NGRRX vs. FASEX
NGRRX (Nuveen International Value Fund) and FASEX (Nuveen Mid Cap Value Fund) are both mutual funds - NGRRX is a Foreign Large Cap Equities fund managed by Nuveen, while FASEX is a Mid Cap Value Equities fund managed by Nuveen. Over the past 10 years, NGRRX returned 9.45%/yr vs 11.71%/yr for FASEX. A 0.69 correlation means they provide meaningful diversification when combined. NGRRX charges 0.89%/yr vs 1.16%/yr for FASEX.
Performance
NGRRX vs. FASEX - Performance Comparison
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Returns By Period
In the year-to-date period, NGRRX achieves a 6.52% return, which is significantly lower than FASEX's 20.50% return. Over the past 10 years, NGRRX has underperformed FASEX with an annualized return of 9.45%, while FASEX has yielded a comparatively higher 11.71% annualized return.
NGRRX
- 1D
- 0.27%
- 1M
- 0.98%
- YTD
- 6.52%
- 6M
- 6.15%
- 1Y
- 23.46%
- 3Y*
- 17.83%
- 5Y*
- 10.68%
- 10Y*
- 9.45%
FASEX
- 1D
- 0.64%
- 1M
- 4.16%
- YTD
- 20.50%
- 6M
- 18.82%
- 1Y
- 32.57%
- 3Y*
- 17.18%
- 5Y*
- 10.44%
- 10Y*
- 11.71%
NGRRX vs. FASEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGRRX Nuveen International Value Fund | 6.52% | 36.06% | 4.57% | 20.60% | -8.85% | 12.34% | 3.92% | 18.46% | -18.08% | 20.75% |
FASEX Nuveen Mid Cap Value Fund | 20.50% | 9.68% | 10.40% | 14.20% | -10.63% | 34.84% | 1.19% | 26.68% | -13.00% | 19.23% |
Correlation
The correlation between NGRRX and FASEX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 1999 | 0.69 |
The correlation between NGRRX and FASEX has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.
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Return for Risk
NGRRX vs. FASEX — Risk / Return Rank
NGRRX
FASEX
NGRRX vs. FASEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen International Value Fund (NGRRX) and Nuveen Mid Cap Value Fund (FASEX). 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.
| NGRRX | FASEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 4.62 | -2.86 |
| Martin ratioReturn relative to average drawdown | 5.91 | 16.84 | -10.93 |
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Drawdowns
NGRRX vs. FASEX - Drawdown Comparison
The maximum NGRRX drawdown since its inception was -59.12%, which is greater than FASEX's maximum drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for NGRRX and FASEX.
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Drawdown Indicators
| NGRRX | FASEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.12% | -55.57% | -3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.87% | -7.37% | -6.50% |
Max Drawdown (3Y)Largest decline over 3 years | -14.53% | -22.26% | +7.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.36% | -22.26% | -4.10% |
Max Drawdown (10Y)Largest decline over 10 years | -41.91% | -44.56% | +2.65% |
Current DrawdownCurrent decline from peak | -3.75% | 0.00% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -15.36% | -8.92% | -6.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 2.01% | +2.12% |
Volatility
NGRRX vs. FASEX - Volatility Comparison
Nuveen International Value Fund (NGRRX) has a higher volatility of 4.43% compared to Nuveen Mid Cap Value Fund (FASEX) at 4.13%. This indicates that NGRRX's price experiences larger fluctuations and is considered to be riskier than FASEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGRRX | FASEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 4.13% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 10.43% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.21% | 13.99% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 18.05% | -2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 20.23% | -3.87% |
NGRRX vs. FASEX - Expense Ratio Comparison
NGRRX has a 0.89% expense ratio, which is lower than FASEX's 1.16% expense ratio.
Dividends
NGRRX vs. FASEX - Dividend Comparison
NGRRX's dividend yield for the trailing twelve months is around 0.21%, less than FASEX's 12.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FASEX Nuveen Mid Cap Value Fund | 12.17% | 14.67% | 5.29% | 3.12% | 6.32% | 4.02% | 1.06% | 0.89% | 4.48% | 7.93% | 3.67% | 3.49% |
NGRRX Nuveen International Value Fund | 0.21% | 0.23% | 2.48% | 2.07% | 5.15% | 4.09% | 2.15% | 3.17% | 1.56% | 3.13% | 2.15% | 1.67% |
Frequently Asked Questions
NGRRX and FASEX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGRRX has higher volatility (4.43%) compared to FASEX (4.13%). In terms of maximum drawdown, NGRRX dropped -59.12% vs FASEX's -55.57%.
FASEX currently has the higher Sharpe Ratio (2.44 vs 1.61), 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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