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

Correlation

The correlation between SENAX and VWEHX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SENAX vs. VWEHX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SENAX:

0.66

VWEHX:

2.45

Sortino Ratio

SENAX:

0.98

VWEHX:

4.14

Omega Ratio

SENAX:

1.13

VWEHX:

1.69

Calmar Ratio

SENAX:

0.41

VWEHX:

3.53

Martin Ratio

SENAX:

1.85

VWEHX:

14.47

Ulcer Index

SENAX:

8.59%

VWEHX:

0.64%

Daily Std Dev

SENAX:

27.42%

VWEHX:

3.38%

Max Drawdown

SENAX:

-58.34%

VWEHX:

-30.17%

Current Drawdown

SENAX:

-19.35%

VWEHX:

-0.00%

Returns By Period

In the year-to-date period, SENAX achieves a 5.55% return, which is significantly higher than VWEHX's 2.84% return. Over the past 10 years, SENAX has outperformed VWEHX with an annualized return of 9.10%, while VWEHX has yielded a comparatively lower 4.57% annualized return.


SENAX

YTD

5.55%

1M

8.08%

6M

-2.43%

1Y

17.83%

3Y*

12.76%

5Y*

5.86%

10Y*

9.10%

VWEHX

YTD

2.84%

1M

0.74%

6M

2.24%

1Y

8.21%

3Y*

6.12%

5Y*

4.42%

10Y*

4.57%

*Annualized

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SENAX vs. VWEHX - Expense Ratio Comparison

SENAX has a 1.18% expense ratio, which is higher than VWEHX's 0.23% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SENAX vs. VWEHX — 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 4444
Overall Rank
The Sharpe Ratio Rank of SENAX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SENAX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SENAX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SENAX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SENAX is 4141
Martin Ratio Rank

VWEHX
The Risk-Adjusted Performance Rank of VWEHX is 9595
Overall Rank
The Sharpe Ratio Rank of VWEHX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of VWEHX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of VWEHX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of VWEHX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of VWEHX is 9696
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. VWEHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Discovery Mid Cap Growth Fund (SENAX) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). 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 0.66, which is lower than the VWEHX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of SENAX and VWEHX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SENAX vs. VWEHX - Dividend Comparison

SENAX's dividend yield for the trailing twelve months is around 10.31%, more than VWEHX's 5.64% yield.


TTM20242023202220212020201920182017201620152014
SENAX
Allspring Discovery Mid Cap Growth Fund
10.31%10.88%2.46%0.00%17.81%9.16%6.59%15.14%11.23%4.58%8.37%13.42%
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
5.64%6.13%5.68%5.11%4.15%4.62%5.25%5.93%5.30%5.42%6.41%5.59%

Drawdowns

SENAX vs. VWEHX - Drawdown Comparison

The maximum SENAX drawdown since its inception was -58.34%, which is greater than VWEHX's maximum drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for SENAX and VWEHX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SENAX vs. VWEHX - Volatility Comparison

Allspring Discovery Mid Cap Growth Fund (SENAX) has a higher volatility of 6.63% compared to Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) at 0.83%. This indicates that SENAX's price experiences larger fluctuations and is considered to be riskier than VWEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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