARKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

8.62%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.78%

21.04%

-7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

27.50%

-9.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.84%

27.54%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

26.68%

-2.68%

SCSAX vs. TARKX - Expense Ratio Comparison

SCSAX has a 1.25% expense ratio, which is higher than TARKX's 1.00% expense ratio.


Dividends

SCSAX vs. TARKX - Dividend Comparison

SCSAX's dividend yield for the trailing twelve months is around 3.91%, less than TARKX's 4.41% yield.


PositionTTM20252024202320222021202020192018201720162015
SCSAX
Allspring Common Stock Fund
3.91%4.42%6.38%3.56%17.66%19.38%4.87%26.88%18.74%11.05%3.82%12.95%
TARKX
Tarkio Fund
4.41%5.50%1.51%2.98%10.62%1.40%0.50%5.21%3.34%1.70%0.47%0.36%

Frequently Asked Questions


SCSAX and TARKX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TARKX has higher volatility (8.62%) compared to SCSAX (5.86%). In terms of maximum drawdown, SCSAX dropped -53.49% vs TARKX's -40.55%.

TARKX currently has the higher Sharpe Ratio (2.46 vs 1.19), 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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