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SSHIX vs. DFEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSHIX vs. DFEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Short-Term Bond Plus Fund (SSHIX) and DFA Short-Term Extended Quality Portfolio (DFEQX). The values are adjusted to include any dividend payments, if applicable.

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SSHIX vs. DFEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSHIX
Allspring Short-Term Bond Plus Fund
0.10%5.59%5.41%6.19%-4.87%0.16%6.02%4.80%1.41%1.31%
DFEQX
DFA Short-Term Extended Quality Portfolio
0.28%4.27%5.50%5.44%-5.18%-0.60%2.24%4.51%1.34%1.51%

Returns By Period

In the year-to-date period, SSHIX achieves a 0.10% return, which is significantly lower than DFEQX's 0.28% return. Over the past 10 years, SSHIX has outperformed DFEQX with an annualized return of 2.68%, while DFEQX has yielded a comparatively lower 1.90% annualized return.


SSHIX

1D
0.12%
1M
-0.80%
YTD
0.10%
6M
1.31%
1Y
4.29%
3Y*
5.08%
5Y*
2.41%
10Y*
2.68%

DFEQX

1D
0.11%
1M
-0.65%
YTD
0.28%
6M
1.31%
1Y
3.59%
3Y*
4.65%
5Y*
1.89%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSHIX vs. DFEQX - Expense Ratio Comparison

SSHIX has a 0.47% expense ratio, which is higher than DFEQX's 0.19% expense ratio.


Return for Risk

SSHIX vs. DFEQX — Risk / Return Rank

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

SSHIX
SSHIX Risk / Return Rank: 9898
Overall Rank
SSHIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SSHIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
SSHIX Omega Ratio Rank: 9898
Omega Ratio Rank
SSHIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
SSHIX Martin Ratio Rank: 9898
Martin Ratio Rank

DFEQX
DFEQX Risk / Return Rank: 9999
Overall Rank
DFEQX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFEQX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFEQX Omega Ratio Rank: 9999
Omega Ratio Rank
DFEQX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFEQX Martin Ratio Rank: 9898
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.

SSHIX vs. DFEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Short-Term Bond Plus Fund (SSHIX) and DFA Short-Term Extended Quality Portfolio (DFEQX). 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.


SSHIXDFEQXDifference

Sharpe ratio

Return per unit of total volatility

3.15

4.02

-0.87

Sortino ratio

Return per unit of downside risk

4.93

6.44

-1.50

Omega ratio

Gain probability vs. loss probability

1.90

2.51

-0.61

Calmar ratio

Return relative to maximum drawdown

4.39

4.46

-0.07

Martin ratio

Return relative to average drawdown

19.31

20.52

-1.21

SSHIX vs. DFEQX - Sharpe Ratio Comparison

The current SSHIX Sharpe Ratio is 3.15, which is comparable to the DFEQX Sharpe Ratio of 4.02. The chart below compares the historical Sharpe Ratios of SSHIX and DFEQX, 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


SSHIXDFEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

4.02

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.92

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.45

1.12

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

1.11

+0.45

Correlation

The correlation between SSHIX and DFEQX is 0.54, 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

SSHIX vs. DFEQX - Dividend Comparison

SSHIX's dividend yield for the trailing twelve months is around 4.58%, more than DFEQX's 3.94% yield.


TTM20252024202320222021202020192018201720162015
SSHIX
Allspring Short-Term Bond Plus Fund
4.58%4.27%4.43%3.92%1.92%2.31%3.14%2.61%2.21%1.65%1.58%1.70%
DFEQX
DFA Short-Term Extended Quality Portfolio
3.94%3.62%4.40%3.34%1.78%1.05%0.47%2.18%3.14%1.51%1.59%1.72%

Drawdowns

SSHIX vs. DFEQX - Drawdown Comparison

The maximum SSHIX drawdown since its inception was -7.13%, smaller than the maximum DFEQX drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for SSHIX and DFEQX.


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Drawdown Indicators


SSHIXDFEQXDifference

Max Drawdown

Largest peak-to-trough decline

-7.13%

-8.40%

+1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-0.76%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-7.13%

-8.40%

+1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-7.13%

-8.40%

+1.27%

Current Drawdown

Current decline from peak

-0.80%

-0.65%

-0.15%

Average Drawdown

Average peak-to-trough decline

-0.62%

-0.96%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.17%

+0.06%

Volatility

SSHIX vs. DFEQX - Volatility Comparison

Allspring Short-Term Bond Plus Fund (SSHIX) has a higher volatility of 0.55% compared to DFA Short-Term Extended Quality Portfolio (DFEQX) at 0.45%. This indicates that SSHIX's price experiences larger fluctuations and is considered to be riskier than DFEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSHIXDFEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

0.45%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.85%

0.66%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

1.41%

0.91%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.05%

2.06%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.85%

1.70%

+0.15%