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SGRNX vs. VTMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGRNX vs. VTMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Growth Fund (SGRNX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). The values are adjusted to include any dividend payments, if applicable.

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SGRNX vs. VTMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGRNX
Allspring Growth Fund
-9.51%15.34%29.43%34.06%-36.92%7.43%49.20%37.61%0.69%35.24%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
2.46%35.17%3.03%17.65%-15.33%11.39%10.25%22.04%-14.48%26.39%

Returns By Period

In the year-to-date period, SGRNX achieves a -9.51% return, which is significantly lower than VTMGX's 2.46% return. Over the past 10 years, SGRNX has outperformed VTMGX with an annualized return of 13.61%, while VTMGX has yielded a comparatively lower 9.31% annualized return.


SGRNX

1D
4.61%
1M
-6.12%
YTD
-9.51%
6M
-12.99%
1Y
15.54%
3Y*
16.51%
5Y*
4.19%
10Y*
13.61%

VTMGX

1D
2.96%
1M
-7.62%
YTD
2.46%
6M
7.79%
1Y
29.28%
3Y*
15.95%
5Y*
8.51%
10Y*
9.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGRNX vs. VTMGX - Expense Ratio Comparison

SGRNX has a 0.75% expense ratio, which is higher than VTMGX's 0.07% expense ratio.


Return for Risk

SGRNX vs. VTMGX — Risk / Return Rank

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

SGRNX
SGRNX Risk / Return Rank: 2424
Overall Rank
SGRNX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SGRNX Sortino Ratio Rank: 2727
Sortino Ratio Rank
SGRNX Omega Ratio Rank: 2525
Omega Ratio Rank
SGRNX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SGRNX Martin Ratio Rank: 2121
Martin Ratio Rank

VTMGX
VTMGX Risk / Return Rank: 8787
Overall Rank
VTMGX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VTMGX Sortino Ratio Rank: 8686
Sortino Ratio Rank
VTMGX Omega Ratio Rank: 8484
Omega Ratio Rank
VTMGX Calmar Ratio Rank: 8989
Calmar Ratio Rank
VTMGX Martin Ratio Rank: 8888
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. VTMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Growth Fund (SGRNX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.


SGRNXVTMGXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.79

-1.10

Sortino ratio

Return per unit of downside risk

1.13

2.35

-1.22

Omega ratio

Gain probability vs. loss probability

1.16

1.35

-0.19

Calmar ratio

Return relative to maximum drawdown

0.85

2.44

-1.59

Martin ratio

Return relative to average drawdown

2.75

9.56

-6.81

SGRNX vs. VTMGX - Sharpe Ratio Comparison

The current SGRNX Sharpe Ratio is 0.69, which is lower than the VTMGX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of SGRNX and VTMGX, 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


SGRNXVTMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.79

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.55

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.57

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.29

+0.10

Correlation

The correlation between SGRNX and VTMGX is 0.68, 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

SGRNX vs. VTMGX - Dividend Comparison

SGRNX's dividend yield for the trailing twelve months is around 23.41%, more than VTMGX's 2.92% yield.


TTM20252024202320222021202020192018201720162015
SGRNX
Allspring Growth Fund
23.41%21.19%21.72%7.14%4.93%16.48%10.02%9.81%19.24%27.01%18.95%13.11%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
2.92%3.20%3.34%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%

Drawdowns

SGRNX vs. VTMGX - Drawdown Comparison

The maximum SGRNX drawdown since its inception was -52.68%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for SGRNX and VTMGX.


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Drawdown Indicators


SGRNXVTMGXDifference

Max Drawdown

Largest peak-to-trough decline

-52.68%

-60.58%

+7.90%

Max Drawdown (1Y)

Largest decline over 1 year

-18.99%

-11.67%

-7.32%

Max Drawdown (5Y)

Largest decline over 5 years

-49.79%

-29.71%

-20.08%

Max Drawdown (10Y)

Largest decline over 10 years

-49.79%

-35.68%

-14.11%

Current Drawdown

Current decline from peak

-15.25%

-9.01%

-6.24%

Average Drawdown

Average peak-to-trough decline

-15.71%

-14.74%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.86%

2.97%

+2.89%

Volatility

SGRNX vs. VTMGX - Volatility Comparison

Allspring Growth Fund (SGRNX) has a higher volatility of 8.60% compared to Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) at 7.83%. This indicates that SGRNX's price experiences larger fluctuations and is considered to be riskier than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGRNXVTMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.60%

7.83%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

14.58%

11.28%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

24.26%

16.68%

+7.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.94%

15.65%

+10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.42%

16.45%

+7.97%