- Issuer
- Nuveen
- Inception Date
- Aug 7, 2015
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
TSORX Performance Chart
Nuveen International Responsible Equity Fund Class A (TSORX) is up 7.1% since the beginning of the year. TSORX is currently trading at $17 per share. Investors who bought $1,000 worth of TSORX shares 5 years ago would now be looking at an investment worth $1,451.
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Returns By Period
Nuveen International Responsible Equity Fund Class A (TSORX) has returned 7.10% so far this year and 18.54% over the past 12 months. Over the last ten years, TSORX has returned 8.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Nuveen International Responsible Equity Fund Class A
- 1D
- 0.00%
- 1M
- 3.78%
- YTD
- 7.10%
- 6M
- 9.58%
- 1Y
- 18.54%
- 3Y*
- 14.98%
- 5Y*
- 7.73%
- 10Y*
- 8.51%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
TSORX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, TSORX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +15.4%, while the worst month was Mar 2020 at -14.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TSORX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 12, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.03% | 4.73% | -9.27% | 6.14% | 2.07% | 0.00% | 7.10% | ||||||
| 2025 | 4.43% | 2.38% | -0.87% | 4.84% | 3.98% | 2.76% | -2.75% | 4.51% | 2.38% | 0.75% | 0.31% | 2.63% | 28.13% |
| 2024 | -0.70% | 2.35% | 2.83% | -3.20% | 5.22% | -2.04% | 3.28% | 3.46% | 0.98% | -5.73% | 0.44% | -3.39% | 2.92% |
| 2023 | 8.60% | -2.72% | 2.97% | 3.13% | -3.99% | 4.24% | 2.47% | -3.74% | -3.48% | -3.10% | 8.82% | 5.48% | 18.90% |
| 2022 | -3.66% | -3.33% | 0.16% | -6.16% | 1.36% | -9.00% | 5.08% | -6.16% | -9.75% | 5.92% | 13.73% | -1.86% | -15.04% |
| 2021 | -1.70% | 2.14% | 2.26% | 2.44% | 3.69% | -1.19% | 0.83% | 2.46% | -3.34% | 3.46% | -4.80% | 5.27% | 11.57% |
Benchmark Metrics
Nuveen International Responsible Equity Fund Class A has an annualized alpha of -1.65%, beta of 0.77, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.
- This fund participated in 90.88% of S&P 500 Index downside but only 73.10% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.65%
- Beta
- 0.77
- R²
- 0.69
- Upside Capture
- 73.10%
- Downside Capture
- 90.88%
Expense Ratio
TSORX has an expense ratio of 0.71%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TSORX ranks 18 for risk / return — in the bottom 18% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Nuveen International Responsible Equity Fund Class A (TSORX) and compare them to S&P 500 Index.
| TSORX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 2.39 | -1.17 |
Sortino ratioReturn per unit of downside risk | 1.78 | 3.25 | -1.47 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.11 | -1.62 |
Martin ratioReturn relative to average drawdown | 5.50 | 14.38 | -8.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Nuveen International Responsible Equity Fund Class A provided a 5.11% dividend yield over the last twelve months, with an annual payout of $0.86 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.86 | $0.86 | $0.38 | $0.38 | $0.23 | $0.38 | $0.15 | $0.15 | $0.20 | $0.00 | $0.20 |
Dividend yield | 5.11% | 5.48% | 2.98% | 2.96% | 2.03% | 2.85% | 1.21% | 1.34% | 2.11% | 0.04% | 2.21% |
Monthly Dividends
The table displays the monthly dividend distributions for Nuveen International Responsible Equity Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.86 | $0.86 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
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 International Responsible Equity Fund Class A. 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 International Responsible Equity Fund Class A was 33.10%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current Nuveen International Responsible Equity Fund Class A drawdown is 1.70%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.10%Mar 2020 | 2y 1mo | 7mo 23d | 2y 9moJan 2018 - Nov 2020 |
Bear market2022 | -29.70%Sep 2022 | 1y 19d | 1y 4mo | 2y 5moSep 2021 - Feb 2024 |
2025 selloff2025 | -13.26%Apr 2025 | 6mo 13d | 22d | 7mo 5dSep 2024 - Apr 2025 |
2026 correction2026 | -12.68%Mar 2026 | 18d | — | 3mo 4dMar 2026 - now |
2016 correction2016 | -11.47%Jun 2016 | 3d | 1mo 15d | 1mo 18dJun 2016 - Aug 2016 |
Drawdown Indicators
| TSORX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.10% | -56.78% | +23.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.68% | -9.10% | -3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | -18.90% | +5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -29.70% | -25.43% | -4.27% |
Max Drawdown (10Y)Largest decline over 10 years | -33.10% | -33.92% | +0.82% |
Current DrawdownCurrent decline from peak | -1.70% | 0.00% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -10.72% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 1.97% | +1.46% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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