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NGRRX vs. NVLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NGRRX vs. NVLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen International Value Fund (NGRRX) 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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NGRRX vs. NVLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NGRRX
Nuveen International Value Fund
-3.75%36.06%4.57%20.60%-8.85%12.34%3.92%18.46%-18.08%20.75%
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, NGRRX achieves a -3.75% return, which is significantly higher than NVLIX's -14.74% return. Over the past 10 years, NGRRX has underperformed NVLIX with an annualized return of 8.00%, while NVLIX has yielded a comparatively higher 15.06% annualized return.


NGRRX

1D
0.14%
1M
-12.61%
YTD
-3.75%
6M
1.62%
1Y
19.43%
3Y*
14.33%
5Y*
9.32%
10Y*
8.00%

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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NGRRX vs. NVLIX - Expense Ratio Comparison

NGRRX has a 0.89% expense ratio, which is higher than NVLIX's 0.83% expense ratio.


Return for Risk

NGRRX vs. NVLIX — Risk / Return Rank

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

NGRRX
NGRRX Risk / Return Rank: 5555
Overall Rank
NGRRX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NGRRX Sortino Ratio Rank: 5858
Sortino Ratio Rank
NGRRX Omega Ratio Rank: 5757
Omega Ratio Rank
NGRRX Calmar Ratio Rank: 5151
Calmar Ratio Rank
NGRRX Martin Ratio Rank: 4747
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.

NGRRX vs. NVLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen International Value Fund (NGRRX) 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.


NGRRXNVLIXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.29

+0.81

Sortino ratio

Return per unit of downside risk

1.53

0.58

+0.95

Omega ratio

Gain probability vs. loss probability

1.23

1.08

+0.14

Calmar ratio

Return relative to maximum drawdown

1.24

0.15

+1.09

Martin ratio

Return relative to average drawdown

4.80

0.49

+4.31

NGRRX vs. NVLIX - Sharpe Ratio Comparison

The current NGRRX Sharpe Ratio is 1.11, which is higher than the NVLIX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of NGRRX 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


NGRRXNVLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.29

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.42

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.69

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.73

-0.43

Correlation

The correlation between NGRRX and NVLIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NGRRX vs. NVLIX - Dividend Comparison

NGRRX's dividend yield for the trailing twelve months is around 0.24%, less than NVLIX's 26.33% yield.


TTM20252024202320222021202020192018201720162015
NGRRX
Nuveen International Value Fund
0.24%0.23%2.48%2.07%5.15%4.09%2.15%3.17%1.56%3.13%2.15%1.67%
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

NGRRX vs. NVLIX - Drawdown Comparison

The maximum NGRRX drawdown since its inception was -59.12%, which is greater than NVLIX's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for NGRRX and NVLIX.


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Drawdown Indicators


NGRRXNVLIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.12%

-39.57%

-19.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.87%

-19.01%

+5.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-39.57%

+13.21%

Max Drawdown (10Y)

Largest decline over 10 years

-41.91%

-39.57%

-2.34%

Current Drawdown

Current decline from peak

-13.03%

-19.01%

+5.98%

Average Drawdown

Average peak-to-trough decline

-15.45%

-6.20%

-9.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

5.81%

-2.22%

Volatility

NGRRX vs. NVLIX - Volatility Comparison

Nuveen International Value Fund (NGRRX) has a higher volatility of 6.96% compared to Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) at 5.48%. This indicates that NGRRX's price experiences larger fluctuations and is considered to be riskier 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


NGRRXNVLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

5.48%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

12.08%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

22.64%

-6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

22.35%

-6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

21.97%

-5.69%