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

Correlation

The correlation between VFWSX and SSHIX is -0.02. 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.


-0.50.00.51.0-0.0

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.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.01%
2.59%
VFWSX
SSHIX

Key characteristics

Sharpe Ratio

VFWSX:

0.57

SSHIX:

2.77

Sortino Ratio

VFWSX:

0.86

SSHIX:

4.26

Omega Ratio

VFWSX:

1.10

SSHIX:

1.61

Calmar Ratio

VFWSX:

0.77

SSHIX:

7.39

Martin Ratio

VFWSX:

2.34

SSHIX:

17.42

Ulcer Index

VFWSX:

3.00%

SSHIX:

0.30%

Daily Std Dev

VFWSX:

12.28%

SSHIX:

1.89%

Max Drawdown

VFWSX:

-61.25%

SSHIX:

-7.78%

Current Drawdown

VFWSX:

-8.51%

SSHIX:

-0.52%

Returns By Period

In the year-to-date period, VFWSX achieves a 5.20% 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 5.00%, while SSHIX has yielded a comparatively lower 2.04% annualized return.


VFWSX

YTD

5.20%

1M

-1.72%

6M

-0.62%

1Y

8.26%

5Y*

4.47%

10Y*

5.00%

SSHIX

YTD

4.71%

1M

-0.12%

6M

2.71%

1Y

5.08%

5Y*

2.07%

10Y*

2.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for VFWSX, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.000.572.77
The chart of Sortino ratio for VFWSX, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.000.864.26
The chart of Omega ratio for VFWSX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.61
The chart of Calmar ratio for VFWSX, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.0014.000.777.39
The chart of Martin ratio for VFWSX, currently valued at 2.34, compared to the broader market0.0020.0040.0060.002.3417.42
VFWSX
SSHIX

The current VFWSX Sharpe Ratio is 0.57, which is lower than the SSHIX Sharpe Ratio of 2.77. 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.57
2.77
VFWSX
SSHIX

Dividends

VFWSX vs. SSHIX - Dividend Comparison

VFWSX's dividend yield for the trailing twelve months is around 1.58%, less than SSHIX's 3.51% yield.


TTM20232022202120202019201820172016201520142013
VFWSX
Vanguard FTSE All-World ex-US Index Fund Institutional Shares
1.58%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
3.51%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%JulyAugustSeptemberOctoberNovemberDecember
-8.51%
-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 3.02% compared to Allspring Short-Term Bond Plus Fund (SSHIX) at 0.46%. 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%JulyAugustSeptemberOctoberNovemberDecember
3.02%
0.46%
VFWSX
SSHIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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