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SENAX vs. GOOGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SENAX vs. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Discovery Mid Cap Growth Fund (SENAX) and Alphabet Inc Class A (GOOGL). The values are adjusted to include any dividend payments, if applicable.

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SENAX vs. GOOGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SENAX
Allspring Discovery Mid Cap Growth Fund
-9.06%13.41%19.25%24.00%-41.92%2.58%57.96%40.64%-5.97%28.54%
GOOGL
Alphabet Inc Class A
-8.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%

Returns By Period

In the year-to-date period, SENAX achieves a -9.06% return, which is significantly lower than GOOGL's -8.06% return. Over the past 10 years, SENAX has underperformed GOOGL with an annualized return of 10.26%, while GOOGL has yielded a comparatively higher 22.38% annualized return.


SENAX

1D
-1.54%
1M
-11.15%
YTD
-9.06%
6M
-11.07%
1Y
15.13%
3Y*
11.09%
5Y*
-0.94%
10Y*
10.26%

GOOGL

1D
5.14%
1M
-7.70%
YTD
-8.06%
6M
18.45%
1Y
86.60%
3Y*
40.86%
5Y*
22.18%
10Y*
22.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SENAX vs. GOOGL — Risk / Return Rank

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

SENAX
SENAX Risk / Return Rank: 2727
Overall Rank
SENAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SENAX Sortino Ratio Rank: 2727
Sortino Ratio Rank
SENAX Omega Ratio Rank: 2424
Omega Ratio Rank
SENAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
SENAX Martin Ratio Rank: 2828
Martin Ratio Rank

GOOGL
GOOGL Risk / Return Rank: 9595
Overall Rank
GOOGL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9494
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9292
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9696
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.

SENAX vs. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Discovery Mid Cap Growth Fund (SENAX) and Alphabet Inc Class A (GOOGL). 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.


SENAXGOOGLDifference

Sharpe ratio

Return per unit of total volatility

0.58

2.85

-2.26

Sortino ratio

Return per unit of downside risk

1.00

3.79

-2.79

Omega ratio

Gain probability vs. loss probability

1.13

1.47

-0.34

Calmar ratio

Return relative to maximum drawdown

0.87

4.27

-3.40

Martin ratio

Return relative to average drawdown

3.02

16.70

-13.68

SENAX vs. GOOGL - Sharpe Ratio Comparison

The current SENAX Sharpe Ratio is 0.58, which is lower than the GOOGL Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of SENAX and GOOGL, 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


SENAXGOOGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

2.85

-2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.72

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.78

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.64

-0.36

Correlation

The correlation between SENAX and GOOGL is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SENAX vs. GOOGL - Dividend Comparison

SENAX's dividend yield for the trailing twelve months is around 13.27%, more than GOOGL's 0.29% yield.


TTM20252024202320222021202020192018201720162015
SENAX
Allspring Discovery Mid Cap Growth Fund
13.27%12.06%10.88%2.46%0.00%17.81%9.16%6.59%15.14%11.23%4.58%8.37%
GOOGL
Alphabet Inc Class A
0.29%0.27%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SENAX vs. GOOGL - Drawdown Comparison

The maximum SENAX drawdown since its inception was -58.34%, smaller than the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for SENAX and GOOGL.


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Drawdown Indicators


SENAXGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-58.34%

-65.29%

+6.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-20.37%

+6.78%

Max Drawdown (5Y)

Largest decline over 5 years

-55.14%

-44.32%

-10.82%

Max Drawdown (10Y)

Largest decline over 10 years

-55.14%

-44.32%

-10.82%

Current Drawdown

Current decline from peak

-26.63%

-16.27%

-10.36%

Average Drawdown

Average peak-to-trough decline

-17.72%

-19.15%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

5.21%

-1.32%

Volatility

SENAX vs. GOOGL - Volatility Comparison

The current volatility for Allspring Discovery Mid Cap Growth Fund (SENAX) is 7.31%, while Alphabet Inc Class A (GOOGL) has a volatility of 9.09%. This indicates that SENAX experiences smaller price fluctuations and is considered to be less risky than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SENAXGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

9.09%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.32%

19.73%

-5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

24.77%

30.56%

-5.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.82%

30.87%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.70%

28.84%

-3.14%