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EVFCX vs. NWQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVFCX vs. NWQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) and Nuveen Flexible Income Fund (NWQIX). The values are adjusted to include any dividend payments, if applicable.

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EVFCX vs. NWQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVFCX
E-Valuator Conservative (15%-30%) RMS Fund
-0.48%10.49%3.43%6.73%-9.65%1.78%10.84%12.57%-4.42%9.53%
NWQIX
Nuveen Flexible Income Fund
0.82%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, EVFCX achieves a -0.48% return, which is significantly lower than NWQIX's 0.82% return.


EVFCX

1D
1.28%
1M
-2.93%
YTD
-0.48%
6M
0.37%
1Y
9.16%
3Y*
5.84%
5Y*
2.35%
10Y*

NWQIX

1D
1.16%
1M
-1.57%
YTD
0.82%
6M
3.03%
1Y
11.93%
3Y*
9.46%
5Y*
3.97%
10Y*
5.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVFCX vs. NWQIX - Expense Ratio Comparison

EVFCX has a 1.07% expense ratio, which is higher than NWQIX's 0.70% expense ratio.


Return for Risk

EVFCX vs. NWQIX — Risk / Return Rank

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

EVFCX
EVFCX Risk / Return Rank: 7575
Overall Rank
EVFCX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EVFCX Sortino Ratio Rank: 7676
Sortino Ratio Rank
EVFCX Omega Ratio Rank: 7070
Omega Ratio Rank
EVFCX Calmar Ratio Rank: 7979
Calmar Ratio Rank
EVFCX Martin Ratio Rank: 7676
Martin Ratio Rank

NWQIX
NWQIX Risk / Return Rank: 9696
Overall Rank
NWQIX Sharpe Ratio Rank: 9797
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: 9494
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.

EVFCX vs. NWQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) 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.


EVFCXNWQIXDifference

Sharpe ratio

Return per unit of total volatility

1.43

2.69

-1.26

Sortino ratio

Return per unit of downside risk

2.05

3.72

-1.67

Omega ratio

Gain probability vs. loss probability

1.29

1.59

-0.30

Calmar ratio

Return relative to maximum drawdown

2.12

3.30

-1.18

Martin ratio

Return relative to average drawdown

8.31

13.39

-5.09

EVFCX vs. NWQIX - Sharpe Ratio Comparison

The current EVFCX Sharpe Ratio is 1.43, which is lower than the NWQIX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of EVFCX 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.


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Sharpe Ratios by Period


EVFCXNWQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.69

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.70

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.73

-0.10

Correlation

The correlation between EVFCX and NWQIX is 0.74, 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

EVFCX vs. NWQIX - Dividend Comparison

EVFCX's dividend yield for the trailing twelve months is around 2.84%, less than NWQIX's 6.14% yield.


TTM20252024202320222021202020192018201720162015
EVFCX
E-Valuator Conservative (15%-30%) RMS Fund
2.84%2.83%1.81%3.66%2.06%12.38%1.68%2.17%6.26%4.47%0.76%0.00%
NWQIX
Nuveen Flexible Income Fund
6.14%6.52%5.20%7.84%7.02%4.39%4.82%5.71%6.23%5.67%5.52%5.70%

Drawdowns

EVFCX vs. NWQIX - Drawdown Comparison

The maximum EVFCX drawdown since its inception was -19.11%, smaller than the maximum NWQIX drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for EVFCX and NWQIX.


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Drawdown Indicators


EVFCXNWQIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.11%

-23.89%

+4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-3.75%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-13.38%

-17.75%

+4.37%

Max Drawdown (10Y)

Largest decline over 10 years

-23.89%

Current Drawdown

Current decline from peak

-3.30%

-1.82%

-1.48%

Average Drawdown

Average peak-to-trough decline

-3.61%

-3.03%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.92%

+0.24%

Volatility

EVFCX vs. NWQIX - Volatility Comparison

E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) has a higher volatility of 3.04% compared to Nuveen Flexible Income Fund (NWQIX) at 1.97%. This indicates that EVFCX'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


EVFCXNWQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

1.97%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

2.98%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

6.59%

4.54%

+2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.60%

5.66%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

6.32%

+0.23%