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BLPFX vs. NWQIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLPFX vs. NWQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) and Nuveen Flexible Income Fund (NWQIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLPFX achieves a 6.65% return, which is significantly higher than NWQIX's 4.90% return. Over the past 10 years, BLPFX has outperformed NWQIX with an annualized return of 8.83%, while NWQIX has yielded a comparatively lower 5.18% annualized return.


BLPFX

1D
0.09%
1M
-0.19%
6M
3.43%
YTD
6.65%
1Y
13.42%
3Y*
13.09%
5Y*
7.27%
10Y*
8.83%
ALL TIME*
9.17%

NWQIX

1D
0.05%
1M
-0.43%
6M
3.63%
YTD
4.90%
1Y
11.77%
3Y*
9.98%
5Y*
4.02%
10Y*
5.18%
ALL TIME*
5.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BLPFX vs. NWQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLPFX
American Funds Moderate Growth and Income Portfolio Class F-1
6.65%16.99%11.25%13.80%-13.59%13.75%13.17%19.49%-4.63%16.67%
NWQIX
Nuveen Flexible Income Fund
4.90%11.74%6.03%11.61%-13.64%4.94%5.54%18.57%-4.07%9.18%

Correlation

The correlation between BLPFX and NWQIX is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (10Y)
Provides a long-term view across more market conditions.

0.69

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.69

The correlation between BLPFX and NWQIX shifts across timeframes, from 0.69 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BLPFX vs. NWQIX — Risk / Return Rank

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

BLPFX
BLPFX Risk / Return Rank: 5757
Overall Rank
BLPFX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BLPFX Sortino Ratio Rank: 5858
Sortino Ratio Rank
BLPFX Omega Ratio Rank: 5959
Omega Ratio Rank
BLPFX Calmar Ratio Rank: 4848
Calmar Ratio Rank
BLPFX Martin Ratio Rank: 6060
Martin Ratio Rank

NWQIX
NWQIX Risk / Return Rank: 9696
Overall Rank
NWQIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NWQIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
NWQIX Omega Ratio Rank: 9696
Omega Ratio Rank
NWQIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
NWQIX Martin Ratio Rank: 9797
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.

BLPFX vs. NWQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) 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.

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.


BLPFXNWQIXDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.61

Omega ratioGain probability vs. loss probability

1.27

1.63

-0.36

Calmar ratioReturn relative to maximum drawdown

1.85

4.02

-2.16

Martin ratioReturn relative to average drawdown

7.95

18.54

-10.58

BLPFX vs. NWQIX - Sharpe Ratio Comparison

The current BLPFX Sharpe Ratio is 1.46, which is lower than the NWQIX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of BLPFX and NWQIX, 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

BLPFX vs. NWQIX - Drawdown Comparison

The maximum BLPFX drawdown since its inception was -23.21%, roughly equal to the maximum NWQIX drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for BLPFX and NWQIX.


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Drawdown Indicators


BLPFXNWQIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.21%

-23.89%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-2.94%

-4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-10.36%

-4.59%

-5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-17.75%

-2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-23.21%

-23.89%

+0.68%

Current Drawdown

Current decline from peak

-1.36%

-1.03%

-0.33%

Average Drawdown

Average peak-to-trough decline

-2.90%

-2.98%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.63%

+1.02%

Volatility

BLPFX vs. NWQIX - Volatility Comparison

American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) has a higher volatility of 1.95% compared to Nuveen Flexible Income Fund (NWQIX) at 0.85%. This indicates that BLPFX'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.


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Volatility by Period


BLPFXNWQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

0.85%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

3.12%

+4.15%

Volatility (1Y)

Calculated over the trailing 1-year period

9.01%

3.95%

+5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.47%

5.70%

+4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.81%

6.29%

+4.52%

BLPFX vs. NWQIX - Expense Ratio Comparison

Both BLPFX and NWQIX have an expense ratio of 0.70%.


Dividends

BLPFX vs. NWQIX - Dividend Comparison

BLPFX's dividend yield for the trailing twelve months is around 5.76%, more than NWQIX's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
BLPFX
American Funds Moderate Growth and Income Portfolio Class F-1
5.76%6.05%3.55%2.24%5.95%4.92%2.52%3.79%4.64%3.44%3.61%3.64%
NWQIX
Nuveen Flexible Income Fund
5.55%6.09%5.20%7.84%7.02%4.39%4.82%5.71%6.23%5.67%5.52%5.70%

Frequently Asked Questions


BLPFX and NWQIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLPFX has higher volatility (1.95%) compared to NWQIX (0.85%). In terms of maximum drawdown, BLPFX dropped -23.21% vs NWQIX's -23.89%.

NWQIX currently has the higher Sharpe Ratio (3.00 vs 1.46), 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 BLPFX and NWQIX

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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