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WFCMX vs. BSIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFCMX vs. BSIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Managed Account CoreBuilder Shares - Series M (WFCMX) and BlackRock Strategic Income Opportunities Fund Class I (BSIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFCMX achieves a 1.24% return, which is significantly higher than BSIIX's 1.03% return. Over the past 10 years, WFCMX has underperformed BSIIX with an annualized return of 2.59%, while BSIIX has yielded a comparatively higher 3.60% annualized return.


WFCMX

1D
-0.18%
1M
-1.59%
6M
0.45%
YTD
1.24%
1Y
5.89%
3Y*
3.94%
5Y*
1.13%
10Y*
2.59%
ALL TIME*
4.73%

BSIIX

1D
0.10%
1M
-1.13%
6M
0.11%
YTD
1.03%
1Y
4.24%
3Y*
6.24%
5Y*
2.75%
10Y*
3.60%
ALL TIME*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

WFCMX vs. BSIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFCMX
Allspring Managed Account CoreBuilder Shares - Series M
1.24%4.16%3.50%6.05%-8.63%2.47%4.20%8.74%2.62%7.03%
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
1.03%8.59%5.22%6.18%-6.14%0.80%7.22%7.65%-0.42%4.89%

Correlation

The correlation between WFCMX and BSIIX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.62

Correlation (3Y)
Balances recent behavior with more history.

0.62

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.57

Correlation (10Y)
Provides a long-term view across more market conditions.

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2008

0.35

Over the past year, WFCMX and BSIIX have become more correlated (0.62) than their long-term average of 0.35, meaning their price movements have been converging.

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Return for Risk

WFCMX vs. BSIIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WFCMX
WFCMX Risk / Return Rank: 8888
Overall Rank
WFCMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
WFCMX Sortino Ratio Rank: 9595
Sortino Ratio Rank
WFCMX Omega Ratio Rank: 9696
Omega Ratio Rank
WFCMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
WFCMX Martin Ratio Rank: 7878
Martin Ratio Rank

BSIIX
BSIIX Risk / Return Rank: 6464
Overall Rank
BSIIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSIIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BSIIX Omega Ratio Rank: 7676
Omega Ratio Rank
BSIIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
BSIIX Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WFCMX vs. BSIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Managed Account CoreBuilder Shares - Series M (WFCMX) and BlackRock Strategic Income Opportunities Fund Class I (BSIIX). 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.


WFCMXBSIIXDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.65

1.33

+0.32

Calmar ratioReturn relative to maximum drawdown

2.64

1.76

+0.88

Martin ratioReturn relative to average drawdown

9.79

6.43

+3.36

WFCMX vs. BSIIX - Sharpe Ratio Comparison

The current WFCMX Sharpe Ratio is 2.53, which is higher than the BSIIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of WFCMX and BSIIX, 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

WFCMX vs. BSIIX - Drawdown Comparison

The maximum WFCMX drawdown since its inception was -13.42%, smaller than the maximum BSIIX drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for WFCMX and BSIIX.


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Drawdown Indicators


WFCMXBSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.42%

-18.76%

+5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-2.84%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-5.03%

-2.84%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-13.42%

-9.13%

-4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-13.42%

-9.91%

-3.51%

Current Drawdown

Current decline from peak

-1.59%

-1.25%

-0.34%

Average Drawdown

Average peak-to-trough decline

-1.96%

-1.80%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.78%

-0.12%

Volatility

WFCMX vs. BSIIX - Volatility Comparison

Allspring Managed Account CoreBuilder Shares - Series M (WFCMX) has a higher volatility of 0.79% compared to BlackRock Strategic Income Opportunities Fund Class I (BSIIX) at 0.69%. This indicates that WFCMX's price experiences larger fluctuations and is considered to be riskier than BSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFCMXBSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

0.69%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

2.44%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

2.99%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.82%

3.04%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.83%

3.15%

+0.68%

WFCMX vs. BSIIX - Expense Ratio Comparison

WFCMX has a 0.00% expense ratio, which is lower than BSIIX's 0.69% expense ratio.


Dividends

WFCMX vs. BSIIX - Dividend Comparison

WFCMX's dividend yield for the trailing twelve months is around 3.75%, less than BSIIX's 4.83% yield.


PositionTTM20252024202320222021202020192018201720162015
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
4.83%5.07%4.75%3.33%3.58%2.98%2.92%3.54%3.32%3.45%2.91%3.19%
WFCMX
Allspring Managed Account CoreBuilder Shares - Series M
3.75%4.01%3.98%3.11%3.29%2.85%3.17%3.61%3.58%3.33%3.20%3.40%

Frequently Asked Questions


WFCMX and BSIIX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WFCMX has higher volatility (0.79%) compared to BSIIX (0.69%). In terms of maximum drawdown, WFCMX dropped -13.42% vs BSIIX's -18.76%.

WFCMX currently has the higher Sharpe Ratio (2.53 vs 1.67), 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

Find the right allocation for WFCMX and BSIIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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