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WFPRX vs. ESPRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFPRX vs. ESPRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Special Mid Cap Value Fund Class R6 (WFPRX) and Allspring Special Small Cap Value Fund Class R6 (ESPRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFPRX achieves a 10.59% return, which is significantly lower than ESPRX's 13.57% return. Over the past 10 years, WFPRX has outperformed ESPRX with an annualized return of 10.90%, while ESPRX has yielded a comparatively lower 8.92% annualized return.


WFPRX

1D
0.84%
1M
2.23%
YTD
10.59%
6M
9.11%
1Y
18.00%
3Y*
11.58%
5Y*
9.00%
10Y*
10.90%

ESPRX

1D
1.83%
1M
4.77%
YTD
13.57%
6M
11.29%
1Y
21.73%
3Y*
9.52%
5Y*
5.23%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFPRX vs. ESPRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFPRX
Allspring Special Mid Cap Value Fund Class R6
10.59%6.25%12.05%9.65%-4.57%28.69%3.36%40.42%-13.04%11.27%
ESPRX
Allspring Special Small Cap Value Fund Class R6
13.57%-2.70%6.89%19.15%-13.57%28.16%1.56%29.89%-13.40%11.56%

Correlation

The correlation between WFPRX and ESPRX is 0.89, 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

0.89

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

0.90

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.91

The correlation between WFPRX and ESPRX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

WFPRX vs. ESPRX — Risk / Return Rank

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

WFPRX
WFPRX Risk / Return Rank: 2626
Overall Rank
WFPRX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
WFPRX Sortino Ratio Rank: 2525
Sortino Ratio Rank
WFPRX Omega Ratio Rank: 2222
Omega Ratio Rank
WFPRX Calmar Ratio Rank: 2929
Calmar Ratio Rank
WFPRX Martin Ratio Rank: 2929
Martin Ratio Rank

ESPRX
ESPRX Risk / Return Rank: 2121
Overall Rank
ESPRX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ESPRX Sortino Ratio Rank: 2424
Sortino Ratio Rank
ESPRX Omega Ratio Rank: 1919
Omega Ratio Rank
ESPRX Calmar Ratio Rank: 2121
Calmar Ratio Rank
ESPRX Martin Ratio Rank: 2020
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.

WFPRX vs. ESPRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Special Mid Cap Value Fund Class R6 (WFPRX) and Allspring Special Small Cap Value Fund Class R6 (ESPRX). 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.


WFPRXESPRXDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

1.91

1.59

+0.31

Martin ratioReturn relative to average drawdown

6.29

4.70

+1.59

WFPRX vs. ESPRX - Sharpe Ratio Comparison

The current WFPRX Sharpe Ratio is 1.30, which is comparable to the ESPRX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of WFPRX and ESPRX, 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

WFPRX vs. ESPRX - Drawdown Comparison

The maximum WFPRX drawdown since its inception was -43.78%, roughly equal to the maximum ESPRX drawdown of -43.24%. Use the drawdown chart below to compare losses from any high point for WFPRX and ESPRX.


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Drawdown Indicators


WFPRXESPRXDifference

Max Drawdown

Largest peak-to-trough decline

-43.78%

-43.24%

-0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-13.53%

+3.87%

Max Drawdown (3Y)

Largest decline over 3 years

-18.27%

-24.68%

+6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.07%

-26.46%

+4.39%

Max Drawdown (10Y)

Largest decline over 10 years

-43.78%

-43.24%

-0.54%

Current Drawdown

Current decline from peak

-1.08%

0.00%

-1.08%

Average Drawdown

Average peak-to-trough decline

-5.07%

-7.76%

+2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

4.58%

-1.66%

Volatility

WFPRX vs. ESPRX - Volatility Comparison

The current volatility for Allspring Special Mid Cap Value Fund Class R6 (WFPRX) is 4.20%, while Allspring Special Small Cap Value Fund Class R6 (ESPRX) has a volatility of 4.93%. This indicates that WFPRX experiences smaller price fluctuations and is considered to be less risky than ESPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFPRXESPRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.93%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

12.37%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

14.20%

17.87%

-3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

20.20%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.91%

21.11%

-2.20%

WFPRX vs. ESPRX - Expense Ratio Comparison

WFPRX has a 0.70% expense ratio, which is lower than ESPRX's 0.82% expense ratio.


Dividends

WFPRX vs. ESPRX - Dividend Comparison

WFPRX's dividend yield for the trailing twelve months is around 10.24%, more than ESPRX's 7.40% yield.


PositionTTM20252024202320222021202020192018201720162015
ESPRX
Allspring Special Small Cap Value Fund Class R6
7.40%8.40%10.20%2.46%6.54%6.59%0.73%3.03%8.25%5.68%2.57%2.80%
WFPRX
Allspring Special Mid Cap Value Fund Class R6
10.24%11.32%8.09%5.60%8.81%9.95%0.75%7.56%2.85%4.49%1.50%4.52%

Frequently Asked Questions


WFPRX and ESPRX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESPRX has higher volatility (4.93%) compared to WFPRX (4.20%). In terms of maximum drawdown, WFPRX dropped -43.78% vs ESPRX's -43.24%.

WFPRX currently has the higher Sharpe Ratio (1.30 vs 1.21), 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 WFPRX and ESPRX

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