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WGCFX vs. SICIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WGCFX vs. SICIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Spectrum Growth Fund (WGCFX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). The values are adjusted to include any dividend payments, if applicable.

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WGCFX vs. SICIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WGCFX
Allspring Spectrum Growth Fund
1.05%14.99%10.56%13.82%-17.36%14.27%16.60%20.27%-8.64%18.13%
SICIX
SEI Asset Allocation Trust Conservative Strategy Fund
0.36%8.12%5.52%5.29%-6.23%4.13%2.62%9.36%-2.07%5.03%

Returns By Period

In the year-to-date period, WGCFX achieves a 1.05% return, which is significantly higher than SICIX's 0.36% return.


WGCFX

1D
-0.07%
1M
-5.65%
YTD
1.05%
6M
2.73%
1Y
17.13%
3Y*
12.05%
5Y*
5.92%
10Y*

SICIX

1D
0.27%
1M
-2.39%
YTD
0.36%
6M
1.75%
1Y
5.89%
3Y*
5.80%
5Y*
3.22%
10Y*
3.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WGCFX vs. SICIX - Expense Ratio Comparison

WGCFX has a 1.50% expense ratio, which is higher than SICIX's 0.51% expense ratio.


Return for Risk

WGCFX vs. SICIX — Risk / Return Rank

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

WGCFX
WGCFX Risk / Return Rank: 8585
Overall Rank
WGCFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WGCFX Sortino Ratio Rank: 8484
Sortino Ratio Rank
WGCFX Omega Ratio Rank: 7979
Omega Ratio Rank
WGCFX Calmar Ratio Rank: 9191
Calmar Ratio Rank
WGCFX Martin Ratio Rank: 8888
Martin Ratio Rank

SICIX
SICIX Risk / Return Rank: 8585
Overall Rank
SICIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SICIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SICIX Omega Ratio Rank: 8484
Omega Ratio Rank
SICIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SICIX Martin Ratio Rank: 8686
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.

WGCFX vs. SICIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Spectrum Growth Fund (WGCFX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). 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.


WGCFXSICIXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.66

-0.07

Sortino ratio

Return per unit of downside risk

2.21

2.20

+0.01

Omega ratio

Gain probability vs. loss probability

1.31

1.34

-0.04

Calmar ratio

Return relative to maximum drawdown

2.64

2.19

+0.45

Martin ratio

Return relative to average drawdown

9.36

8.95

+0.41

WGCFX vs. SICIX - Sharpe Ratio Comparison

The current WGCFX Sharpe Ratio is 1.59, which is comparable to the SICIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of WGCFX and SICIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WGCFXSICIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.66

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.84

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.78

-0.05

Correlation

The correlation between WGCFX and SICIX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WGCFX vs. SICIX - Dividend Comparison

WGCFX's dividend yield for the trailing twelve months is around 8.08%, more than SICIX's 2.86% yield.


TTM20252024202320222021202020192018201720162015
WGCFX
Allspring Spectrum Growth Fund
8.08%8.17%6.22%0.26%6.87%13.28%11.04%0.60%18.34%13.76%0.00%0.00%
SICIX
SEI Asset Allocation Trust Conservative Strategy Fund
2.86%2.87%3.67%2.80%4.69%3.46%1.84%2.91%1.80%1.81%1.64%1.97%

Drawdowns

WGCFX vs. SICIX - Drawdown Comparison

The maximum WGCFX drawdown since its inception was -22.60%, smaller than the maximum SICIX drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for WGCFX and SICIX.


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Drawdown Indicators


WGCFXSICIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.60%

-27.62%

+5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-2.73%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

-10.94%

-11.66%

Max Drawdown (10Y)

Largest decline over 10 years

-11.61%

Current Drawdown

Current decline from peak

-5.72%

-2.39%

-3.33%

Average Drawdown

Average peak-to-trough decline

-4.96%

-3.59%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

0.67%

+1.08%

Volatility

WGCFX vs. SICIX - Volatility Comparison

Allspring Spectrum Growth Fund (WGCFX) has a higher volatility of 2.81% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 1.24%. This indicates that WGCFX's price experiences larger fluctuations and is considered to be riskier than SICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WGCFXSICIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

1.24%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.42%

2.06%

+5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

10.79%

3.66%

+7.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.65%

3.87%

+6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.45%

3.89%

+7.56%