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VFWSX vs. SSHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFWSX vs. SSHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Allspring Short-Term Bond Plus Fund (SSHIX). The values are adjusted to include any dividend payments, if applicable.

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VFWSX vs. SSHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFWSX
Vanguard FTSE All-World ex-US Index Fund Institutional Shares
-1.04%32.38%5.45%15.59%-15.48%8.11%11.37%21.58%-13.97%27.24%
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%

Returns By Period

In the year-to-date period, VFWSX achieves a -1.04% return, which is significantly lower than SSHIX's 0.10% return. Over the past 10 years, VFWSX has outperformed SSHIX with an annualized return of 8.67%, while SSHIX has yielded a comparatively lower 2.68% annualized return.


VFWSX

1D
-0.15%
1M
-11.06%
YTD
-1.04%
6M
3.62%
1Y
23.65%
3Y*
14.37%
5Y*
7.04%
10Y*
8.67%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFWSX vs. SSHIX - Expense Ratio Comparison

VFWSX has a 0.08% expense ratio, which is lower than SSHIX's 0.47% expense ratio.


Return for Risk

VFWSX vs. SSHIX — Risk / Return Rank

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

VFWSX
VFWSX Risk / Return Rank: 7878
Overall Rank
VFWSX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VFWSX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VFWSX Omega Ratio Rank: 7777
Omega Ratio Rank
VFWSX Calmar Ratio Rank: 7979
Calmar Ratio Rank
VFWSX Martin Ratio Rank: 7777
Martin Ratio Rank

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
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.

VFWSX vs. SSHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) and Allspring Short-Term Bond Plus Fund (SSHIX). 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.


VFWSXSSHIXDifference

Sharpe ratio

Return per unit of total volatility

1.45

3.15

-1.70

Sortino ratio

Return per unit of downside risk

1.95

4.93

-2.99

Omega ratio

Gain probability vs. loss probability

1.29

1.90

-0.61

Calmar ratio

Return relative to maximum drawdown

1.88

4.39

-2.50

Martin ratio

Return relative to average drawdown

7.45

19.31

-11.86

VFWSX vs. SSHIX - Sharpe Ratio Comparison

The current VFWSX Sharpe Ratio is 1.45, which is lower than the SSHIX Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of VFWSX and SSHIX, 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


VFWSXSSHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

3.15

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

1.18

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

1.45

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.56

-1.32

Correlation

The correlation between VFWSX and SSHIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VFWSX vs. SSHIX - Dividend Comparison

VFWSX's dividend yield for the trailing twelve months is around 3.01%, less than SSHIX's 4.58% yield.


TTM20252024202320222021202020192018201720162015
VFWSX
Vanguard FTSE All-World ex-US Index Fund Institutional Shares
3.01%3.08%3.23%3.31%3.10%3.06%1.99%3.10%3.28%2.67%2.97%2.97%
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%

Drawdowns

VFWSX vs. SSHIX - Drawdown Comparison

The maximum VFWSX drawdown since its inception was -61.60%, which is greater than SSHIX's maximum drawdown of -7.13%. Use the drawdown chart below to compare losses from any high point for VFWSX and SSHIX.


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Drawdown Indicators


VFWSXSSHIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.60%

-7.13%

-54.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-1.03%

-10.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.37%

-7.13%

-22.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.87%

-7.13%

-27.74%

Current Drawdown

Current decline from peak

-11.34%

-0.80%

-10.54%

Average Drawdown

Average peak-to-trough decline

-13.35%

-0.62%

-12.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

0.23%

+2.63%

Volatility

VFWSX vs. SSHIX - Volatility Comparison

Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) has a higher volatility of 6.92% compared to Allspring Short-Term Bond Plus Fund (SSHIX) at 0.55%. This indicates that VFWSX's price experiences larger fluctuations and is considered to be riskier than SSHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFWSXSSHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

0.55%

+6.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

0.85%

+9.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

1.41%

+14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

2.05%

+12.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

1.85%

+14.13%