WPLCX vs. UPDDX

Last updated Aug 4, 2026

WPLCX (WP Large Cap Income Plus Fund) and UPDDX (Upright Growth & Income Fund) are both Large Cap Value Equities funds. Their 0.35 correlation means their historical movements had little consistent relationship. WPLCX charges 2.33%/yr vs 2.57%/yr for UPDDX.

Performance

WPLCX vs. UPDDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WP Large Cap Income Plus Fund (WPLCX) and Upright Growth & Income Fund (UPDDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WPLCX

• 1D: -1.29%
• 1M: 1.13%
• 6M: 10.93%
• YTD: 18.22%
• 1Y: 30.87%
• 3Y*: 20.82%
• 5Y*: 7.14%
• 10Y*: 8.56%
• ALL TIME*: 6.66%

UPDDX

• 1D: 0.36%
• 1M: -1.03%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
UPDDX Upright Growth & Income Fund	$0.00	$0.00	$0.00
WPLCX WP Large Cap Income Plus Fund	$0.00	$0.00	$0.00

WPLCX vs. UPDDX - Yearly Performance Comparison

	2026 (YTD)
WPLCX WP Large Cap Income Plus Fund	8.13%
UPDDX Upright Growth & Income Fund	-7.96%

Correlation

The correlation between WPLCX and UPDDX is 0.35, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 28, 2026	0.35

Return for Risk

WPLCX vs. UPDDX — Risk / Return Rank

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

WPLCX

WPLCX Risk / Return Rank: 57
WPLCX Sharpe Ratio Rank: 60
WPLCX Sortino Ratio Rank: 67
WPLCX Omega Ratio Rank: 58
WPLCX Calmar Ratio Rank: 53
WPLCX Martin Ratio Rank: 47

UPDDX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

WPLCX vs. UPDDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WP Large Cap Income Plus Fund (WPLCX) and Upright Growth & Income Fund (UPDDX). 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.

	WPLCX	UPDDX	Difference
Sharpe ratio: Return per unit of total volatility	1.59	—	—
Sortino ratio: Return per unit of downside risk	2.42	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.06	—	—
Martin ratio: Return relative to average drawdown	7.11	—	—

Drawdowns

WPLCX vs. UPDDX - Drawdown Comparison

The maximum WPLCX drawdown since its inception was -66.21%, which is greater than UPDDX's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for WPLCX and UPDDX.

Drawdown Indicators

	WPLCX	UPDDX	Difference
Max Drawdown Largest peak-to-trough decline	-66.21%	-13.71%	-52.50%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.09%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-43.93%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-66.21%	—	—
Current Drawdown Current decline from peak	-1.29%	-11.23%	+9.94%
Average Drawdown Average peak-to-trough decline	-13.17%	-7.94%	-5.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.97%	—	—

Volatility

Volatility by Period

	WPLCX	UPDDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.78%	26.99%	-9.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.95%	26.99%	-1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.11%	26.99%	+5.12%

WPLCX vs. UPDDX - Expense Ratio Comparison

WPLCX has a 2.33% expense ratio, which is lower than UPDDX's 2.57% expense ratio.

Dividends

WPLCX vs. UPDDX - Dividend Comparison

Neither WPLCX nor UPDDX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UPDDX Upright Growth & Income Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WPLCX WP Large Cap Income Plus Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.28%	0.74%	2.41%	0.11%	2.56%	0.18%	0.19%

Frequently Asked Questions

Can I hold both WPLCX and UPDDX in my portfolio?

WPLCX and UPDDX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.