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BXMX vs. BSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BXMX vs. BSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen S&P 500 Buy-Write Income Fund (BXMX) and iShares S&P 500 Index Fund Class G (BSPGX). The values are adjusted to include any dividend payments, if applicable.

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BXMX vs. BSPGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BXMX
Nuveen S&P 500 Buy-Write Income Fund
-8.03%13.74%17.26%9.10%-7.18%20.83%1.11%6.64%
BSPGX
iShares S&P 500 Index Fund Class G
-7.06%17.85%24.96%26.27%-18.12%28.66%19.16%11.06%

Returns By Period

In the year-to-date period, BXMX achieves a -8.03% return, which is significantly lower than BSPGX's -7.06% return.


BXMX

1D
-2.07%
1M
-7.53%
YTD
-8.03%
6M
-4.57%
1Y
9.21%
3Y*
9.29%
5Y*
7.43%
10Y*
8.03%

BSPGX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.62%
1Y
14.42%
3Y*
17.15%
5Y*
11.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BXMX vs. BSPGX - Expense Ratio Comparison

BXMX has a 0.89% expense ratio, which is higher than BSPGX's 0.01% expense ratio.


Return for Risk

BXMX vs. BSPGX — Risk / Return Rank

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

BXMX
BXMX Risk / Return Rank: 2323
Overall Rank
BXMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BXMX Sortino Ratio Rank: 2020
Sortino Ratio Rank
BXMX Omega Ratio Rank: 2222
Omega Ratio Rank
BXMX Calmar Ratio Rank: 2525
Calmar Ratio Rank
BXMX Martin Ratio Rank: 2929
Martin Ratio Rank

BSPGX
BSPGX Risk / Return Rank: 4444
Overall Rank
BSPGX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BSPGX Sortino Ratio Rank: 4242
Sortino Ratio Rank
BSPGX Omega Ratio Rank: 4646
Omega Ratio Rank
BSPGX Calmar Ratio Rank: 4040
Calmar Ratio Rank
BSPGX Martin Ratio Rank: 5252
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.

BXMX vs. BSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen S&P 500 Buy-Write Income Fund (BXMX) and iShares S&P 500 Index Fund Class G (BSPGX). 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.


BXMXBSPGXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.84

-0.32

Sortino ratio

Return per unit of downside risk

0.87

1.30

-0.43

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

0.73

1.06

-0.33

Martin ratio

Return relative to average drawdown

3.22

5.14

-1.92

BXMX vs. BSPGX - Sharpe Ratio Comparison

The current BXMX Sharpe Ratio is 0.52, which is lower than the BSPGX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BXMX and BSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BXMXBSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.84

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.68

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.69

-0.34

Correlation

The correlation between BXMX and BSPGX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BXMX vs. BSPGX - Dividend Comparison

BXMX's dividend yield for the trailing twelve months is around 8.22%, more than BSPGX's 1.60% yield.


TTM20252024202320222021202020192018201720162015
BXMX
Nuveen S&P 500 Buy-Write Income Fund
8.22%7.41%7.02%7.37%7.48%5.87%6.81%6.76%8.12%6.41%7.33%7.42%
BSPGX
iShares S&P 500 Index Fund Class G
1.60%1.74%1.43%1.52%2.04%1.83%2.09%2.25%0.00%0.00%0.00%0.00%

Drawdowns

BXMX vs. BSPGX - Drawdown Comparison

The maximum BXMX drawdown since its inception was -49.53%, which is greater than BSPGX's maximum drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for BXMX and BSPGX.


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Drawdown Indicators


BXMXBSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-49.53%

-33.74%

-15.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-12.11%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-24.50%

+6.56%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

Current Drawdown

Current decline from peak

-9.75%

-8.90%

-0.85%

Average Drawdown

Average peak-to-trough decline

-5.69%

-5.19%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.49%

+0.09%

Volatility

BXMX vs. BSPGX - Volatility Comparison

Nuveen S&P 500 Buy-Write Income Fund (BXMX) and iShares S&P 500 Index Fund Class G (BSPGX) have volatilities of 4.26% and 4.24%, 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


BXMXBSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

4.24%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

9.08%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

18.06%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

16.85%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

20.15%

-2.71%