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ISIN
US6706788535
CUSIP
670678853
Issuer
Nuveen
Inception Date
Dec 22, 1987
Min. Investment
$3,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

FASEX Performance Chart

Nuveen Mid Cap Value Fund (FASEX) is up 19.7% since the beginning of the year. FASEX is currently trading at $62 per share. Investors who bought $1,000 worth of FASEX shares 5 years ago would now be looking at an investment worth $1,672.


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S&P 500 Index

Returns By Period

Nuveen Mid Cap Value Fund (FASEX) has returned 19.73% so far this year and 32.90% over the past 12 months. Over the last ten years, FASEX has returned 11.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Nuveen Mid Cap Value Fund

1D
0.79%
1M
3.49%
YTD
19.73%
6M
18.08%
1Y
32.90%
3Y*
16.10%
5Y*
10.83%
10Y*
11.30%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FASEX Monthly Returns History

Based on dividend-adjusted daily data since Dec 22, 1987, FASEX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.9%, while the worst month was Aug 1998 at -25.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FASEX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -13.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.58%4.78%-3.90%8.35%1.72%3.17%19.73%
20253.65%-1.60%-5.74%-2.15%4.03%3.63%1.34%3.83%1.83%-0.80%1.54%0.20%9.68%
2024-1.61%3.56%5.85%-5.22%4.88%-1.46%4.54%1.42%0.59%-1.75%8.07%-7.72%10.40%
20237.22%-1.80%-3.50%0.40%-3.25%9.05%3.66%-2.78%-3.87%-3.74%7.83%5.52%14.20%
2022-3.64%1.48%1.55%-5.24%2.89%-11.05%9.43%-2.58%-10.20%9.50%4.13%-4.93%-10.63%
20210.30%7.67%7.88%5.36%2.13%-1.69%0.89%1.97%-2.56%6.42%-3.12%5.86%34.84%

Benchmark Metrics

Nuveen Mid Cap Value Fund has an annualized alpha of 1.54%, beta of 0.88, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since December 22, 1987.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.57%) than losses (90.77%) - typical of diversified or defensive assets.
  • With beta of 0.88 and R2 of 0.76, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.54%
Beta
0.88
0.76
Upside Capture
92.57%
Downside Capture
90.77%

Expense Ratio

FASEX has a high expense ratio of 1.16%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FASEX ranks 81 for risk / return — in the top 81% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FASEX Risk / Return Rank: 8181
Overall Rank
FASEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FASEX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FASEX Omega Ratio Rank: 6767
Omega Ratio Rank
FASEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FASEX Martin Ratio Rank: 9090
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Nuveen Mid Cap Value Fund (FASEX) and compare them to S&P 500 Index.

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.


FASEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

4.55

2.78

+1.76

Martin ratioReturn relative to average drawdown

16.56

12.44

+4.12

Dividends

Dividend History

Nuveen Mid Cap Value Fund provided a 12.25% dividend yield over the last twelve months, with an annual payout of $7.63 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$7.63$7.63$2.88$1.61$2.95$2.23$0.45$0.38$1.53$3.24$1.36$1.16

Dividend yield

12.25%14.67%5.29%3.12%6.32%4.02%1.06%0.89%4.48%7.93%3.67%3.49%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen Mid Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.63$7.63
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.88$2.88
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.61$1.61
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.95$2.95
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.23$2.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen Mid Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Nuveen Mid Cap Value Fund was 55.57%, occurring on Mar 9, 2009. Recovery took 983 trading sessions.

The current Nuveen Mid Cap Value Fund drawdown is 0.06%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.57%Mar 2009
1y 7mo3y 11mo
5y 6moJul 2007 - Feb 2013
1998 bear market1998
-47.21%Oct 1998
11mo 27d5y 3mo
6y 2moOct 1997 - Jan 2004
COVID crash2020
-44.56%Mar 2020
2mo 2d9mo 19d
11mo 21dJan 2020 - Jan 2021
Rate-hike selloffLate 2018
-23.70%Dec 2018
3mo 1d11mo 7d
1y 2moSep 2018 - Nov 2019
2025 selloff2025
-22.26%Apr 2025
4mo 13d5mo 6d
9mo 19dNov 2024 - Sep 2025

Drawdown Indicators


FASEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.57%

-56.78%

+1.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.37%

-9.10%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-22.26%

-18.90%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.26%

-25.43%

+3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-44.56%

-33.92%

-10.64%

Current Drawdown

Current decline from peak

-0.06%

-1.80%

+1.74%

Average Drawdown

Average peak-to-trough decline

-8.92%

-10.71%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.03%

-0.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FASEX

Add Nuveen Mid Cap Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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