Sortino ratio is not yet available for BXMX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar mutual funds
The table compares Nuveen S&P 500 Buy-Write Income Fund's Sortino Ratio with other mutual funds in the S&P 500, Derivative Income category across multiple time periods, showing how BXMX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CII | BlackRock Enhanced Large Cap Core Fund | 3.91 | |||
| TCBIX | The Covered Bridge Fund | 3.64 | |||
| NIE | Virtus Equity & Convertible Income Fund | 3.57 | |||
| SCPIX | DWS S&P 500 Index Fund | 3.25 | |||
| FXAIX | Fidelity 500 Index Fund | 3.24 | |||
| VIIIX | Vanguard Institutional Index Fund Institutional Plus Shares | 3.24 | |||
| PLFIX | Principal Large Cap S&P 500 Index Fund Institutional | 3.24 | |||
| VINIX | Vanguard Institutional Index Fund Institutional Shares | 3.24 | |||
| BSPGX | iShares S&P 500 Index Fund Class G | 3.24 | |||
| VFIAX | Vanguard 500 Index Fund Admiral Shares | 3.24 | |||
| BXMX | Nuveen S&P 500 Buy-Write Income Fund | — |
Historical Sortino Ratio
The chart shows BXMX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when BXMX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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