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FISGX vs. QQQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FISGX vs. QQQX - Performance Comparison

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

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FISGX vs. QQQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FISGX
Nuveen Mid Cap Growth Opportunities Fund
-1.09%7.83%13.65%20.26%-30.11%5.01%46.58%66.58%-9.33%24.98%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
-0.51%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, FISGX achieves a -1.09% return, which is significantly lower than QQQX's -0.51% return. Both investments have delivered pretty close results over the past 10 years, with FISGX having a 12.11% annualized return and QQQX not far behind at 11.87%.


FISGX

1D
4.20%
1M
-6.88%
YTD
-1.09%
6M
1.26%
1Y
20.30%
3Y*
10.00%
5Y*
1.33%
10Y*
12.11%

QQQX

1D
4.05%
1M
1.77%
YTD
-0.51%
6M
4.98%
1Y
26.55%
3Y*
13.53%
5Y*
8.16%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FISGX vs. QQQX - Expense Ratio Comparison

Both FISGX and QQQX have an expense ratio of 0.92%.


Return for Risk

FISGX vs. QQQX — Risk / Return Rank

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

FISGX
FISGX Risk / Return Rank: 4141
Overall Rank
FISGX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FISGX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FISGX Omega Ratio Rank: 3333
Omega Ratio Rank
FISGX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FISGX Martin Ratio Rank: 4545
Martin Ratio Rank

QQQX
QQQX Risk / Return Rank: 7878
Overall Rank
QQQX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQQX Sortino Ratio Rank: 7373
Sortino Ratio Rank
QQQX Omega Ratio Rank: 7575
Omega Ratio Rank
QQQX Calmar Ratio Rank: 8484
Calmar Ratio Rank
QQQX Martin Ratio Rank: 9191
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.

FISGX vs. QQQX - Risk-Adjusted Trends Comparison

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


FISGXQQQXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.26

-0.37

Sortino ratio

Return per unit of downside risk

1.41

1.87

-0.46

Omega ratio

Gain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratio

Return relative to maximum drawdown

1.34

2.10

-0.76

Martin ratio

Return relative to average drawdown

5.16

10.38

-5.22

FISGX vs. QQQX - Sharpe Ratio Comparison

The current FISGX Sharpe Ratio is 0.89, which is comparable to the QQQX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FISGX 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


FISGXQQQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.26

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.41

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.57

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.46

+0.04

Correlation

The correlation between FISGX and QQQX is 0.70, 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

FISGX vs. QQQX - Dividend Comparison

FISGX's dividend yield for the trailing twelve months is around 8.44%, more than QQQX's 8.27% yield.


TTM20252024202320222021202020192018201720162015
FISGX
Nuveen Mid Cap Growth Opportunities Fund
8.44%8.35%0.00%0.00%0.00%23.94%9.97%38.61%19.12%17.17%4.01%7.82%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
8.27%7.85%6.73%7.26%9.66%5.85%6.00%6.49%8.40%5.95%7.54%7.23%

Drawdowns

FISGX vs. QQQX - Drawdown Comparison

The maximum FISGX drawdown since its inception was -57.51%, roughly equal to the maximum QQQX drawdown of -57.25%. Use the drawdown chart below to compare losses from any high point for FISGX and QQQX.


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Drawdown Indicators


FISGXQQQXDifference

Max Drawdown

Largest peak-to-trough decline

-57.51%

-57.25%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-12.93%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-43.30%

-29.33%

-13.97%

Max Drawdown (10Y)

Largest decline over 10 years

-43.30%

-35.96%

-7.34%

Current Drawdown

Current decline from peak

-7.90%

-0.86%

-7.04%

Average Drawdown

Average peak-to-trough decline

-9.89%

-8.09%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.61%

+0.84%

Volatility

FISGX vs. QQQX - Volatility Comparison

Nuveen Mid Cap Growth Opportunities Fund (FISGX) has a higher volatility of 8.56% compared to Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) at 8.15%. This indicates that FISGX's price experiences larger fluctuations and is considered to be riskier 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


FISGXQQQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.56%

8.15%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

11.99%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

23.73%

21.13%

+2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

19.80%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

21.05%

+2.84%