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FASEX vs. VVOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FASEX vs. VVOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Mid Cap Value Fund (FASEX) and Invesco Value Opportunities Fund (VVOAX). The values are adjusted to include any dividend payments, if applicable.

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FASEX vs. VVOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VVOAX
Invesco Value Opportunities Fund
3.20%20.24%30.01%15.20%1.33%35.60%5.49%29.84%-19.92%17.07%

Returns By Period

In the year-to-date period, FASEX achieves a 2.64% return, which is significantly lower than VVOAX's 3.20% return. Over the past 10 years, FASEX has underperformed VVOAX with an annualized return of 9.89%, while VVOAX has yielded a comparatively higher 14.34% 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%

VVOAX

1D
-1.83%
1M
-8.42%
YTD
3.20%
6M
9.40%
1Y
30.67%
3Y*
24.63%
5Y*
16.39%
10Y*
14.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FASEX vs. VVOAX - Expense Ratio Comparison

FASEX has a 1.16% expense ratio, which is lower than VVOAX's 1.22% expense ratio.


Return for Risk

FASEX vs. VVOAX — Risk / Return Rank

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

FASEX
FASEX Risk / Return Rank: 4949
Overall Rank
FASEX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FASEX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FASEX Omega Ratio Rank: 5050
Omega Ratio Rank
FASEX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FASEX Martin Ratio Rank: 4848
Martin Ratio Rank

VVOAX
VVOAX Risk / Return Rank: 7676
Overall Rank
VVOAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VVOAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
VVOAX Omega Ratio Rank: 7676
Omega Ratio Rank
VVOAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VVOAX Martin Ratio Rank: 7676
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.

FASEX vs. VVOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Mid Cap Value Fund (FASEX) and Invesco Value Opportunities Fund (VVOAX). 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.


FASEXVVOAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.35

-0.39

Sortino ratio

Return per unit of downside risk

1.42

1.86

-0.44

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.08

Calmar ratio

Return relative to maximum drawdown

1.07

1.72

-0.64

Martin ratio

Return relative to average drawdown

4.84

7.35

-2.51

FASEX vs. VVOAX - Sharpe Ratio Comparison

The current FASEX Sharpe Ratio is 0.96, which is comparable to the VVOAX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FASEX and VVOAX, 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


FASEXVVOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.35

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.78

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.60

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.38

+0.13

Correlation

The correlation between FASEX and VVOAX 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. VVOAX - Dividend Comparison

FASEX's dividend yield for the trailing twelve months is around 14.29%, more than VVOAX's 10.11% yield.


TTM20252024202320222021202020192018201720162015
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%
VVOAX
Invesco Value Opportunities Fund
10.11%10.43%7.79%2.27%9.79%8.82%0.25%1.95%15.44%5.11%1.10%15.87%

Drawdowns

FASEX vs. VVOAX - Drawdown Comparison

The maximum FASEX drawdown since its inception was -55.57%, smaller than the maximum VVOAX drawdown of -62.08%. Use the drawdown chart below to compare losses from any high point for FASEX and VVOAX.


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Drawdown Indicators


FASEXVVOAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.57%

-62.08%

+6.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-15.08%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-22.26%

-24.05%

+1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-44.56%

-51.80%

+7.24%

Current Drawdown

Current decline from peak

-6.83%

-9.21%

+2.38%

Average Drawdown

Average peak-to-trough decline

-8.97%

-11.80%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.55%

-0.54%

Volatility

FASEX vs. VVOAX - Volatility Comparison

The current volatility for Nuveen Mid Cap Value Fund (FASEX) is 5.25%, while Invesco Value Opportunities Fund (VVOAX) has a volatility of 6.68%. This indicates that FASEX experiences smaller price fluctuations and is considered to be less risky than VVOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FASEXVVOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

6.68%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

14.09%

-4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.72%

22.81%

-4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.04%

21.03%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.17%

24.18%

-4.01%