WSINX vs. JSVIX

Last updated Jun 3, 2026

WSINX (Allspring Income Plus Fund) and JSVIX (Easterly Income Opportunities Fund) are both Multisector Bonds funds. Over the past 5 years, WSINX returned 2.51%/yr vs 3.28%/yr for JSVIX. A 0.53 correlation means they provide meaningful diversification when combined. WSINX charges 0.60%/yr vs 1.48%/yr for JSVIX.

Performance

WSINX vs. JSVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Income Plus Fund (WSINX) and Easterly Income Opportunities Fund (JSVIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WSINX achieves a 1.05% return, which is significantly higher than JSVIX's 0.37% return.

WSINX

• 1D: 0.00%
• 1M: 0.67%
• YTD: 1.05%
• 6M: 1.44%
• 1Y: 6.09%
• 3Y*: 6.54%
• 5Y*: 2.51%
• 10Y*: 4.15%

JSVIX

• 1D: -0.10%
• 1M: 0.03%
• YTD: 0.37%
• 6M: 0.93%
• 1Y: 5.10%
• 3Y*: 6.45%
• 5Y*: 3.28%
• 10Y*: —

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

WSINX vs. JSVIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WSINX Allspring Income Plus Fund	1.05%	6.61%	5.43%	9.40%	-9.25%	3.08%	8.14%	8.65%	-1.28%
JSVIX Easterly Income Opportunities Fund	0.37%	7.88%	8.22%	5.92%	-6.27%	4.79%	14.05%	7.32%	1.26%

Correlation

The correlation between WSINX and JSVIX is 0.58, 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (All Time) Calculated using the full available price history since Sep 18, 2018	0.53

The correlation between WSINX and JSVIX shifts across timeframes, from 0.53 (all time) to 0.67 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

WSINX vs. JSVIX — Risk / Return Rank

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

WSINX

WSINX Risk / Return Rank: 55
WSINX Sharpe Ratio Rank: 61
WSINX Sortino Ratio Rank: 66
WSINX Omega Ratio Rank: 72
WSINX Calmar Ratio Rank: 35
WSINX Martin Ratio Rank: 42

JSVIX

JSVIX Risk / Return Rank: 79
JSVIX Sharpe Ratio Rank: 89
JSVIX Sortino Ratio Rank: 93
JSVIX Omega Ratio Rank: 93
JSVIX Calmar Ratio Rank: 77
JSVIX Martin Ratio Rank: 44

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.

WSINX vs. JSVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Income Plus Fund (WSINX) and Easterly Income Opportunities Fund (JSVIX). 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.

	WSINX	JSVIX	Difference
Sharpe ratio Return per unit of total volatility	2.29	2.94	-0.64
Sortino ratio Return per unit of downside risk	3.40	4.73	-1.34
Omega ratio Gain probability vs. loss probability	1.47	1.72	-0.25
Calmar ratio Return relative to maximum drawdown	2.25	3.50	-1.25
Martin ratio Return relative to average drawdown	9.03	9.41	-0.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WSINX vs. JSVIX - Sharpe Ratio Comparison

The current WSINX Sharpe Ratio is 2.29, which is comparable to the JSVIX Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of WSINX and JSVIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WSINX	JSVIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	2.94	-0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	1.32	-0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	2.16	-1.23

Drawdowns

WSINX vs. JSVIX - Drawdown Comparison

The maximum WSINX drawdown since its inception was -13.31%, which is greater than JSVIX's maximum drawdown of -8.75%. Use the drawdown chart below to compare losses from any high point for WSINX and JSVIX.

Drawdown Indicators

	WSINX	JSVIX	Difference
Max Drawdown Largest peak-to-trough decline	-13.31%	-8.75%	-4.56%
Max Drawdown (1Y) Largest decline over 1 year	-2.75%	-1.49%	-1.26%
Max Drawdown (3Y) Largest decline over 3 years	-3.31%	-1.49%	-1.82%
Max Drawdown (5Y) Largest decline over 5 years	-13.04%	-8.75%	-4.29%
Max Drawdown (10Y) Largest decline over 10 years	-13.31%	—	—
Current Drawdown Current decline from peak	-0.37%	-1.16%	+0.79%
Average Drawdown Average peak-to-trough decline	-2.00%	-1.71%	-0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.69%	0.55%	+0.14%

Volatility

WSINX vs. JSVIX - Volatility Comparison

Allspring Income Plus Fund (WSINX) has a higher volatility of 1.04% compared to Easterly Income Opportunities Fund (JSVIX) at 0.40%. This indicates that WSINX's price experiences larger fluctuations and is considered to be riskier than JSVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WSINX	JSVIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.04%	0.40%	+0.64%
Volatility (6M) Calculated over the trailing 6-month period	2.11%	1.18%	+0.93%
Volatility (1Y) Calculated over the trailing 1-year period	2.67%	1.75%	+0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.78%	2.49%	+1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.56%	2.56%	+1.00%

WSINX vs. JSVIX - Expense Ratio Comparison

WSINX has a 0.60% expense ratio, which is lower than JSVIX's 1.48% expense ratio.

Dividends

WSINX vs. JSVIX - Dividend Comparison

WSINX's dividend yield for the trailing twelve months is around 4.91%, less than JSVIX's 5.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JSVIX Easterly Income Opportunities Fund	5.03%	4.83%	5.88%	5.33%	5.57%	5.34%	6.69%	6.29%	0.96%	0.00%	0.00%	0.00%
WSINX Allspring Income Plus Fund	4.91%	4.91%	5.43%	5.59%	3.76%	6.55%	3.12%	3.56%	3.83%	2.88%	2.87%	1.97%

Frequently Asked Questions

Can I hold both WSINX and JSVIX in my portfolio?

WSINX and JSVIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WSINX or JSVIX?

WSINX has higher volatility (1.04%) compared to JSVIX (0.40%). In terms of maximum drawdown, WSINX dropped -13.31% vs JSVIX's -8.75%.

Which has better risk-adjusted returns?

JSVIX currently has the higher Sharpe Ratio (2.94 vs 2.29), 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.