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FSCCX vs. SPXX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCCX vs. SPXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Small Cap Value Fund (FSCCX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). The values are adjusted to include any dividend payments, if applicable.

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FSCCX vs. SPXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCCX
Nuveen Small Cap Value Fund
-1.53%3.21%14.82%11.86%-12.42%35.38%-4.21%17.28%-20.65%6.35%
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
-9.14%9.78%27.10%0.85%-6.92%29.03%-0.37%25.36%-13.42%27.92%

Returns By Period

In the year-to-date period, FSCCX achieves a -1.53% return, which is significantly higher than SPXX's -9.14% return. Over the past 10 years, FSCCX has underperformed SPXX with an annualized return of 6.61%, while SPXX has yielded a comparatively higher 9.09% annualized return.


FSCCX

1D
-0.27%
1M
-5.80%
YTD
-1.53%
6M
-2.03%
1Y
7.84%
3Y*
9.26%
5Y*
5.15%
10Y*
6.61%

SPXX

1D
1.52%
1M
-7.65%
YTD
-9.14%
6M
-4.47%
1Y
2.68%
3Y*
9.06%
5Y*
6.83%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCCX vs. SPXX - Expense Ratio Comparison

FSCCX has a 0.95% expense ratio, which is higher than SPXX's 0.89% expense ratio.


Return for Risk

FSCCX vs. SPXX — Risk / Return Rank

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

FSCCX
FSCCX Risk / Return Rank: 1414
Overall Rank
FSCCX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FSCCX Sortino Ratio Rank: 1515
Sortino Ratio Rank
FSCCX Omega Ratio Rank: 1414
Omega Ratio Rank
FSCCX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FSCCX Martin Ratio Rank: 1414
Martin Ratio Rank

SPXX
SPXX Risk / Return Rank: 99
Overall Rank
SPXX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SPXX Sortino Ratio Rank: 99
Sortino Ratio Rank
SPXX Omega Ratio Rank: 99
Omega Ratio Rank
SPXX Calmar Ratio Rank: 1010
Calmar Ratio Rank
SPXX Martin Ratio Rank: 1010
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.

FSCCX vs. SPXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Small Cap Value Fund (FSCCX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). 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.


FSCCXSPXXDifference

Sharpe ratio

Return per unit of total volatility

0.37

0.15

+0.22

Sortino ratio

Return per unit of downside risk

0.68

0.35

+0.33

Omega ratio

Gain probability vs. loss probability

1.09

1.05

+0.04

Calmar ratio

Return relative to maximum drawdown

0.38

0.20

+0.19

Martin ratio

Return relative to average drawdown

1.28

0.69

+0.59

FSCCX vs. SPXX - Sharpe Ratio Comparison

The current FSCCX Sharpe Ratio is 0.37, which is higher than the SPXX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of FSCCX and SPXX, 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


FSCCXSPXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.15

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.43

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.50

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.36

-0.04

Correlation

The correlation between FSCCX and SPXX is 0.61, 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

FSCCX vs. SPXX - Dividend Comparison

FSCCX's dividend yield for the trailing twelve months is around 1.11%, less than SPXX's 8.40% yield.


TTM20252024202320222021202020192018201720162015
FSCCX
Nuveen Small Cap Value Fund
1.11%1.09%1.52%1.02%1.24%0.52%0.54%1.16%4.21%1.03%2.63%1.80%
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
8.40%7.48%6.87%7.82%7.30%5.27%6.56%6.44%7.98%5.69%5.14%7.75%

Drawdowns

FSCCX vs. SPXX - Drawdown Comparison

The maximum FSCCX drawdown since its inception was -65.90%, which is greater than SPXX's maximum drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for FSCCX and SPXX.


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Drawdown Indicators


FSCCXSPXXDifference

Max Drawdown

Largest peak-to-trough decline

-65.90%

-52.39%

-13.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-13.00%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-18.09%

-6.72%

Max Drawdown (10Y)

Largest decline over 10 years

-53.80%

-43.99%

-9.81%

Current Drawdown

Current decline from peak

-9.31%

-10.52%

+1.21%

Average Drawdown

Average peak-to-trough decline

-13.45%

-7.51%

-5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

3.70%

+0.64%

Volatility

FSCCX vs. SPXX - Volatility Comparison

Nuveen Small Cap Value Fund (FSCCX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) have volatilities of 4.77% and 4.63%, 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.


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Volatility by Period


FSCCXSPXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.63%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

9.36%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.63%

17.91%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.85%

15.79%

+5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.41%

18.39%

+5.02%