FISGX vs. BBMIX

Last updated Aug 1, 2026

FISGX (Nuveen Mid Cap Growth Opportunities Fund) and BBMIX (BBH Select Series - Mid Cap Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, FISGX returned 1.32%/yr vs 2.02%/yr for BBMIX. Their correlation of 0.81 means they have usually moved in the same direction. FISGX charges 0.92%/yr vs 0.90%/yr for BBMIX.

Performance

FISGX vs. BBMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Mid Cap Growth Opportunities Fund (FISGX) and BBH Select Series - Mid Cap Fund (BBMIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FISGX achieves a 7.45% return, which is significantly higher than BBMIX's 2.86% return.

FISGX

• 1D: 2.72%
• 1M: -7.17%
• 6M: 4.03%
• YTD: 7.45%
• 1Y: 14.67%
• 3Y*: 10.61%
• 5Y*: 1.32%
• 10Y*: 12.26%
• ALL TIME*: 10.74%

BBMIX

• 1D: 0.00%
• 1M: 0.00%
• 6M: 2.86%
• YTD: 2.86%
• 1Y: -1.54%
• 3Y*: 4.19%
• 5Y*: 2.02%
• 10Y*: —
• ALL TIME*: 2.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BBMIX BBH Select Series - Mid Cap Fund	$0.00	$0.00	$0.00
FISGX Nuveen Mid Cap Growth Opportunities Fund	$0.00	$0.00	$0.00

FISGX vs. BBMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FISGX Nuveen Mid Cap Growth Opportunities Fund	7.45%	7.83%	13.65%	20.26%	-30.11%	6.04%
BBMIX BBH Select Series - Mid Cap Fund	2.86%	-6.45%	11.41%	26.01%	-24.76%	13.50%

Correlation

The correlation between FISGX and BBMIX is 0.35, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.35
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (5Y) Shows whether the relationship held over a longer period.	0.81
Correlation (All Time) Calculated using the full available price history since May 24, 2021	0.81

Over the past year, the correlation between FISGX and BBMIX has dropped to 0.35 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

Return for Risk

FISGX vs. BBMIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FISGX

FISGX Risk / Return Rank: 17
FISGX Sharpe Ratio Rank: 14
FISGX Sortino Ratio Rank: 15
FISGX Omega Ratio Rank: 14
FISGX Calmar Ratio Rank: 20
FISGX Martin Ratio Rank: 23

BBMIX

BBMIX Risk / Return Rank: 1
BBMIX Sharpe Ratio Rank: 1
BBMIX Sortino Ratio Rank: 1
BBMIX Omega Ratio Rank: 1
BBMIX Calmar Ratio Rank: 0
BBMIX Martin Ratio Rank: 0

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FISGX vs. BBMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Mid Cap Growth Opportunities Fund (FISGX) and BBH Select Series - Mid Cap Fund (BBMIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FISGX	BBMIX	Difference
Sharpe ratio: Return per unit of total volatility	0.60	-0.56	+1.16
Sortino ratio: Return per unit of downside risk	0.98	-0.75	+1.73
Omega ratio: Gain probability vs. loss probability	1.11	0.87	+0.24
Calmar ratio: Return relative to maximum drawdown	1.02	-0.82	+1.84
Martin ratio: Return relative to average drawdown	3.37	-1.30	+4.67

FISGX vs. BBMIX - Sharpe Ratio Comparison

The current FISGX Sharpe Ratio is 0.60, which is higher than the BBMIX Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of FISGX and BBMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FISGX vs. BBMIX - Drawdown Comparison

The maximum FISGX drawdown since its inception was -57.51%, which is greater than BBMIX's maximum drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for FISGX and BBMIX.

Drawdown Indicators

	FISGX	BBMIX	Difference
Max Drawdown Largest peak-to-trough decline	-57.51%	-28.90%	-28.61%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-6.92%	-5.41%
Max Drawdown (3Y) Largest decline over 3 years	-28.16%	-23.79%	-4.37%
Max Drawdown (5Y) Largest decline over 5 years	-43.30%	-28.90%	-14.40%
Max Drawdown (10Y) Largest decline over 10 years	-43.30%	—	—
Current Drawdown Current decline from peak	-9.94%	-11.28%	+1.34%
Average Drawdown Average peak-to-trough decline	-9.83%	-10.53%	+0.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.73%	5.63%	-1.90%

Volatility

FISGX vs. BBMIX - Volatility Comparison

Nuveen Mid Cap Growth Opportunities Fund (FISGX) has a higher volatility of 6.49% compared to BBH Select Series - Mid Cap Fund (BBMIX) at 0.00%. This indicates that FISGX's price experiences larger fluctuations and is considered to be riskier than BBMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FISGX	BBMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.49%	0.00%	+6.49%
Volatility (6M) Calculated over the trailing 6-month period	17.03%	3.32%	+13.71%
Volatility (1Y) Calculated over the trailing 1-year period	21.11%	10.18%	+10.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.76%	19.61%	+4.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.10%	19.36%	+4.74%

FISGX vs. BBMIX - Expense Ratio Comparison

FISGX has a 0.92% expense ratio, which is higher than BBMIX's 0.90% expense ratio.

Dividends

FISGX vs. BBMIX - Dividend Comparison

FISGX's dividend yield for the trailing twelve months is around 7.77%, while BBMIX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBMIX BBH Select Series - Mid Cap Fund	0.00%	0.00%	0.32%	0.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FISGX Nuveen Mid Cap Growth Opportunities Fund	7.77%	8.35%	0.00%	0.00%	0.00%	23.94%	9.97%	38.61%	19.12%	17.17%	4.01%	7.82%

Frequently Asked Questions

Can I hold both FISGX and BBMIX in my portfolio?

FISGX and BBMIX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FISGX or BBMIX?

FISGX has higher volatility (6.49%) compared to BBMIX (0.00%). In terms of maximum drawdown, FISGX dropped -57.51% vs BBMIX's -28.90%.

Which has better risk-adjusted returns?

FISGX currently has the higher Sharpe Ratio (0.60 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.