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WFPAX vs. MYISX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFPAX vs. MYISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Special Mid Cap Value Fund - Class A (WFPAX) and Victory Integrity Small/Mid-Cap Value Fund (MYISX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFPAX achieves a 13.05% return, which is significantly lower than MYISX's 19.72% return. Over the past 10 years, WFPAX has underperformed MYISX with an annualized return of 10.45%, while MYISX has yielded a comparatively higher 11.39% annualized return.


WFPAX

1D
0.00%
1M
0.14%
6M
6.99%
YTD
13.05%
1Y
17.05%
3Y*
10.39%
5Y*
8.39%
10Y*
10.45%
ALL TIME*
8.76%

MYISX

1D
0.04%
1M
1.16%
6M
13.81%
YTD
19.72%
1Y
32.61%
3Y*
13.06%
5Y*
10.26%
10Y*
11.39%
ALL TIME*
10.25%
*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

WFPAX vs. MYISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFPAX
Allspring Special Mid Cap Value Fund - Class A
13.05%5.81%11.58%9.17%-4.95%28.14%2.93%39.96%-13.42%10.82%
MYISX
Victory Integrity Small/Mid-Cap Value Fund
19.72%9.47%9.54%14.54%-7.99%33.19%4.93%25.44%-17.64%18.39%

Correlation

The correlation between WFPAX and MYISX is 0.92, meaning they have usually moved in the same direction, including during past declines.


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

0.92

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

0.91

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2011

0.93

The correlation between WFPAX and MYISX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

WFPAX vs. MYISX — Risk / Return Rank

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

WFPAX
WFPAX Risk / Return Rank: 3333
Overall Rank
WFPAX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
WFPAX Sortino Ratio Rank: 3434
Sortino Ratio Rank
WFPAX Omega Ratio Rank: 3030
Omega Ratio Rank
WFPAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
WFPAX Martin Ratio Rank: 3434
Martin Ratio Rank

MYISX
MYISX Risk / Return Rank: 8282
Overall Rank
MYISX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MYISX Sortino Ratio Rank: 8282
Sortino Ratio Rank
MYISX Omega Ratio Rank: 7777
Omega Ratio Rank
MYISX Calmar Ratio Rank: 8787
Calmar Ratio Rank
MYISX Martin Ratio Rank: 8484
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.

WFPAX vs. MYISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Special Mid Cap Value Fund - Class A (WFPAX) and Victory Integrity Small/Mid-Cap Value Fund (MYISX). 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.


WFPAXMYISXDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.19

1.34

-0.15

Calmar ratioReturn relative to maximum drawdown

1.54

3.12

-1.58

Martin ratioReturn relative to average drawdown

5.09

10.61

-5.52

WFPAX vs. MYISX - Sharpe Ratio Comparison

The current WFPAX Sharpe Ratio is 1.06, which is lower than the MYISX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of WFPAX and MYISX, 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

WFPAX vs. MYISX - Drawdown Comparison

The maximum WFPAX drawdown since its inception was -56.20%, which is greater than MYISX's maximum drawdown of -47.79%. Use the drawdown chart below to compare losses from any high point for WFPAX and MYISX.


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Drawdown Indicators


WFPAXMYISXDifference

Max Drawdown

Largest peak-to-trough decline

-56.20%

-47.79%

-8.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-9.67%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

-26.51%

+8.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

-26.51%

+3.96%

Max Drawdown (10Y)

Largest decline over 10 years

-43.81%

-47.79%

+3.98%

Current Drawdown

Current decline from peak

-1.20%

-0.92%

-0.28%

Average Drawdown

Average peak-to-trough decline

-8.87%

-6.71%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.84%

+0.09%

Volatility

WFPAX vs. MYISX - Volatility Comparison

Allspring Special Mid Cap Value Fund - Class A (WFPAX) and Victory Integrity Small/Mid-Cap Value Fund (MYISX) have volatilities of 3.19% and 3.11%, 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


WFPAXMYISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

3.11%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

10.94%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.10%

15.60%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

20.87%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

23.19%

-4.32%

WFPAX vs. MYISX - Expense Ratio Comparison

WFPAX has a 1.12% expense ratio, which is higher than MYISX's 0.09% expense ratio.


Dividends

WFPAX vs. MYISX - Dividend Comparison

WFPAX's dividend yield for the trailing twelve months is around 10.07%, more than MYISX's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
MYISX
Victory Integrity Small/Mid-Cap Value Fund
3.63%4.34%10.86%2.35%10.17%6.45%1.60%0.75%4.74%1.52%0.10%0.41%
WFPAX
Allspring Special Mid Cap Value Fund - Class A
10.07%11.38%7.97%5.39%8.69%9.86%0.36%7.38%2.40%4.14%1.08%4.14%

Frequently Asked Questions


With a correlation of 0.92, WFPAX and MYISX 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.

WFPAX has higher volatility (3.19%) compared to MYISX (3.11%). In terms of maximum drawdown, WFPAX dropped -56.20% vs MYISX's -47.79%.

MYISX currently has the higher Sharpe Ratio (1.94 vs 1.06), 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 WFPAX and MYISX

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