NGRRX vs. FINVX
NGRRX (Nuveen International Value Fund) and FINVX (Fidelity Series International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, NGRRX returned 9.40%/yr vs 11.20%/yr for FINVX. Their correlation of 0.93 means they have usually moved in the same direction. NGRRX charges 0.89%/yr vs 0.01%/yr for FINVX.
Performance
NGRRX vs. FINVX - Performance Comparison
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Returns By Period
In the year-to-date period, NGRRX achieves a 11.07% return, which is significantly lower than FINVX's 11.86% return. Over the past 10 years, NGRRX has underperformed FINVX with an annualized return of 9.40%, while FINVX has yielded a comparatively higher 11.20% annualized return.
NGRRX
- 1D
- 2.36%
- 1M
- 3.60%
- 6M
- 5.26%
- YTD
- 11.07%
- 1Y
- 26.68%
- 3Y*
- 17.34%
- 5Y*
- 11.74%
- 10Y*
- 9.40%
- ALL TIME*
- 5.75%
FINVX
- 1D
- 2.29%
- 1M
- 2.53%
- 6M
- 6.40%
- YTD
- 11.86%
- 1Y
- 28.79%
- 3Y*
- 22.21%
- 5Y*
- 15.08%
- 10Y*
- 11.20%
- ALL TIME*
- 6.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NGRRX vs. FINVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGRRX Nuveen International Value Fund | 11.07% | 36.06% | 4.57% | 20.60% | -8.85% | 12.34% | 3.92% | 18.46% | -18.08% | 20.75% |
FINVX Fidelity Series International Value Fund | 11.86% | 45.75% | 6.20% | 20.35% | -7.21% | 16.39% | 4.87% | 19.85% | -16.40% | 20.41% |
Correlation
The correlation between NGRRX and FINVX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2009 | 0.93 |
The correlation between NGRRX and FINVX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
NGRRX vs. FINVX — Risk / Return Rank
NGRRX
FINVX
NGRRX vs. FINVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen International Value Fund (NGRRX) and Fidelity Series International Value Fund (FINVX). 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 | FINVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.66 | -0.78 |
| Martin ratioReturn relative to average drawdown | 6.08 | 9.86 | -3.78 |
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Drawdowns
NGRRX vs. FINVX - Drawdown Comparison
The maximum NGRRX drawdown since its inception was -59.12%, which is greater than FINVX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for NGRRX and FINVX.
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Drawdown Indicators
| NGRRX | FINVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.12% | -42.48% | -16.64% |
Max Drawdown (1Y)Largest decline over 1 year | -13.87% | -10.38% | -3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -14.53% | -14.60% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -26.36% | -27.13% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -41.91% | -42.48% | +0.57% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -8.97% | -6.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 2.79% | +1.47% |
Volatility
NGRRX vs. FINVX - Volatility Comparison
Nuveen International Value Fund (NGRRX) and Fidelity Series International Value Fund (FINVX) have volatilities of 4.45% and 4.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGRRX | FINVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.36% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 12.76% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 15.13% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 16.69% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 17.74% | -1.60% |
NGRRX vs. FINVX - Expense Ratio Comparison
NGRRX has a 0.89% expense ratio, which is higher than FINVX's 0.01% expense ratio.
Dividends
NGRRX vs. FINVX - Dividend Comparison
NGRRX's dividend yield for the trailing twelve months is around 0.21%, less than FINVX's 10.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FINVX Fidelity Series International Value Fund | 10.01% | 11.20% | 4.14% | 3.29% | 3.33% | 5.01% | 2.83% | 4.05% | 4.05% | 3.14% | 2.62% | 2.14% |
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
With a correlation of 0.95, NGRRX and FINVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
NGRRX has higher volatility (4.45%) compared to FINVX (4.36%). In terms of maximum drawdown, NGRRX dropped -59.12% vs FINVX's -42.48%.
FINVX currently has the higher Sharpe Ratio (1.82 vs 1.70), 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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