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VFWSX vs. SSHIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VFWSXSSHIX
YTD Return6.09%4.71%
1Y Return13.51%7.01%
3Y Return (Ann)0.60%1.64%
5Y Return (Ann)5.31%2.11%
10Y Return (Ann)4.83%2.00%
Sharpe Ratio1.083.59
Sortino Ratio1.555.81
Omega Ratio1.191.85
Calmar Ratio1.122.99
Martin Ratio5.5926.18
Ulcer Index2.34%0.27%
Daily Std Dev12.17%1.99%
Max Drawdown-61.25%-7.78%
Current Drawdown-7.74%-0.52%

Correlation

-0.50.00.51.0-0.0

The correlation between VFWSX and SSHIX is -0.03. 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.

Performance

VFWSX vs. SSHIX - Performance Comparison

In the year-to-date period, VFWSX achieves a 6.09% return, which is significantly higher than SSHIX's 4.71% return. Over the past 10 years, VFWSX has outperformed SSHIX with an annualized return of 4.83%, while SSHIX has yielded a comparatively lower 2.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
-1.84%
3.26%
VFWSX
SSHIX

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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.


SSHIX
Allspring Short-Term Bond Plus Fund
Expense ratio chart for SSHIX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for VFWSX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VFWSX vs. SSHIX - Risk-Adjusted Performance 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.


VFWSX
Sharpe ratio
The chart of Sharpe ratio for VFWSX, currently valued at 1.08, compared to the broader market0.002.004.001.08
Sortino ratio
The chart of Sortino ratio for VFWSX, currently valued at 1.55, compared to the broader market0.005.0010.001.55
Omega ratio
The chart of Omega ratio for VFWSX, currently valued at 1.19, compared to the broader market1.002.003.004.001.19
Calmar ratio
The chart of Calmar ratio for VFWSX, currently valued at 1.12, compared to the broader market0.005.0010.0015.0020.001.12
Martin ratio
The chart of Martin ratio for VFWSX, currently valued at 5.59, compared to the broader market0.0020.0040.0060.0080.00100.005.59
SSHIX
Sharpe ratio
The chart of Sharpe ratio for SSHIX, currently valued at 3.59, compared to the broader market0.002.004.003.59
Sortino ratio
The chart of Sortino ratio for SSHIX, currently valued at 5.81, compared to the broader market0.005.0010.005.81
Omega ratio
The chart of Omega ratio for SSHIX, currently valued at 1.85, compared to the broader market1.002.003.004.001.85
Calmar ratio
The chart of Calmar ratio for SSHIX, currently valued at 2.99, compared to the broader market0.005.0010.0015.0020.002.99
Martin ratio
The chart of Martin ratio for SSHIX, currently valued at 26.18, compared to the broader market0.0020.0040.0060.0080.00100.0026.18

VFWSX vs. SSHIX - Sharpe Ratio Comparison

The current VFWSX Sharpe Ratio is 1.08, which is lower than the SSHIX Sharpe Ratio of 3.59. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.08
3.59
VFWSX
SSHIX

Dividends

VFWSX vs. SSHIX - Dividend Comparison

VFWSX's dividend yield for the trailing twelve months is around 3.00%, less than SSHIX's 4.37% yield.


TTM20232022202120202019201820172016201520142013
VFWSX
Vanguard FTSE All-World ex-US Index Fund Institutional Shares
3.00%3.31%3.10%3.06%1.99%3.10%3.28%2.67%2.97%2.97%3.54%2.70%
SSHIX
Allspring Short-Term Bond Plus Fund
4.37%3.92%2.14%1.50%2.10%2.62%2.21%1.64%1.59%1.33%1.35%1.48%

Drawdowns

VFWSX vs. SSHIX - Drawdown Comparison

The maximum VFWSX drawdown since its inception was -61.25%, which is greater than SSHIX's maximum drawdown of -7.78%. Use the drawdown chart below to compare losses from any high point for VFWSX and SSHIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.74%
-0.52%
VFWSX
SSHIX

Volatility

VFWSX vs. SSHIX - Volatility Comparison

Vanguard FTSE All-World ex-US Index Fund Institutional Shares (VFWSX) has a higher volatility of 3.66% compared to Allspring Short-Term Bond Plus Fund (SSHIX) at 0.48%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.66%
0.48%
VFWSX
SSHIX