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WFBIX vs. MNTRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFBIX vs. MNTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Aggregate Bond Index Fund (WFBIX) and Allspring Core Bond Fund (MNTRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFBIX achieves a 0.43% return, which is significantly higher than MNTRX's 0.29% return. Over the past 10 years, WFBIX has outperformed MNTRX with an annualized return of 1.91%, while MNTRX has yielded a comparatively lower 1.40% annualized return.


WFBIX

1D
0.55%
1M
0.56%
YTD
0.43%
6M
0.98%
1Y
4.88%
3Y*
5.33%
5Y*
0.82%
10Y*
1.91%

MNTRX

1D
0.55%
1M
0.52%
YTD
0.29%
6M
0.90%
1Y
4.87%
3Y*
3.88%
5Y*
-0.24%
10Y*
1.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFBIX vs. MNTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFBIX
iShares U.S. Aggregate Bond Index Fund
0.43%7.16%1.43%9.65%-13.03%-1.79%7.40%8.72%-0.08%3.39%
MNTRX
Allspring Core Bond Fund
0.29%7.16%1.38%5.37%-13.82%-2.10%8.51%8.18%-0.57%3.28%

Correlation

The correlation between WFBIX and MNTRX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jun 30, 1997

0.92

The correlation between WFBIX and MNTRX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

WFBIX vs. MNTRX — Risk / Return Rank

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

WFBIX
WFBIX Risk / Return Rank: 2828
Overall Rank
WFBIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
WFBIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
WFBIX Omega Ratio Rank: 2828
Omega Ratio Rank
WFBIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
WFBIX Martin Ratio Rank: 2323
Martin Ratio Rank

MNTRX
MNTRX Risk / Return Rank: 2424
Overall Rank
MNTRX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MNTRX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MNTRX Omega Ratio Rank: 2424
Omega Ratio Rank
MNTRX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MNTRX Martin Ratio Rank: 2121
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.

WFBIX vs. MNTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and Allspring Core Bond Fund (MNTRX). 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.


WFBIXMNTRXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.22

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

1.62

1.56

+0.06

Martin ratioReturn relative to average drawdown

4.66

4.59

+0.07

WFBIX vs. MNTRX - Sharpe Ratio Comparison

The current WFBIX Sharpe Ratio is 1.25, which is comparable to the MNTRX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of WFBIX and MNTRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WFBIX vs. MNTRX - Drawdown Comparison

The maximum WFBIX drawdown since its inception was -18.68%, roughly equal to the maximum MNTRX drawdown of -19.36%. Use the drawdown chart below to compare losses from any high point for WFBIX and MNTRX.


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Drawdown Indicators


WFBIXMNTRXDifference

Max Drawdown

Largest peak-to-trough decline

-18.68%

-19.36%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-3.06%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-6.27%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

-18.91%

+1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-18.68%

-19.36%

+0.68%

Current Drawdown

Current decline from peak

-1.50%

-3.14%

+1.64%

Average Drawdown

Average peak-to-trough decline

-2.26%

-2.46%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.04%

+0.01%

Volatility

WFBIX vs. MNTRX - Volatility Comparison

iShares U.S. Aggregate Bond Index Fund (WFBIX) and Allspring Core Bond Fund (MNTRX) have volatilities of 1.36% and 1.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFBIXMNTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.35%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

2.93%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

3.95%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.41%

6.04%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

4.96%

+0.21%

WFBIX vs. MNTRX - Expense Ratio Comparison

WFBIX has a 0.05% expense ratio, which is lower than MNTRX's 0.70% expense ratio.


Dividends

WFBIX vs. MNTRX - Dividend Comparison

WFBIX's dividend yield for the trailing twelve months is around 3.91%, less than MNTRX's 4.06% yield.


PositionTTM20252024202320222021202020192018201720162015
MNTRX
Allspring Core Bond Fund
4.06%4.07%4.13%3.19%1.85%1.75%6.35%2.46%2.33%1.74%1.97%1.45%
WFBIX
iShares U.S. Aggregate Bond Index Fund
3.91%3.78%3.68%6.82%2.60%2.04%2.43%2.88%2.71%2.24%2.25%2.20%

Frequently Asked Questions


With a correlation of 0.93, WFBIX and MNTRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

WFBIX has higher volatility (1.36%) compared to MNTRX (1.35%). In terms of maximum drawdown, WFBIX dropped -18.68% vs MNTRX's -19.36%.

WFBIX currently has the higher Sharpe Ratio (1.25 vs 1.22), 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.

Portfolio Optimizer

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