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BXMX vs. GIDHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BXMX vs. GIDHX - 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 Goldman Sachs International Equity Dividend and Premium Fund (GIDHX). The values are adjusted to include any dividend payments, if applicable.

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BXMX vs. GIDHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BXMX
Nuveen S&P 500 Buy-Write Income Fund
-8.03%13.74%17.26%9.10%-7.18%20.83%1.11%22.22%-9.06%19.76%
GIDHX
Goldman Sachs International Equity Dividend and Premium Fund
1.85%28.92%-2.17%16.16%-13.41%9.36%1.20%14.82%-12.96%23.84%

Returns By Period

In the year-to-date period, BXMX achieves a -8.03% return, which is significantly lower than GIDHX's 1.85% return. Over the past 10 years, BXMX has outperformed GIDHX with an annualized return of 8.03%, while GIDHX has yielded a comparatively lower 6.26% annualized 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%

GIDHX

1D
0.43%
1M
-7.00%
YTD
1.85%
6M
6.09%
1Y
22.13%
3Y*
11.82%
5Y*
6.57%
10Y*
6.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BXMX vs. GIDHX - Expense Ratio Comparison

Both BXMX and GIDHX have an expense ratio of 0.89%.


Return for Risk

BXMX vs. GIDHX — 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

GIDHX
GIDHX Risk / Return Rank: 7878
Overall Rank
GIDHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
GIDHX Sortino Ratio Rank: 7777
Sortino Ratio Rank
GIDHX Omega Ratio Rank: 7575
Omega Ratio Rank
GIDHX Calmar Ratio Rank: 7575
Calmar Ratio Rank
GIDHX Martin Ratio Rank: 8585
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. GIDHX - 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 Goldman Sachs International Equity Dividend and Premium Fund (GIDHX). 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.


BXMXGIDHXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.38

-0.86

Sortino ratio

Return per unit of downside risk

0.87

1.93

-1.06

Omega ratio

Gain probability vs. loss probability

1.13

1.28

-0.15

Calmar ratio

Return relative to maximum drawdown

0.73

1.75

-1.02

Martin ratio

Return relative to average drawdown

3.22

8.70

-5.48

BXMX vs. GIDHX - Sharpe Ratio Comparison

The current BXMX Sharpe Ratio is 0.52, which is lower than the GIDHX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BXMX and GIDHX, 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


BXMXGIDHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.38

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.45

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.41

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.32

+0.03

Correlation

The correlation between BXMX and GIDHX is 0.58, 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

BXMX vs. GIDHX - Dividend Comparison

BXMX's dividend yield for the trailing twelve months is around 8.22%, more than GIDHX's 2.86% 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%
GIDHX
Goldman Sachs International Equity Dividend and Premium Fund
2.86%2.58%3.27%3.56%0.58%3.09%2.65%3.24%3.42%2.54%3.08%4.13%

Drawdowns

BXMX vs. GIDHX - Drawdown Comparison

The maximum BXMX drawdown since its inception was -49.53%, which is greater than GIDHX's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for BXMX and GIDHX.


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Drawdown Indicators


BXMXGIDHXDifference

Max Drawdown

Largest peak-to-trough decline

-49.53%

-36.19%

-13.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-10.38%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-28.46%

+10.52%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

-36.19%

-2.58%

Current Drawdown

Current decline from peak

-9.75%

-7.10%

-2.65%

Average Drawdown

Average peak-to-trough decline

-5.69%

-8.24%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.35%

+0.23%

Volatility

BXMX vs. GIDHX - Volatility Comparison

The current volatility for Nuveen S&P 500 Buy-Write Income Fund (BXMX) is 4.26%, while Goldman Sachs International Equity Dividend and Premium Fund (GIDHX) has a volatility of 6.47%. This indicates that BXMX experiences smaller price fluctuations and is considered to be less risky than GIDHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BXMXGIDHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

6.47%

-2.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.32%

9.54%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

15.61%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

14.61%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

15.37%

+2.07%