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NELIX vs. NPCT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NELIX vs. NPCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Equity Long/Short Fund (NELIX) and Nuveen Core Plus Impact Fund (NPCT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NELIX achieves a 7.30% return, which is significantly higher than NPCT's 3.56% return.


NELIX

1D
-0.77%
1M
0.29%
6M
5.45%
YTD
7.30%
1Y
13.85%
3Y*
15.76%
5Y*
10.36%
10Y*
10.48%

NPCT

1D
0.40%
1M
0.60%
6M
2.75%
YTD
3.56%
1Y
-0.08%
3Y*
11.53%
5Y*
-3.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NELIX vs. NPCT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NELIX
Nuveen Equity Long/Short Fund
7.30%11.31%20.55%24.09%-14.94%11.85%
NPCT
Nuveen Core Plus Impact Fund
3.56%9.87%17.23%7.78%-37.50%-4.98%

Correlation

The correlation between NELIX and NPCT is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2021

0.34

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Return for Risk

NELIX vs. NPCT — Risk / Return Rank

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

NELIX
NELIX Risk / Return Rank: 4747
Overall Rank
NELIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
NELIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
NELIX Omega Ratio Rank: 4242
Omega Ratio Rank
NELIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
NELIX Martin Ratio Rank: 5656
Martin Ratio Rank

NPCT
NPCT Risk / Return Rank: 33
Overall Rank
NPCT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
NPCT Sortino Ratio Rank: 33
Sortino Ratio Rank
NPCT Omega Ratio Rank: 33
Omega Ratio Rank
NPCT Calmar Ratio Rank: 33
Calmar Ratio Rank
NPCT Martin Ratio Rank: 33
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.

NELIX vs. NPCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Equity Long/Short Fund (NELIX) and Nuveen Core Plus Impact Fund (NPCT). 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.


NELIXNPCTDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.26

1.01

+0.25

Calmar ratioReturn relative to maximum drawdown

2.28

-0.01

+2.29

Martin ratioReturn relative to average drawdown

8.81

-0.03

+8.83

NELIX vs. NPCT - Sharpe Ratio Comparison

The current NELIX Sharpe Ratio is 1.44, which is higher than the NPCT Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of NELIX and NPCT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NELIX vs. NPCT - Drawdown Comparison

The maximum NELIX drawdown since its inception was -28.72%, smaller than the maximum NPCT drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for NELIX and NPCT.


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Drawdown Indicators


NELIXNPCTDifference

Max Drawdown

Largest peak-to-trough decline

-28.72%

-46.77%

+18.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.31%

-6.79%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-15.50%

-12.59%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-46.77%

+27.47%

Max Drawdown (10Y)

Largest decline over 10 years

-28.72%

Current Drawdown

Current decline from peak

-1.19%

-15.93%

+14.74%

Average Drawdown

Average peak-to-trough decline

-4.67%

-25.03%

+20.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

3.00%

-1.37%

Volatility

NELIX vs. NPCT - Volatility Comparison

Nuveen Equity Long/Short Fund (NELIX) has a higher volatility of 3.30% compared to Nuveen Core Plus Impact Fund (NPCT) at 2.37%. This indicates that NELIX's price experiences larger fluctuations and is considered to be riskier than NPCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NELIXNPCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

2.37%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

7.48%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

10.01%

9.78%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

13.10%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.57%

12.99%

+0.58%

NELIX vs. NPCT - Expense Ratio Comparison

NELIX has a 1.35% expense ratio, which is lower than NPCT's 5.08% expense ratio.


Dividends

NELIX vs. NPCT - Dividend Comparison

NELIX's dividend yield for the trailing twelve months is around 3.55%, less than NPCT's 12.26% yield.


PositionTTM202520242023202220212020201920182017
NELIX
Nuveen Equity Long/Short Fund
3.55%3.81%4.78%4.20%6.84%2.44%0.00%0.00%1.35%1.58%
NPCT
Nuveen Core Plus Impact Fund
12.26%13.15%12.20%10.28%11.93%3.94%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NELIX and NPCT have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NELIX has higher volatility (3.30%) compared to NPCT (2.37%). In terms of maximum drawdown, NELIX dropped -28.72% vs NPCT's -46.77%.

NELIX currently has the higher Sharpe Ratio (1.44 vs -0.01), 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.

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