FLRYX vs. RESGX

Last updated Jun 24, 2026

FLRYX (Nuveen Large Cap Select Fund) and RESGX (Glenmede Responsible ESG U.S. Equity Portfolio) are both Large Cap Blend Equities funds. Over the past 10 years, FLRYX returned 15.16%/yr vs 13.23%/yr for RESGX. Their correlation of 0.90 suggests significant overlap in exposure. FLRYX charges 0.80%/yr vs 0.85%/yr for RESGX.

Performance

FLRYX vs. RESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Large Cap Select Fund (FLRYX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLRYX achieves a 10.20% return, which is significantly lower than RESGX's 24.62% return. Over the past 10 years, FLRYX has outperformed RESGX with an annualized return of 15.16%, while RESGX has yielded a comparatively lower 13.23% annualized return.

FLRYX

• 1D: -0.51%
• 1M: 1.40%
• YTD: 10.20%
• 6M: 9.36%
• 1Y: 27.02%
• 3Y*: 21.98%
• 5Y*: 11.60%
• 10Y*: 15.16%

RESGX

• 1D: 0.80%
• 1M: 1.73%
• YTD: 24.62%
• 6M: 23.17%
• 1Y: 40.10%
• 3Y*: 19.04%
• 5Y*: 10.15%
• 10Y*: 13.23%

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

FLRYX vs. RESGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLRYX Nuveen Large Cap Select Fund	10.20%	15.60%	25.36%	28.54%	-18.45%	21.34%	12.64%	31.30%	-7.71%	24.95%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	24.62%	10.30%	11.40%	15.59%	-14.71%	26.58%	9.57%	24.25%	-6.47%	22.82%

Correlation

The correlation between FLRYX and RESGX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.90

The correlation between FLRYX and RESGX shifts across timeframes, from 0.71 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FLRYX vs. RESGX — Risk / Return Rank

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

FLRYX

FLRYX Risk / Return Rank: 59
FLRYX Sharpe Ratio Rank: 58
FLRYX Sortino Ratio Rank: 53
FLRYX Omega Ratio Rank: 55
FLRYX Calmar Ratio Rank: 59
FLRYX Martin Ratio Rank: 68

RESGX

RESGX Risk / Return Rank: 89
RESGX Sharpe Ratio Rank: 91
RESGX Sortino Ratio Rank: 86
RESGX Omega Ratio Rank: 81
RESGX Calmar Ratio Rank: 95
RESGX Martin Ratio Rank: 94

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.

FLRYX vs. RESGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Large Cap Select Fund (FLRYX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX). 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.

	FLRYX	RESGX	Difference
Sharpe ratio: Return per unit of total volatility	2.07	2.82	-0.75
Sortino ratio: Return per unit of downside risk	2.80	3.81	-1.01
Omega ratio: Gain probability vs. loss probability	1.37	1.49	-0.11
Calmar ratio: Return relative to maximum drawdown	2.81	5.33	-2.52
Martin ratio: Return relative to average drawdown	12.39	18.84	-6.44

FLRYX vs. RESGX - Sharpe Ratio Comparison

The current FLRYX Sharpe Ratio is 2.07, which is comparable to the RESGX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of FLRYX and RESGX, 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

FLRYX vs. RESGX - Drawdown Comparison

The maximum FLRYX drawdown since its inception was -56.34%, which is greater than RESGX's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for FLRYX and RESGX.

Drawdown Indicators

	FLRYX	RESGX	Difference
Max Drawdown Largest peak-to-trough decline	-56.34%	-37.80%	-18.54%
Max Drawdown (1Y) Largest decline over 1 year	-10.04%	-7.84%	-2.20%
Max Drawdown (3Y) Largest decline over 3 years	-27.52%	-20.50%	-7.02%
Max Drawdown (5Y) Largest decline over 5 years	-27.52%	-23.58%	-3.94%
Max Drawdown (10Y) Largest decline over 10 years	-34.73%	-37.80%	+3.07%
Current Drawdown Current decline from peak	-0.76%	-2.58%	+1.82%
Average Drawdown Average peak-to-trough decline	-8.48%	-4.99%	-3.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	2.21%	+0.06%

Volatility

FLRYX vs. RESGX - Volatility Comparison

Nuveen Large Cap Select Fund (FLRYX) and Glenmede Responsible ESG U.S. Equity Portfolio (RESGX) have volatilities of 5.53% and 5.71%, 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.

Volatility by Period

	FLRYX	RESGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.53%	5.71%	-0.18%
Volatility (6M) Calculated over the trailing 6-month period	10.92%	11.70%	-0.78%
Volatility (1Y) Calculated over the trailing 1-year period	13.62%	14.85%	-1.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.16%	17.33%	+1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.60%	18.75%	+0.85%

FLRYX vs. RESGX - Expense Ratio Comparison

FLRYX has a 0.80% expense ratio, which is lower than RESGX's 0.85% expense ratio.

Dividends

FLRYX vs. RESGX - Dividend Comparison

FLRYX's dividend yield for the trailing twelve months is around 6.38%, less than RESGX's 6.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLRYX Nuveen Large Cap Select Fund	6.38%	7.03%	12.88%	2.39%	6.74%	17.27%	0.97%	1.34%	4.56%	0.70%	0.62%	0.50%
RESGX Glenmede Responsible ESG U.S. Equity Portfolio	6.68%	8.24%	13.38%	9.08%	8.17%	9.98%	0.82%	1.90%	5.09%	0.94%	0.72%	0.00%

Frequently Asked Questions

Can I hold both FLRYX and RESGX in my portfolio?

FLRYX and RESGX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLRYX or RESGX?

RESGX has higher volatility (5.71%) compared to FLRYX (5.53%). In terms of maximum drawdown, FLRYX dropped -56.34% vs RESGX's -37.80%.

Which has better risk-adjusted returns?

RESGX currently has the higher Sharpe Ratio (2.82 vs 2.07), 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.