PortfoliosLab logoPortfoliosLab logo
AADAX vs. NWQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AADAX vs. NWQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Select Risk: Growth Investor Fund (AADAX) and Nuveen Flexible Income Fund (NWQIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AADAX vs. NWQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AADAX
Invesco Select Risk: Growth Investor Fund
-3.23%15.52%9.61%13.38%-18.74%13.66%11.79%20.63%-8.29%15.76%
NWQIX
Nuveen Flexible Income Fund
-0.33%12.22%6.03%11.61%-13.64%4.94%5.54%18.57%-4.07%9.18%

Returns By Period

In the year-to-date period, AADAX achieves a -3.23% return, which is significantly lower than NWQIX's -0.33% return. Over the past 10 years, AADAX has outperformed NWQIX with an annualized return of 7.00%, while NWQIX has yielded a comparatively lower 5.38% annualized return.


AADAX

1D
-0.37%
1M
-7.60%
YTD
-3.23%
6M
-0.75%
1Y
13.83%
3Y*
9.88%
5Y*
4.26%
10Y*
7.00%

NWQIX

1D
0.00%
1M
-2.94%
YTD
-0.33%
6M
2.27%
1Y
10.77%
3Y*
9.04%
5Y*
3.81%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AADAX vs. NWQIX - Expense Ratio Comparison

AADAX has a 0.43% expense ratio, which is lower than NWQIX's 0.70% expense ratio.


Return for Risk

AADAX vs. NWQIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AADAX
AADAX Risk / Return Rank: 5656
Overall Rank
AADAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AADAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
AADAX Omega Ratio Rank: 5555
Omega Ratio Rank
AADAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
AADAX Martin Ratio Rank: 6060
Martin Ratio Rank

NWQIX
NWQIX Risk / Return Rank: 9595
Overall Rank
NWQIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NWQIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
NWQIX Omega Ratio Rank: 9696
Omega Ratio Rank
NWQIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
NWQIX Martin Ratio Rank: 9393
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.

AADAX vs. NWQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Growth Investor Fund (AADAX) and Nuveen Flexible Income Fund (NWQIX). 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.


AADAXNWQIXDifference

Sharpe ratio

Return per unit of total volatility

1.02

2.58

-1.57

Sortino ratio

Return per unit of downside risk

1.50

3.49

-1.99

Omega ratio

Gain probability vs. loss probability

1.21

1.56

-0.34

Calmar ratio

Return relative to maximum drawdown

1.27

2.91

-1.64

Martin ratio

Return relative to average drawdown

5.73

11.90

-6.18

AADAX vs. NWQIX - Sharpe Ratio Comparison

The current AADAX Sharpe Ratio is 1.02, which is lower than the NWQIX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of AADAX and NWQIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AADAXNWQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

2.58

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.68

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.86

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.72

-0.34

Correlation

The correlation between AADAX and NWQIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AADAX vs. NWQIX - Dividend Comparison

AADAX's dividend yield for the trailing twelve months is around 4.11%, less than NWQIX's 5.75% yield.


TTM20252024202320222021202020192018201720162015
AADAX
Invesco Select Risk: Growth Investor Fund
4.11%3.98%4.66%2.08%5.87%6.35%11.65%9.73%2.44%1.83%1.13%1.59%
NWQIX
Nuveen Flexible Income Fund
5.75%6.52%5.20%7.84%7.02%4.39%4.82%5.71%6.23%5.67%5.52%5.70%

Drawdowns

AADAX vs. NWQIX - Drawdown Comparison

The maximum AADAX drawdown since its inception was -55.79%, which is greater than NWQIX's maximum drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for AADAX and NWQIX.


Loading graphics...

Drawdown Indicators


AADAXNWQIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.79%

-23.89%

-31.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-3.75%

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-17.75%

-8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-31.26%

-23.89%

-7.37%

Current Drawdown

Current decline from peak

-7.82%

-2.94%

-4.88%

Average Drawdown

Average peak-to-trough decline

-8.59%

-3.04%

-5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

0.92%

+1.19%

Volatility

AADAX vs. NWQIX - Volatility Comparison

Invesco Select Risk: Growth Investor Fund (AADAX) has a higher volatility of 4.28% compared to Nuveen Flexible Income Fund (NWQIX) at 1.50%. This indicates that AADAX's price experiences larger fluctuations and is considered to be riskier than NWQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AADAXNWQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

1.50%

+2.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.22%

2.76%

+5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

4.41%

+9.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.72%

5.64%

+7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.57%

6.31%

+7.26%