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Nuveen Large Cap Select Fund (FLRYX) Sharpe Ratio: 1.48

Mutual Fund · Currency in USD · Last updated Jul 4, 2026

Under normal market conditions, the fund invests at least 80% of the sum of its net assets and the amount of any borrowings for investment purposes in common stocks of large-capitalization companies, defined as companies that have market capitalizations of $5 billion or greater. It may invest up to 15% of its total assets in non-dollar denominated equity securities of non-U.S. issuers.

FLRYX's Sharpe Ratio of 1.48 indicates that for each unit of volatility, it generates 1.48 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FLRYX Sharpe Ratio Rank

FLRYX Sharpe Ratio Rank: 43.143
Average

FLRYX ranks above 43.1% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

FLRYX Sharpe Ratio Market Positioning

The chart shows FLRYX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.09 or lower
  • Yellow zone (middle 50%): 1.09 to 1.96
  • Green zone (top 25%): 1.96 or higher
  • Top 1%: 3.94+
  • Median: 1.60 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Nuveen Large Cap Select Fund's Sharpe Ratio with other mutual funds in the Large Cap Blend Equities category across multiple time periods, showing how FLRYX'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 Jul 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VPCCXVanguard PRIMECAP Core Fund2.89
VPMAXVanguard PRIMECAP Fund Admiral Shares2.78
SVPFXGoldman Sachs Strategic Volatility Premium Fund2.61
POSKXPrimeCap Odyssey Stock Fund2.52
MISEXMidas Magic2.47
GTLOXGlenmede Quantitative U.S. Large Cap Core Equity Portfolio2.46
FTZIXFuller & Thaler Behavioral Unconstrained Equity Fund2.46
STFGXState Farm Growth Fund2.39
ARTNXArtisan Select Equity Fund2.35
ORDNXNorth Square Preferred and Income Securities Fund2.35
FLRYXNuveen Large Cap Select Fund1.48

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FLRYX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FLRYX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does FLRYX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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