WSINX vs. JSVIX
WSINX (Allspring Income Plus Fund) and JSVIX (Easterly Income Opportunities Fund) are both Multisector Bonds funds. Over the past 5 years, WSINX returned 2.31%/yr vs 3.18%/yr for JSVIX. Their 0.53 correlation means they have sometimes moved together and sometimes differently. WSINX charges 0.60%/yr vs 1.48%/yr for JSVIX.
Performance
WSINX vs. JSVIX - Performance Comparison
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Returns By Period
In the year-to-date period, WSINX achieves a 0.26% return, which is significantly lower than JSVIX's 0.52% return.
WSINX
- 1D
- 0.23%
- 1M
- -1.13%
- 6M
- -0.38%
- YTD
- 0.26%
- 1Y
- 2.88%
- 3Y*
- 5.84%
- 5Y*
- 2.31%
- 10Y*
- 3.90%
- ALL TIME*
- 3.01%
JSVIX
- 1D
- -0.10%
- 1M
- 0.01%
- 6M
- 0.08%
- YTD
- 0.52%
- 1Y
- 3.75%
- 3Y*
- 6.41%
- 5Y*
- 3.18%
- 10Y*
- —
- ALL TIME*
- 5.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WSINX vs. JSVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WSINX Allspring Income Plus Fund | 0.26% | 6.61% | 5.43% | 9.40% | -9.25% | 3.08% | 8.14% | 8.65% | -1.28% |
JSVIX Easterly Income Opportunities Fund | 0.52% | 7.88% | 8.22% | 5.92% | -6.27% | 4.79% | 14.05% | 7.32% | 1.26% |
Correlation
The correlation between WSINX and JSVIX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2018 | 0.53 |
The correlation between WSINX and JSVIX shifts across timeframes, from 0.53 (1 year) to 0.65 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
WSINX vs. JSVIX — Risk / Return Rank
WSINX
JSVIX
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.
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.
| WSINX | JSVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.61 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 2.89 | -1.67 |
| Martin ratioReturn relative to average drawdown | 4.58 | 6.10 | -1.52 |
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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.
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Drawdown Indicators
| WSINX | JSVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -3.24% | -1.49% | -1.75% |
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 DrawdownCurrent decline from peak | -1.24% | -1.01% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -1.98% | -1.69% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 0.70% | +0.03% |
Volatility
WSINX vs. JSVIX - Volatility Comparison
Allspring Income Plus Fund (WSINX) has a higher volatility of 0.85% compared to Easterly Income Opportunities Fund (JSVIX) at 0.38%. 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.
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Volatility by Period
| WSINX | JSVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 0.38% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 1.23% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.71% | 1.69% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.81% | 2.49% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.54% | 2.55% | +0.99% |
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 4.51%, less than JSVIX's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSVIX Easterly Income Opportunities Fund | 4.97% | 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 | 4.51% | 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
WSINX and JSVIX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSINX has higher volatility (0.85%) compared to JSVIX (0.38%). In terms of maximum drawdown, WSINX dropped -13.31% vs JSVIX's -8.75%.
JSVIX currently has the higher Sharpe Ratio (2.55 vs 1.24), 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.
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