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FISGX vs. SSMHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FISGX vs. SSMHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Mid Cap Growth Opportunities Fund (FISGX) and State Street Small/Mid Cap Equity Index Portfolio (SSMHX). The values are adjusted to include any dividend payments, if applicable.

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FISGX vs. SSMHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FISGX
Nuveen Mid Cap Growth Opportunities Fund
-5.08%7.83%13.65%20.26%-30.11%5.01%46.58%66.58%-9.33%24.98%
SSMHX
State Street Small/Mid Cap Equity Index Portfolio
-4.45%12.90%10.73%25.21%-25.43%13.08%32.46%28.00%-9.21%18.26%

Returns By Period

In the year-to-date period, FISGX achieves a -5.08% return, which is significantly lower than SSMHX's -4.45% return. Over the past 10 years, FISGX has outperformed SSMHX with an annualized return of 11.65%, while SSMHX has yielded a comparatively lower 10.38% annualized return.


FISGX

1D
-1.67%
1M
-9.72%
YTD
-5.08%
6M
-3.21%
1Y
16.04%
3Y*
8.51%
5Y*
0.85%
10Y*
11.65%

SSMHX

1D
-0.92%
1M
-8.01%
YTD
-4.45%
6M
-3.94%
1Y
17.75%
3Y*
12.19%
5Y*
3.29%
10Y*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FISGX vs. SSMHX - Expense Ratio Comparison

FISGX has a 0.92% expense ratio, which is higher than SSMHX's 0.02% expense ratio.


Return for Risk

FISGX vs. SSMHX — Risk / Return Rank

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

FISGX
FISGX Risk / Return Rank: 3030
Overall Rank
FISGX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FISGX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FISGX Omega Ratio Rank: 2525
Omega Ratio Rank
FISGX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FISGX Martin Ratio Rank: 3333
Martin Ratio Rank

SSMHX
SSMHX Risk / Return Rank: 3838
Overall Rank
SSMHX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SSMHX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SSMHX Omega Ratio Rank: 3535
Omega Ratio Rank
SSMHX Calmar Ratio Rank: 3939
Calmar Ratio Rank
SSMHX Martin Ratio Rank: 4343
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. SSMHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Mid Cap Growth Opportunities Fund (FISGX) and State Street Small/Mid Cap Equity Index Portfolio (SSMHX). 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.


FISGXSSMHXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.78

-0.11

Sortino ratio

Return per unit of downside risk

1.10

1.23

-0.12

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratio

Return relative to maximum drawdown

0.91

1.02

-0.11

Martin ratio

Return relative to average drawdown

3.56

4.33

-0.77

FISGX vs. SSMHX - Sharpe Ratio Comparison

The current FISGX Sharpe Ratio is 0.67, which is comparable to the SSMHX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of FISGX and SSMHX, 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


FISGXSSMHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.78

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.15

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.47

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.40

+0.09

Correlation

The correlation between FISGX and SSMHX is 0.92, 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

FISGX vs. SSMHX - Dividend Comparison

FISGX's dividend yield for the trailing twelve months is around 8.80%, more than SSMHX's 7.46% yield.


TTM20252024202320222021202020192018201720162015
FISGX
Nuveen Mid Cap Growth Opportunities Fund
8.80%8.35%0.00%0.00%0.00%23.94%9.97%38.61%19.12%17.17%4.01%7.82%
SSMHX
State Street Small/Mid Cap Equity Index Portfolio
7.46%7.12%0.00%1.56%2.31%16.30%2.91%3.65%6.43%4.01%1.71%0.73%

Drawdowns

FISGX vs. SSMHX - Drawdown Comparison

The maximum FISGX drawdown since its inception was -57.51%, which is greater than SSMHX's maximum drawdown of -41.61%. Use the drawdown chart below to compare losses from any high point for FISGX and SSMHX.


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Drawdown Indicators


FISGXSSMHXDifference

Max Drawdown

Largest peak-to-trough decline

-57.51%

-41.61%

-15.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-14.48%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-43.30%

-34.84%

-8.46%

Max Drawdown (10Y)

Largest decline over 10 years

-43.30%

-41.61%

-1.69%

Current Drawdown

Current decline from peak

-11.61%

-10.03%

-1.58%

Average Drawdown

Average peak-to-trough decline

-9.89%

-9.27%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.41%

+0.04%

Volatility

FISGX vs. SSMHX - Volatility Comparison

Nuveen Mid Cap Growth Opportunities Fund (FISGX) has a higher volatility of 7.34% compared to State Street Small/Mid Cap Equity Index Portfolio (SSMHX) at 5.96%. This indicates that FISGX's price experiences larger fluctuations and is considered to be riskier than SSMHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FISGXSSMHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

5.96%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

12.78%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

23.42%

22.45%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.30%

22.38%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

22.33%

+1.52%