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ARSTX vs. VSTCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARSTX vs. VSTCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Small Cap Select Fund (ARSTX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARSTX achieves a 15.43% return, which is significantly lower than VSTCX's 21.48% return. Both investments have delivered pretty close results over the past 10 years, with ARSTX having a 12.97% annualized return and VSTCX not far ahead at 13.43%.


ARSTX

1D
0.71%
1M
5.76%
YTD
15.43%
6M
12.91%
1Y
32.85%
3Y*
18.30%
5Y*
9.02%
10Y*
12.97%

VSTCX

1D
0.53%
1M
5.17%
YTD
21.48%
6M
19.28%
1Y
44.51%
3Y*
23.26%
5Y*
12.58%
10Y*
13.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARSTX vs. VSTCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARSTX
Nuveen Small Cap Select Fund
15.43%7.78%16.94%17.69%-19.84%35.98%18.68%29.05%-11.48%10.13%
VSTCX
Vanguard Strategic Small-Cap Equity Fund
21.48%15.20%15.40%21.34%-13.00%33.53%8.38%22.18%-11.87%9.21%

Correlation

The correlation between ARSTX and VSTCX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2006

0.97

The correlation between ARSTX and VSTCX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

ARSTX vs. VSTCX — Risk / Return Rank

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

ARSTX
ARSTX Risk / Return Rank: 5959
Overall Rank
ARSTX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ARSTX Sortino Ratio Rank: 5353
Sortino Ratio Rank
ARSTX Omega Ratio Rank: 4444
Omega Ratio Rank
ARSTX Calmar Ratio Rank: 7878
Calmar Ratio Rank
ARSTX Martin Ratio Rank: 6666
Martin Ratio Rank

VSTCX
VSTCX Risk / Return Rank: 8787
Overall Rank
VSTCX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VSTCX Sortino Ratio Rank: 8282
Sortino Ratio Rank
VSTCX Omega Ratio Rank: 7474
Omega Ratio Rank
VSTCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
VSTCX Martin Ratio Rank: 9595
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.

ARSTX vs. VSTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Small Cap Select Fund (ARSTX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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.

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.


ARSTXVSTCXDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.33

1.44

-0.11

Calmar ratioReturn relative to maximum drawdown

3.34

5.74

-2.39

Martin ratioReturn relative to average drawdown

12.14

20.24

-8.09

ARSTX vs. VSTCX - Sharpe Ratio Comparison

The current ARSTX Sharpe Ratio is 1.96, which is comparable to the VSTCX Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of ARSTX and VSTCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ARSTX vs. VSTCX - Drawdown Comparison

The maximum ARSTX drawdown since its inception was -56.51%, smaller than the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for ARSTX and VSTCX.


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Drawdown Indicators


ARSTXVSTCXDifference

Max Drawdown

Largest peak-to-trough decline

-56.51%

-62.50%

+5.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-8.08%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-27.97%

-27.47%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-27.97%

-27.47%

-0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-43.11%

-48.08%

+4.97%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.86%

-10.62%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.29%

+0.56%

Volatility

ARSTX vs. VSTCX - Volatility Comparison

Nuveen Small Cap Select Fund (ARSTX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX) have volatilities of 5.24% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARSTXVSTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

5.06%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

12.50%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.81%

17.89%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.57%

22.01%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.24%

23.50%

-0.26%

ARSTX vs. VSTCX - Expense Ratio Comparison

ARSTX has a 0.99% expense ratio, which is higher than VSTCX's 0.26% expense ratio.


Dividends

ARSTX vs. VSTCX - Dividend Comparison

ARSTX's dividend yield for the trailing twelve months is around 2.19%, less than VSTCX's 6.21% yield.


PositionTTM20252024202320222021202020192018201720162015
ARSTX
Nuveen Small Cap Select Fund
2.19%2.53%2.42%0.00%0.40%21.05%1.25%0.37%21.67%10.31%8.92%20.02%
VSTCX
Vanguard Strategic Small-Cap Equity Fund
6.21%7.55%9.66%2.50%7.44%19.92%1.24%4.14%11.74%5.76%1.35%2.33%

Frequently Asked Questions


With a correlation of 0.94, ARSTX and VSTCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ARSTX has higher volatility (5.24%) compared to VSTCX (5.06%). In terms of maximum drawdown, ARSTX dropped -56.51% vs VSTCX's -62.50%.

VSTCX currently has the higher Sharpe Ratio (2.60 vs 1.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ARSTX and VSTCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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