FASEX vs. TRSPX
Compare and contrast key facts about Nuveen Mid Cap Value Fund (FASEX) and Nuveen S&P 500 Index Fund Retirement Class (TRSPX).
FASEX is managed by Nuveen. It was launched on Dec 22, 1987. TRSPX is a passively managed fund by Nuveen that tracks the performance of the S&P 500. It was launched on Oct 1, 2002.
Performance
FASEX vs. TRSPX - Performance Comparison
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FASEX vs. TRSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FASEX Nuveen Mid Cap Value Fund | 2.64% | 9.68% | 10.40% | 14.20% | -10.63% | 34.84% | 1.19% | 26.68% | -13.00% | 19.23% |
TRSPX Nuveen S&P 500 Index Fund Retirement Class | -7.12% | 17.50% | 24.64% | 25.90% | -18.34% | 28.32% | 18.08% | 31.06% | -4.72% | 19.52% |
Returns By Period
In the year-to-date period, FASEX achieves a 2.64% return, which is significantly higher than TRSPX's -7.12% return. Over the past 10 years, FASEX has underperformed TRSPX with an annualized return of 9.89%, while TRSPX has yielded a comparatively higher 13.23% annualized return.
FASEX
- 1D
- -0.41%
- 1M
- -6.34%
- YTD
- 2.64%
- 6M
- 3.59%
- 1Y
- 17.10%
- 3Y*
- 11.79%
- 5Y*
- 7.98%
- 10Y*
- 9.89%
TRSPX
- 1D
- -0.40%
- 1M
- -7.70%
- YTD
- -7.12%
- 6M
- -4.76%
- 1Y
- 14.09%
- 3Y*
- 16.83%
- 5Y*
- 11.09%
- 10Y*
- 13.23%
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FASEX vs. TRSPX - Expense Ratio Comparison
FASEX has a 1.16% expense ratio, which is higher than TRSPX's 0.30% expense ratio.
Return for Risk
FASEX vs. TRSPX — Risk / Return Rank
FASEX
TRSPX
FASEX vs. TRSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Mid Cap Value Fund (FASEX) and Nuveen S&P 500 Index Fund Retirement Class (TRSPX). 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.
| FASEX | TRSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.82 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.27 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 0.97 | +0.10 |
Martin ratioReturn relative to average drawdown | 4.84 | 4.70 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FASEX | TRSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.82 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.66 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.74 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.54 | -0.03 |
Correlation
The correlation between FASEX and TRSPX is 0.90, 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
FASEX vs. TRSPX - Dividend Comparison
FASEX's dividend yield for the trailing twelve months is around 14.29%, more than TRSPX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FASEX Nuveen Mid Cap Value Fund | 14.29% | 14.67% | 5.29% | 3.12% | 6.32% | 4.02% | 1.06% | 0.89% | 4.48% | 7.93% | 3.67% | 3.49% |
TRSPX Nuveen S&P 500 Index Fund Retirement Class | 2.31% | 2.15% | 1.30% | 1.26% | 1.66% | 1.55% | 1.33% | 1.95% | 2.67% | 0.36% | 2.18% | 0.65% |
Drawdowns
FASEX vs. TRSPX - Drawdown Comparison
The maximum FASEX drawdown since its inception was -55.57%, roughly equal to the maximum TRSPX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for FASEX and TRSPX.
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Drawdown Indicators
| FASEX | TRSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -55.34% | -0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -13.62% | -12.12% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.26% | -24.63% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -44.56% | -33.77% | -10.79% |
Current DrawdownCurrent decline from peak | -6.83% | -8.94% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -8.97% | -6.95% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.57% | +0.44% |
Volatility
FASEX vs. TRSPX - Volatility Comparison
Nuveen Mid Cap Value Fund (FASEX) has a higher volatility of 5.25% compared to Nuveen S&P 500 Index Fund Retirement Class (TRSPX) at 4.25%. This indicates that FASEX's price experiences larger fluctuations and is considered to be riskier than TRSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FASEX | TRSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 4.25% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 9.09% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.72% | 18.13% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 16.85% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.17% | 18.02% | +2.15% |