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JLS vs. NVLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JLS vs. NVLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Mortgage and Income Fund (JLS) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). The values are adjusted to include any dividend payments, if applicable.

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JLS vs. NVLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JLS
Nuveen Mortgage and Income Fund
2.20%11.60%17.86%14.88%-17.88%11.02%-5.38%4.26%-1.02%17.03%
NVLIX
Nuveen Winslow Large-Cap Growth ESG Fund Class I
-11.60%12.76%29.48%43.60%-31.31%27.62%37.97%33.54%3.02%33.09%

Returns By Period

In the year-to-date period, JLS achieves a 2.20% return, which is significantly higher than NVLIX's -11.60% return. Over the past 10 years, JLS has underperformed NVLIX with an annualized return of 6.04%, while NVLIX has yielded a comparatively higher 15.48% annualized return.


JLS

1D
2.72%
1M
-0.79%
YTD
2.20%
6M
1.79%
1Y
6.72%
3Y*
15.30%
5Y*
5.84%
10Y*
6.04%

NVLIX

1D
3.68%
1M
-6.71%
YTD
-11.60%
6M
-11.36%
1Y
9.95%
3Y*
18.20%
5Y*
9.66%
10Y*
15.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JLS vs. NVLIX - Expense Ratio Comparison

JLS has a 0.04% expense ratio, which is lower than NVLIX's 0.83% expense ratio.


Return for Risk

JLS vs. NVLIX — Risk / Return Rank

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

JLS
JLS Risk / Return Rank: 2525
Overall Rank
JLS Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JLS Sortino Ratio Rank: 2020
Sortino Ratio Rank
JLS Omega Ratio Rank: 2525
Omega Ratio Rank
JLS Calmar Ratio Rank: 2626
Calmar Ratio Rank
JLS Martin Ratio Rank: 3030
Martin Ratio Rank

NVLIX
NVLIX Risk / Return Rank: 1515
Overall Rank
NVLIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
NVLIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
NVLIX Omega Ratio Rank: 1717
Omega Ratio Rank
NVLIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVLIX Martin Ratio Rank: 1313
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.

JLS vs. NVLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Mortgage and Income Fund (JLS) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). 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.


JLSNVLIXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.47

+0.17

Sortino ratio

Return per unit of downside risk

0.89

0.84

+0.06

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

0.78

0.39

+0.39

Martin ratio

Return relative to average drawdown

3.28

1.29

+1.99

JLS vs. NVLIX - Sharpe Ratio Comparison

The current JLS Sharpe Ratio is 0.64, which is higher than the NVLIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of JLS and NVLIX, 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


JLSNVLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.47

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.43

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.71

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.74

-0.21

Correlation

The correlation between JLS and NVLIX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JLS vs. NVLIX - Dividend Comparison

JLS's dividend yield for the trailing twelve months is around 10.16%, less than NVLIX's 25.40% yield.


TTM20252024202320222021202020192018201720162015
JLS
Nuveen Mortgage and Income Fund
10.16%10.13%9.91%9.29%6.56%4.61%4.94%6.20%9.31%13.44%7.11%6.68%
NVLIX
Nuveen Winslow Large-Cap Growth ESG Fund Class I
25.40%22.45%14.35%5.39%8.93%9.51%5.47%8.69%18.81%18.70%17.11%15.18%

Drawdowns

JLS vs. NVLIX - Drawdown Comparison

The maximum JLS drawdown since its inception was -35.18%, smaller than the maximum NVLIX drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for JLS and NVLIX.


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Drawdown Indicators


JLSNVLIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.18%

-39.57%

+4.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-19.01%

+12.83%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

-39.57%

+16.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.18%

-39.57%

+4.39%

Current Drawdown

Current decline from peak

-2.27%

-16.03%

+13.76%

Average Drawdown

Average peak-to-trough decline

-5.87%

-6.20%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

5.80%

-3.75%

Volatility

JLS vs. NVLIX - Volatility Comparison

The current volatility for Nuveen Mortgage and Income Fund (JLS) is 4.50%, while Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a volatility of 6.85%. This indicates that JLS experiences smaller price fluctuations and is considered to be less risky than NVLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JLSNVLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

6.85%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

6.42%

12.64%

-6.22%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

22.89%

-12.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.53%

22.40%

-11.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.40%

21.99%

-9.59%