FISGX vs. TEGAX

In the year-to-date period, FISGX achieves a 20.86% return, which is significantly lower than TEGAX's 23.35% return. Over the past 10 years, FISGX has underperformed TEGAX with an annualized return of -2.34%, while TEGAX has yielded a comparatively higher 3.72% annualized return.

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FISGX has a 0.92% expense ratio, which is lower than TEGAX's 1.21% expense ratio.

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

The current FISGX Sharpe Ratio is 1.76, which is comparable to the TEGAX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FISGX and TEGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FISGX nor TEGAX has paid dividends to shareholders.

The maximum FISGX drawdown since its inception was -66.80%, which is greater than TEGAX's maximum drawdown of -58.44%. Use the drawdown chart below to compare losses from any high point for FISGX and TEGAX. For additional features, visit the drawdowns tool.

Nuveen Mid Cap Growth Opportunities Fund (FISGX) and Touchstone Mid Cap Growth Fund (TEGAX) have volatilities of 5.66% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.