WCCFX vs. PUDZX
WCCFX (Allspring Spectrum Income Allocation Fund) and PUDZX (PGIM Real Assets Fund) are both Diversified Portfolio funds. Over the past 10 years, WCCFX returned 2.34%/yr vs 6.68%/yr for PUDZX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. WCCFX charges 1.50%/yr vs 0.25%/yr for PUDZX.
Performance
WCCFX vs. PUDZX - Performance Comparison
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Returns By Period
In the year-to-date period, WCCFX achieves a 1.83% return, which is significantly lower than PUDZX's 13.05% return. Over the past 10 years, WCCFX has underperformed PUDZX with an annualized return of 2.34%, while PUDZX has yielded a comparatively higher 6.68% annualized return.
WCCFX
- 1D
- 0.65%
- 1M
- -2.22%
- 6M
- -0.13%
- YTD
- 1.83%
- 1Y
- 7.14%
- 3Y*
- 5.27%
- 5Y*
- 0.80%
- 10Y*
- 2.34%
- ALL TIME*
- 1.44%
PUDZX
- 1D
- 0.28%
- 1M
- 2.38%
- 6M
- 6.88%
- YTD
- 13.05%
- 1Y
- 21.00%
- 3Y*
- 11.88%
- 5Y*
- 7.88%
- 10Y*
- 6.68%
- ALL TIME*
- 4.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WCCFX vs. PUDZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCCFX Allspring Spectrum Income Allocation Fund | 1.83% | 8.15% | 3.29% | 5.96% | -13.92% | 2.63% | 8.75% | 10.72% | -4.34% | 5.74% |
PUDZX PGIM Real Assets Fund | 13.05% | 13.40% | 8.61% | 3.26% | -2.76% | 18.49% | 4.84% | 16.29% | -9.20% | 6.22% |
Correlation
The correlation between WCCFX and PUDZX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.65 |
The correlation between WCCFX and PUDZX shifts across timeframes, from 0.47 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WCCFX vs. PUDZX — Risk / Return Rank
WCCFX
PUDZX
WCCFX vs. PUDZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allspring Spectrum Income Allocation Fund (WCCFX) and PGIM Real Assets Fund (PUDZX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WCCFX | PUDZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.49 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 4.10 | -2.59 |
| Martin ratioReturn relative to average drawdown | 4.61 | 12.61 | -8.00 |
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Drawdowns
WCCFX vs. PUDZX - Drawdown Comparison
The maximum WCCFX drawdown since its inception was -17.64%, smaller than the maximum PUDZX drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for WCCFX and PUDZX.
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Drawdown Indicators
| WCCFX | PUDZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.64% | -21.53% | +3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -4.35% | -5.01% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -4.88% | -8.20% | +3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -17.98% | +0.34% |
Max Drawdown (10Y)Largest decline over 10 years | -17.64% | -21.53% | +3.89% |
Current DrawdownCurrent decline from peak | -3.73% | -2.10% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -5.24% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 1.63% | -0.21% |
Volatility
WCCFX vs. PUDZX - Volatility Comparison
Allspring Spectrum Income Allocation Fund (WCCFX) has a higher volatility of 2.38% compared to PGIM Real Assets Fund (PUDZX) at 1.88%. This indicates that WCCFX's price experiences larger fluctuations and is considered to be riskier than PUDZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCCFX | PUDZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 1.88% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 4.96% | 6.16% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.35% | 7.77% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 10.42% | -4.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 9.68% | -4.43% |
WCCFX vs. PUDZX - Expense Ratio Comparison
WCCFX has a 1.50% expense ratio, which is higher than PUDZX's 0.25% expense ratio.
Dividends
WCCFX vs. PUDZX - Dividend Comparison
WCCFX's dividend yield for the trailing twelve months is around 2.49%, less than PUDZX's 7.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PUDZX PGIM Real Assets Fund | 7.09% | 8.93% | 6.67% | 3.66% | 9.10% | 13.00% | 4.94% | 3.40% | 2.14% | 2.10% | 1.39% | 1.72% |
WCCFX Allspring Spectrum Income Allocation Fund | 2.49% | 2.99% | 2.56% | 2.22% | 3.41% | 5.98% | 6.19% | 1.81% | 5.05% | 5.54% | 0.00% | 0.00% |
Frequently Asked Questions
WCCFX and PUDZX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCCFX has higher volatility (2.38%) compared to PUDZX (1.88%). In terms of maximum drawdown, WCCFX dropped -17.64% vs PUDZX's -21.53%.
PUDZX currently has the higher Sharpe Ratio (2.66 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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