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WFCMX vs. LSMSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFCMX vs. LSMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Managed Account CoreBuilder Shares - Series M (WFCMX) and Western Asset SMASh Series TF Fund (LSMSX). 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 2.26% return, which is significantly lower than LSMSX's 2.43% return.


WFCMX

1D
-0.09%
1M
1.42%
YTD
2.26%
6M
2.70%
1Y
7.39%
3Y*
4.44%
5Y*
1.53%
10Y*
2.71%

LSMSX

1D
0.00%
1M
1.91%
YTD
2.43%
6M
2.64%
1Y
7.81%
3Y*
3.84%
5Y*
1.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFCMX vs. LSMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFCMX
Allspring Managed Account CoreBuilder Shares - Series M
2.26%4.16%3.50%6.05%-8.63%2.47%4.20%8.74%2.62%6.72%
LSMSX
Western Asset SMASh Series TF Fund
2.43%3.22%2.22%7.96%-10.03%4.11%4.48%8.16%0.46%4.92%

Correlation

The correlation between WFCMX and LSMSX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.84

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

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2017

0.81

The correlation between WFCMX and LSMSX has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.

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Return for Risk

WFCMX vs. LSMSX — Risk / Return Rank

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

WFCMX
WFCMX Risk / Return Rank: 8383
Overall Rank
WFCMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
WFCMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
WFCMX Omega Ratio Rank: 9696
Omega Ratio Rank
WFCMX Calmar Ratio Rank: 6868
Calmar Ratio Rank
WFCMX Martin Ratio Rank: 6363
Martin Ratio Rank

LSMSX
LSMSX Risk / Return Rank: 7878
Overall Rank
LSMSX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LSMSX Sortino Ratio Rank: 9393
Sortino Ratio Rank
LSMSX Omega Ratio Rank: 9494
Omega Ratio Rank
LSMSX Calmar Ratio Rank: 6060
Calmar Ratio Rank
LSMSX Martin Ratio Rank: 4949
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.

WFCMX vs. LSMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Managed Account CoreBuilder Shares - Series M (WFCMX) and Western Asset SMASh Series TF Fund (LSMSX). 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.


WFCMXLSMSXDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.80

1.70

+0.10

Calmar ratioReturn relative to maximum drawdown

3.06

2.86

+0.20

Martin ratioReturn relative to average drawdown

11.68

9.60

+2.07

WFCMX vs. LSMSX - Sharpe Ratio Comparison

The current WFCMX Sharpe Ratio is 2.99, which is comparable to the LSMSX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of WFCMX and LSMSX, 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. LSMSX - Drawdown Comparison

The maximum WFCMX drawdown since its inception was -13.42%, smaller than the maximum LSMSX drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for WFCMX and LSMSX.


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Drawdown Indicators


WFCMXLSMSXDifference

Max Drawdown

Largest peak-to-trough decline

-13.42%

-15.00%

+1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-2.82%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-5.44%

-7.49%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-13.42%

-15.00%

+1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-13.42%

Current Drawdown

Current decline from peak

-0.09%

0.00%

-0.09%

Average Drawdown

Average peak-to-trough decline

-1.97%

-2.84%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.84%

-0.20%

Volatility

WFCMX vs. LSMSX - Volatility Comparison

The current volatility for Allspring Managed Account CoreBuilder Shares - Series M (WFCMX) is 0.70%, while Western Asset SMASh Series TF Fund (LSMSX) has a volatility of 0.79%. This indicates that WFCMX experiences smaller price fluctuations and is considered to be less risky than LSMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFCMXLSMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

0.79%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

2.06%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

2.84%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.81%

4.48%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.83%

4.49%

-0.66%

WFCMX vs. LSMSX - Expense Ratio Comparison

WFCMX has a 0.00% expense ratio, which is lower than LSMSX's 0.01% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WFCMX vs. LSMSX - Dividend Comparison

WFCMX's dividend yield for the trailing twelve months is around 4.01%, more than LSMSX's 3.84% yield.


PositionTTM20252024202320222021202020192018201720162015
LSMSX
Western Asset SMASh Series TF Fund
3.84%3.83%4.30%3.37%2.38%2.73%2.33%2.55%2.34%0.90%0.00%0.00%
WFCMX
Allspring Managed Account CoreBuilder Shares - Series M
4.01%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 LSMSX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSMSX has higher volatility (0.79%) compared to WFCMX (0.70%). In terms of maximum drawdown, WFCMX dropped -13.42% vs LSMSX's -15.00%.

WFCMX currently has the higher Sharpe Ratio (2.99 vs 2.85), 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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