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WFMIX vs. EWL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFMIX vs. EWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Special Mid Cap Value Fund Class I (WFMIX) and iShares MSCI Switzerland ETF (EWL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFMIX achieves a 10.59% return, which is significantly higher than EWL's 4.60% return. Over the past 10 years, WFMIX has outperformed EWL with an annualized return of 10.85%, while EWL has yielded a comparatively lower 10.14% annualized return.


WFMIX

1D
1.45%
1M
3.68%
YTD
10.59%
6M
9.07%
1Y
16.75%
3Y*
12.04%
5Y*
7.84%
10Y*
10.85%

EWL

1D
-0.30%
1M
1.55%
YTD
4.60%
6M
7.45%
1Y
13.57%
3Y*
12.47%
5Y*
6.50%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFMIX vs. EWL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFMIX
Allspring Special Mid Cap Value Fund Class I
10.59%6.14%11.95%9.54%-4.65%28.53%3.27%40.27%-13.12%11.16%
EWL
iShares MSCI Switzerland ETF
4.60%32.92%-2.80%17.67%-18.89%20.20%11.80%31.58%-9.21%23.34%

Correlation

The correlation between WFMIX and EWL is 0.61, 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

0.61

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

0.58

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

0.63

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

0.60

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2005

0.65

The correlation between WFMIX and EWL has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.

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Return for Risk

WFMIX vs. EWL — Risk / Return Rank

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

WFMIX
WFMIX Risk / Return Rank: 3030
Overall Rank
WFMIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
WFMIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
WFMIX Omega Ratio Rank: 2727
Omega Ratio Rank
WFMIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
WFMIX Martin Ratio Rank: 3131
Martin Ratio Rank

EWL
EWL Risk / Return Rank: 2626
Overall Rank
EWL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EWL Sortino Ratio Rank: 2626
Sortino Ratio Rank
EWL Omega Ratio Rank: 2525
Omega Ratio Rank
EWL Calmar Ratio Rank: 2424
Calmar Ratio Rank
EWL Martin Ratio Rank: 2727
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.

WFMIX vs. EWL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Special Mid Cap Value Fund Class I (WFMIX) and iShares MSCI Switzerland ETF (EWL). 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.


WFMIXEWLDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.22

1.15

+0.06

Calmar ratioReturn relative to maximum drawdown

1.80

1.01

+0.79

Martin ratioReturn relative to average drawdown

5.91

3.24

+2.67

WFMIX vs. EWL - Sharpe Ratio Comparison

The current WFMIX Sharpe Ratio is 1.23, which is higher than the EWL Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of WFMIX and EWL, 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

WFMIX vs. EWL - Drawdown Comparison

The maximum WFMIX drawdown since its inception was -52.70%, roughly equal to the maximum EWL drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for WFMIX and EWL.


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Drawdown Indicators


WFMIXEWLDifference

Max Drawdown

Largest peak-to-trough decline

-52.70%

-51.62%

-1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-13.48%

+3.82%

Max Drawdown (3Y)

Largest decline over 3 years

-18.30%

-13.48%

-4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-22.13%

-28.99%

+6.86%

Max Drawdown (10Y)

Largest decline over 10 years

-43.80%

-28.99%

-14.81%

Current Drawdown

Current decline from peak

-0.40%

-3.63%

+3.23%

Average Drawdown

Average peak-to-trough decline

-7.48%

-11.08%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

4.22%

-1.29%

Volatility

WFMIX vs. EWL - Volatility Comparison

The current volatility for Allspring Special Mid Cap Value Fund Class I (WFMIX) is 4.41%, while iShares MSCI Switzerland ETF (EWL) has a volatility of 5.12%. This indicates that WFMIX experiences smaller price fluctuations and is considered to be less risky than EWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFMIXEWLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

5.12%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

12.70%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

14.16%

16.09%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

16.13%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.91%

16.47%

+2.44%

WFMIX vs. EWL - Expense Ratio Comparison

WFMIX has a 0.80% expense ratio, which is higher than EWL's 0.50% expense ratio.


Dividends

WFMIX vs. EWL - Dividend Comparison

WFMIX's dividend yield for the trailing twelve months is around 10.17%, more than EWL's 1.63% yield.


PositionTTM20252024202320222021202020192018201720162015
EWL
iShares MSCI Switzerland ETF
1.63%1.71%2.21%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%
WFMIX
Allspring Special Mid Cap Value Fund Class I
10.17%11.24%8.00%5.51%8.71%9.87%0.66%7.48%2.74%4.41%1.44%4.47%

Frequently Asked Questions


WFMIX and EWL have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWL has higher volatility (5.12%) compared to WFMIX (4.41%). In terms of maximum drawdown, WFMIX dropped -52.70% vs EWL's -51.62%.

WFMIX currently has the higher Sharpe Ratio (1.23 vs 0.85), 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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