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SENAX vs. VOE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SENAX and VOE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

SENAX vs. VOE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Discovery Mid Cap Growth Fund (SENAX) and Vanguard Mid-Cap Value ETF (VOE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SENAX:

0.05

VOE:

0.48

Sortino Ratio

SENAX:

0.32

VOE:

0.78

Omega Ratio

SENAX:

1.05

VOE:

1.10

Calmar Ratio

SENAX:

0.05

VOE:

0.43

Martin Ratio

SENAX:

0.20

VOE:

1.38

Ulcer Index

SENAX:

13.09%

VOE:

5.71%

Daily Std Dev

SENAX:

29.06%

VOE:

16.78%

Max Drawdown

SENAX:

-58.93%

VOE:

-61.54%

Current Drawdown

SENAX:

-39.43%

VOE:

-5.87%

Returns By Period

In the year-to-date period, SENAX achieves a 5.10% return, which is significantly higher than VOE's 1.89% return. Over the past 10 years, SENAX has underperformed VOE with an annualized return of 0.57%, while VOE has yielded a comparatively higher 8.19% annualized return.


SENAX

YTD

5.10%

1M

19.52%

6M

-8.37%

1Y

1.57%

3Y*

9.82%

5Y*

-0.54%

10Y*

0.57%

VOE

YTD

1.89%

1M

8.21%

6M

-2.51%

1Y

7.98%

3Y*

8.49%

5Y*

14.99%

10Y*

8.19%

*Annualized

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Vanguard Mid-Cap Value ETF

SENAX vs. VOE - Expense Ratio Comparison

SENAX has a 1.18% expense ratio, which is higher than VOE's 0.07% expense ratio.


Risk-Adjusted Performance

SENAX vs. VOE — Risk-Adjusted Performance Rank

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

SENAX
The Risk-Adjusted Performance Rank of SENAX is 2424
Overall Rank
The Sharpe Ratio Rank of SENAX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of SENAX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SENAX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SENAX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SENAX is 2323
Martin Ratio Rank

VOE
The Risk-Adjusted Performance Rank of VOE is 4747
Overall Rank
The Sharpe Ratio Rank of VOE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VOE is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VOE is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VOE is 5050
Calmar Ratio Rank
The Martin Ratio Rank of VOE is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SENAX vs. VOE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Discovery Mid Cap Growth Fund (SENAX) and Vanguard Mid-Cap Value ETF (VOE). 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.


The current SENAX Sharpe Ratio is 0.05, which is lower than the VOE Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of SENAX and VOE, 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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Dividends

SENAX vs. VOE - Dividend Comparison

SENAX's dividend yield for the trailing twelve months is around 10.36%, more than VOE's 2.28% yield.


TTM20242023202220212020201920182017201620152014
SENAX
Allspring Discovery Mid Cap Growth Fund
10.36%10.88%2.46%0.00%17.81%9.16%6.59%15.14%11.23%4.58%8.37%13.42%
VOE
Vanguard Mid-Cap Value ETF
2.28%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%

Drawdowns

SENAX vs. VOE - Drawdown Comparison

The maximum SENAX drawdown since its inception was -58.93%, roughly equal to the maximum VOE drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for SENAX and VOE. For additional features, visit the drawdowns tool.


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Volatility

SENAX vs. VOE - Volatility Comparison

Allspring Discovery Mid Cap Growth Fund (SENAX) has a higher volatility of 6.92% compared to Vanguard Mid-Cap Value ETF (VOE) at 4.02%. This indicates that SENAX's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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