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SGRNX vs. TBCIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SGRNX and TBCIX is 0.88, 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

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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Key characteristics

Sharpe Ratio

SGRNX:

0.55

TBCIX:

0.70

Sortino Ratio

SGRNX:

0.79

TBCIX:

1.00

Omega Ratio

SGRNX:

1.11

TBCIX:

1.14

Calmar Ratio

SGRNX:

0.46

TBCIX:

0.68

Martin Ratio

SGRNX:

1.46

TBCIX:

2.20

Ulcer Index

SGRNX:

8.12%

TBCIX:

6.95%

Daily Std Dev

SGRNX:

26.72%

TBCIX:

25.74%

Max Drawdown

SGRNX:

-52.44%

TBCIX:

-43.56%

Current Drawdown

SGRNX:

-4.97%

TBCIX:

-3.41%

Returns By Period

In the year-to-date period, SGRNX achieves a 2.23% return, which is significantly higher than TBCIX's 1.50% return.


SGRNX

YTD

2.23%

1M

9.39%

6M

-1.12%

1Y

14.99%

3Y*

16.41%

5Y*

10.52%

10Y*

12.46%

TBCIX

YTD

1.50%

1M

8.24%

6M

1.11%

1Y

17.66%

3Y*

20.87%

5Y*

13.53%

10Y*

N/A

*Annualized

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Allspring Growth Fund

SGRNX vs. TBCIX - Expense Ratio Comparison

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


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

Risk-Adjusted Performance

SGRNX vs. TBCIX — Risk-Adjusted Performance Rank

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

SGRNX
The Risk-Adjusted Performance Rank of SGRNX is 3737
Overall Rank
The Sharpe Ratio Rank of SGRNX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SGRNX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of SGRNX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of SGRNX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SGRNX is 3535
Martin Ratio Rank

TBCIX
The Risk-Adjusted Performance Rank of TBCIX is 5252
Overall Rank
The Sharpe Ratio Rank of TBCIX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of TBCIX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of TBCIX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of TBCIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of TBCIX is 4848
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.

SGRNX vs. TBCIX - Risk-Adjusted Performance 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.


The current SGRNX Sharpe Ratio is 0.55, which is comparable to the TBCIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SGRNX and TBCIX, 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

SGRNX vs. TBCIX - Dividend Comparison

SGRNX's dividend yield for the trailing twelve months is around 21.25%, more than TBCIX's 9.00% yield.


TTM20242023202220212020201920182017201620152014
SGRNX
Allspring Growth Fund
21.25%21.72%7.14%4.93%16.48%10.02%9.81%19.24%27.01%18.95%13.11%14.27%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
9.00%9.14%3.47%5.84%9.51%1.18%0.59%2.50%5.51%0.81%0.00%0.00%

Drawdowns

SGRNX vs. TBCIX - Drawdown Comparison

The maximum SGRNX drawdown since its inception was -52.44%, which is greater than TBCIX's maximum drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for SGRNX and TBCIX.


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

Volatility

SGRNX vs. TBCIX - Volatility Comparison

Allspring Growth Fund (SGRNX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) have volatilities of 5.57% and 5.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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