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NAC vs. NVLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NAC vs. NVLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen California Quality Municipal Income Fund (NAC) 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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NAC vs. NVLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAC
Nuveen California Quality Municipal Income Fund
0.49%13.09%8.67%4.47%-25.66%7.62%6.29%22.27%-6.23%6.79%
NVLIX
Nuveen Winslow Large-Cap Growth ESG Fund Class I
-14.74%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, NAC achieves a 0.49% return, which is significantly higher than NVLIX's -14.74% return. Over the past 10 years, NAC has underperformed NVLIX with an annualized return of 2.00%, while NVLIX has yielded a comparatively higher 15.06% annualized return.


NAC

1D
2.19%
1M
-2.80%
YTD
0.49%
6M
5.14%
1Y
11.94%
3Y*
8.71%
5Y*
0.71%
10Y*
2.00%

NVLIX

1D
-0.77%
1M
-9.92%
YTD
-14.74%
6M
-14.11%
1Y
6.84%
3Y*
16.78%
5Y*
9.29%
10Y*
15.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NAC vs. NVLIX - Expense Ratio Comparison

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


Return for Risk

NAC vs. NVLIX — Risk / Return Rank

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

NAC
NAC Risk / Return Rank: 7171
Overall Rank
NAC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NAC Sortino Ratio Rank: 7676
Sortino Ratio Rank
NAC Omega Ratio Rank: 6868
Omega Ratio Rank
NAC Calmar Ratio Rank: 7272
Calmar Ratio Rank
NAC Martin Ratio Rank: 6363
Martin Ratio Rank

NVLIX
NVLIX Risk / Return Rank: 1111
Overall Rank
NVLIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
NVLIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
NVLIX Omega Ratio Rank: 1313
Omega Ratio Rank
NVLIX Calmar Ratio Rank: 99
Calmar Ratio Rank
NVLIX Martin Ratio Rank: 99
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.

NAC vs. NVLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen California Quality Municipal Income Fund (NAC) 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.


NACNVLIXDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.29

+1.04

Sortino ratio

Return per unit of downside risk

1.91

0.58

+1.33

Omega ratio

Gain probability vs. loss probability

1.26

1.08

+0.18

Calmar ratio

Return relative to maximum drawdown

1.70

0.15

+1.55

Martin ratio

Return relative to average drawdown

6.04

0.49

+5.54

NAC vs. NVLIX - Sharpe Ratio Comparison

The current NAC Sharpe Ratio is 1.34, which is higher than the NVLIX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of NAC 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


NACNVLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.29

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.42

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.69

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.73

-0.37

Correlation

The correlation between NAC and NVLIX is 0.13, 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

NAC vs. NVLIX - Dividend Comparison

NAC's dividend yield for the trailing twelve months is around 7.57%, less than NVLIX's 26.33% yield.


TTM20252024202320222021202020192018201720162015
NAC
Nuveen California Quality Municipal Income Fund
7.57%7.47%6.63%4.03%5.47%4.18%4.17%4.38%5.34%5.54%6.25%6.05%
NVLIX
Nuveen Winslow Large-Cap Growth ESG Fund Class I
26.33%22.45%14.35%5.39%8.93%9.51%5.47%8.69%18.81%18.70%17.11%15.18%

Drawdowns

NAC vs. NVLIX - Drawdown Comparison

The maximum NAC drawdown since its inception was -46.41%, which is greater than NVLIX's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for NAC and NVLIX.


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Drawdown Indicators


NACNVLIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.41%

-39.57%

-6.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-19.01%

+11.69%

Max Drawdown (5Y)

Largest decline over 5 years

-36.31%

-39.57%

+3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-36.31%

-39.57%

+3.26%

Current Drawdown

Current decline from peak

-5.72%

-19.01%

+13.29%

Average Drawdown

Average peak-to-trough decline

-8.44%

-6.20%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

5.81%

-3.75%

Volatility

NAC vs. NVLIX - Volatility Comparison

The current volatility for Nuveen California Quality Municipal Income Fund (NAC) is 3.62%, while Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a volatility of 5.48%. This indicates that NAC 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


NACNVLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

5.48%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

5.75%

12.08%

-6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

8.99%

22.64%

-13.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.75%

22.35%

-11.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.27%

21.97%

-9.70%