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SGRNX vs. TBCIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGRNX vs. TBCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Growth Fund (SGRNX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGRNX achieves a 7.48% return, which is significantly higher than TBCIX's 6.27% return. Over the past 10 years, SGRNX has underperformed TBCIX with an annualized return of 15.04%, while TBCIX has yielded a comparatively higher 18.01% annualized return.


SGRNX

1D
1.24%
1M
3.45%
YTD
7.48%
6M
5.56%
1Y
19.98%
3Y*
21.11%
5Y*
7.86%
10Y*
15.04%

TBCIX

1D
0.50%
1M
5.56%
YTD
6.27%
6M
6.21%
1Y
23.68%
3Y*
29.30%
5Y*
14.00%
10Y*
18.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGRNX vs. TBCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGRNX
Allspring Growth Fund
7.48%15.34%29.43%34.06%-36.92%7.43%49.20%37.61%0.69%35.24%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
6.27%18.94%48.73%49.61%-38.48%18.30%34.90%30.30%2.13%36.68%

Correlation

The correlation between SGRNX and TBCIX is 0.86, 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

0.86

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

0.90

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.93

The correlation between SGRNX and TBCIX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

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Return for Risk

SGRNX vs. TBCIX — Risk / Return Rank

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

SGRNX
SGRNX Risk / Return Rank: 1414
Overall Rank
SGRNX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SGRNX Sortino Ratio Rank: 1515
Sortino Ratio Rank
SGRNX Omega Ratio Rank: 1616
Omega Ratio Rank
SGRNX Calmar Ratio Rank: 1212
Calmar Ratio Rank
SGRNX Martin Ratio Rank: 1212
Martin Ratio Rank

TBCIX
TBCIX Risk / Return Rank: 2323
Overall Rank
TBCIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 2727
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 1717
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.

SGRNX vs. TBCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Growth Fund (SGRNX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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.


SGRNXTBCIXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.59

-0.42

Sortino ratio

Return per unit of downside risk

1.66

2.20

-0.54

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.14

1.47

-0.33

Martin ratio

Return relative to average drawdown

3.57

4.99

-1.42

SGRNX vs. TBCIX - Sharpe Ratio Comparison

The current SGRNX Sharpe Ratio is 1.16, which is comparable to the TBCIX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of SGRNX and TBCIX, 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


SGRNXTBCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.59

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.59

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.79

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.76

-0.34

Drawdowns

SGRNX vs. TBCIX - Drawdown Comparison

The maximum SGRNX drawdown since its inception was -52.68%, which is greater than TBCIX's maximum drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for SGRNX and TBCIX.


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Drawdown Indicators


SGRNXTBCIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.68%

-43.26%

-9.42%

Max Drawdown (1Y)

Largest decline over 1 year

-18.99%

-16.96%

-2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

-23.06%

-2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-49.79%

-43.26%

-6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

-43.26%

-6.53%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-15.63%

-8.07%

-7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.07%

5.01%

+1.06%

Volatility

SGRNX vs. TBCIX - Volatility Comparison

Allspring Growth Fund (SGRNX) has a higher volatility of 4.68% compared to T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) at 3.44%. This indicates that SGRNX's price experiences larger fluctuations and is considered to be riskier than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGRNXTBCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

3.44%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.32%

12.00%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.37%

15.65%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.87%

23.91%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.49%

22.76%

+1.73%

SGRNX vs. TBCIX - Expense Ratio Comparison

SGRNX has a 0.75% expense ratio, which is higher than TBCIX's 0.56% expense ratio.


Dividends

SGRNX vs. TBCIX - Dividend Comparison

SGRNX's dividend yield for the trailing twelve months is around 19.71%, more than TBCIX's 4.90% yield.


PositionTTM20252024202320222021202020192018201720162015
SGRNX
Allspring Growth Fund
19.71%21.19%21.72%7.14%4.93%16.48%10.02%9.81%19.24%27.01%18.95%13.11%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
4.90%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%0.00%

Frequently Asked Questions


SGRNX and TBCIX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SGRNX has higher volatility (4.68%) compared to TBCIX (3.44%). In terms of maximum drawdown, SGRNX dropped -52.68% vs TBCIX's -43.26%.

TBCIX currently has the higher Sharpe Ratio (1.59 vs 1.16), 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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