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FFEIX vs. QQQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFEIX vs. QQQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Dividend Value Fund (FFEIX) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). The values are adjusted to include any dividend payments, if applicable.

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FFEIX vs. QQQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFEIX
Nuveen Dividend Value Fund
-4.01%14.58%12.12%10.90%-6.42%25.69%-4.51%26.17%-9.49%17.15%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
-4.39%14.87%25.61%21.68%-27.39%25.32%15.75%28.83%-11.68%39.19%

Returns By Period

In the year-to-date period, FFEIX achieves a -4.01% return, which is significantly higher than QQQX's -4.39% return. Over the past 10 years, FFEIX has underperformed QQQX with an annualized return of 9.09%, while QQQX has yielded a comparatively higher 11.43% annualized return.


FFEIX

1D
-0.35%
1M
-7.66%
YTD
-4.01%
6M
-0.39%
1Y
10.49%
3Y*
11.36%
5Y*
7.74%
10Y*
9.09%

QQQX

1D
4.83%
1M
-2.23%
YTD
-4.39%
6M
1.33%
1Y
22.19%
3Y*
12.04%
5Y*
7.31%
10Y*
11.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFEIX vs. QQQX - Expense Ratio Comparison

FFEIX has a 0.96% expense ratio, which is higher than QQQX's 0.92% expense ratio.


Return for Risk

FFEIX vs. QQQX — Risk / Return Rank

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

FFEIX
FFEIX Risk / Return Rank: 3131
Overall Rank
FFEIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FFEIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FFEIX Omega Ratio Rank: 3131
Omega Ratio Rank
FFEIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FFEIX Martin Ratio Rank: 3333
Martin Ratio Rank

QQQX
QQQX Risk / Return Rank: 7171
Overall Rank
QQQX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QQQX Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQQX Omega Ratio Rank: 6868
Omega Ratio Rank
QQQX Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQX Martin Ratio Rank: 8484
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.

FFEIX vs. QQQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Dividend Value Fund (FFEIX) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). 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.


FFEIXQQQXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.07

-0.35

Sortino ratio

Return per unit of downside risk

1.08

1.61

-0.53

Omega ratio

Gain probability vs. loss probability

1.16

1.25

-0.09

Calmar ratio

Return relative to maximum drawdown

0.83

1.73

-0.90

Martin ratio

Return relative to average drawdown

3.60

8.57

-4.97

FFEIX vs. QQQX - Sharpe Ratio Comparison

The current FFEIX Sharpe Ratio is 0.73, which is lower than the QQQX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FFEIX and QQQX, 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


FFEIXQQQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.07

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.37

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.55

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.45

0.00

Correlation

The correlation between FFEIX and QQQX is 0.64, 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

FFEIX vs. QQQX - Dividend Comparison

FFEIX's dividend yield for the trailing twelve months is around 7.37%, less than QQQX's 8.61% yield.


TTM20252024202320222021202020192018201720162015
FFEIX
Nuveen Dividend Value Fund
7.37%7.37%10.69%5.21%9.21%9.28%1.59%7.34%10.85%13.03%16.86%10.51%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
8.61%7.85%6.73%7.26%9.66%5.85%6.00%6.49%8.40%5.95%7.54%7.23%

Drawdowns

FFEIX vs. QQQX - Drawdown Comparison

The maximum FFEIX drawdown since its inception was -50.50%, smaller than the maximum QQQX drawdown of -57.25%. Use the drawdown chart below to compare losses from any high point for FFEIX and QQQX.


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Drawdown Indicators


FFEIXQQQXDifference

Max Drawdown

Largest peak-to-trough decline

-50.50%

-57.25%

+6.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-12.93%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-20.99%

-29.33%

+8.34%

Max Drawdown (10Y)

Largest decline over 10 years

-39.71%

-35.96%

-3.75%

Current Drawdown

Current decline from peak

-8.01%

-4.72%

-3.29%

Average Drawdown

Average peak-to-trough decline

-7.20%

-8.09%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.61%

+0.03%

Volatility

FFEIX vs. QQQX - Volatility Comparison

The current volatility for Nuveen Dividend Value Fund (FFEIX) is 4.17%, while Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) has a volatility of 7.11%. This indicates that FFEIX experiences smaller price fluctuations and is considered to be less risky than QQQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFEIXQQQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

7.11%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

11.38%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

20.76%

-4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

19.73%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

21.02%

-3.00%