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NELIX vs. NVLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NELIX vs. NVLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Equity Long/Short Fund (NELIX) 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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NELIX vs. NVLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NELIX
Nuveen Equity Long/Short Fund
-4.35%11.31%20.55%24.09%-14.94%32.92%-0.79%6.35%-2.36%19.32%
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, NELIX achieves a -4.35% return, which is significantly higher than NVLIX's -14.74% return. Over the past 10 years, NELIX has underperformed NVLIX with an annualized return of 9.10%, while NVLIX has yielded a comparatively higher 15.06% annualized return.


NELIX

1D
-0.29%
1M
-4.44%
YTD
-4.35%
6M
-3.17%
1Y
11.79%
3Y*
15.32%
5Y*
9.56%
10Y*
9.10%

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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NELIX vs. NVLIX - Expense Ratio Comparison

NELIX has a 1.35% expense ratio, which is higher than NVLIX's 0.83% expense ratio.


Return for Risk

NELIX vs. NVLIX — 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: 4747
Sharpe Ratio Rank
NELIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
NELIX Omega Ratio Rank: 5050
Omega Ratio Rank
NELIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
NELIX Martin Ratio Rank: 4949
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.

NELIX vs. NVLIX - Risk-Adjusted Trends Comparison

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


NELIXNVLIXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.29

+0.62

Sortino ratio

Return per unit of downside risk

1.34

0.58

+0.76

Omega ratio

Gain probability vs. loss probability

1.20

1.08

+0.12

Calmar ratio

Return relative to maximum drawdown

1.11

0.15

+0.95

Martin ratio

Return relative to average drawdown

4.90

0.49

+4.40

NELIX vs. NVLIX - Sharpe Ratio Comparison

The current NELIX Sharpe Ratio is 0.92, which is higher than the NVLIX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of NELIX 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


NELIXNVLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.29

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.42

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.69

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.73

-0.07

Correlation

The correlation between NELIX and NVLIX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NELIX vs. NVLIX - Dividend Comparison

NELIX's dividend yield for the trailing twelve months is around 3.98%, less than NVLIX's 26.33% yield.


TTM20252024202320222021202020192018201720162015
NELIX
Nuveen Equity Long/Short Fund
3.98%3.81%4.78%4.20%6.84%2.44%0.00%0.00%1.35%1.58%0.00%0.00%
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

NELIX vs. NVLIX - Drawdown Comparison

The maximum NELIX drawdown since its inception was -28.72%, smaller than the maximum NVLIX drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for NELIX and NVLIX.


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Drawdown Indicators


NELIXNVLIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.72%

-39.57%

+10.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-19.01%

+10.09%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-39.57%

+20.27%

Max Drawdown (10Y)

Largest decline over 10 years

-28.72%

-39.57%

+10.85%

Current Drawdown

Current decline from peak

-6.31%

-19.01%

+12.70%

Average Drawdown

Average peak-to-trough decline

-4.75%

-6.20%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

5.81%

-3.78%

Volatility

NELIX vs. NVLIX - Volatility Comparison

The current volatility for Nuveen Equity Long/Short Fund (NELIX) is 3.34%, while Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a volatility of 5.48%. This indicates that NELIX 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


NELIXNVLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

5.48%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

12.08%

-4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

22.64%

-9.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.67%

22.35%

-9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.71%

21.97%

-8.26%