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NGRRX vs. QQQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NGRRX vs. QQQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen International Value Fund (NGRRX) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). The values are adjusted to include any dividend payments, if applicable.

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NGRRX vs. QQQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NGRRX
Nuveen International Value Fund
-0.50%36.06%4.57%20.60%-8.85%12.34%3.92%18.46%-18.08%20.75%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
-0.51%14.87%25.61%21.68%-27.39%25.32%15.75%28.83%-11.68%39.19%

Returns By Period

The year-to-date returns for both stocks are quite close, with NGRRX having a -0.50% return and QQQX slightly lower at -0.51%. Over the past 10 years, NGRRX has underperformed QQQX with an annualized return of 8.36%, while QQQX has yielded a comparatively higher 11.87% annualized return.


NGRRX

1D
3.38%
1M
-7.56%
YTD
-0.50%
6M
4.56%
1Y
23.83%
3Y*
15.60%
5Y*
9.85%
10Y*
8.36%

QQQX

1D
4.05%
1M
1.77%
YTD
-0.51%
6M
4.98%
1Y
26.55%
3Y*
13.53%
5Y*
8.16%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NGRRX vs. QQQX - Expense Ratio Comparison

NGRRX has a 0.89% expense ratio, which is lower than QQQX's 0.92% expense ratio.


Return for Risk

NGRRX vs. QQQX — Risk / Return Rank

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

NGRRX
NGRRX Risk / Return Rank: 6464
Overall Rank
NGRRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
NGRRX Sortino Ratio Rank: 7070
Sortino Ratio Rank
NGRRX Omega Ratio Rank: 6969
Omega Ratio Rank
NGRRX Calmar Ratio Rank: 5454
Calmar Ratio Rank
NGRRX Martin Ratio Rank: 5353
Martin Ratio Rank

QQQX
QQQX Risk / Return Rank: 7878
Overall Rank
QQQX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQQX Sortino Ratio Rank: 7373
Sortino Ratio Rank
QQQX Omega Ratio Rank: 7575
Omega Ratio Rank
QQQX Calmar Ratio Rank: 8484
Calmar Ratio Rank
QQQX Martin Ratio Rank: 9191
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. QQQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen International Value Fund (NGRRX) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). 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.


NGRRXQQQXDifference

Sharpe ratio

Return per unit of total volatility

1.41

1.26

+0.14

Sortino ratio

Return per unit of downside risk

1.91

1.87

+0.05

Omega ratio

Gain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratio

Return relative to maximum drawdown

1.52

2.10

-0.58

Martin ratio

Return relative to average drawdown

5.91

10.38

-4.48

NGRRX vs. QQQX - Sharpe Ratio Comparison

The current NGRRX Sharpe Ratio is 1.41, which is comparable to the QQQX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of NGRRX and QQQX, 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


NGRRXQQQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.26

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.41

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.57

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.46

-0.15

Correlation

The correlation between NGRRX and QQQX is 0.58, 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. QQQX - Dividend Comparison

NGRRX's dividend yield for the trailing twelve months is around 0.23%, less than QQQX's 8.27% yield.


TTM20252024202320222021202020192018201720162015
NGRRX
Nuveen International Value Fund
0.23%0.23%2.48%2.07%5.15%4.09%2.15%3.17%1.56%3.13%2.15%1.67%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
8.27%7.85%6.73%7.26%9.66%5.85%6.00%6.49%8.40%5.95%7.54%7.23%

Drawdowns

NGRRX vs. QQQX - Drawdown Comparison

The maximum NGRRX drawdown since its inception was -59.12%, roughly equal to the maximum QQQX drawdown of -57.25%. Use the drawdown chart below to compare losses from any high point for NGRRX and QQQX.


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Drawdown Indicators


NGRRXQQQXDifference

Max Drawdown

Largest peak-to-trough decline

-59.12%

-57.25%

-1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.87%

-12.93%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-29.33%

+2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-41.91%

-35.96%

-5.95%

Current Drawdown

Current decline from peak

-10.10%

-0.86%

-9.24%

Average Drawdown

Average peak-to-trough decline

-15.45%

-8.09%

-7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.61%

+0.95%

Volatility

NGRRX vs. QQQX - Volatility Comparison

Nuveen International Value Fund (NGRRX) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) have volatilities of 7.77% and 8.15%, 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


NGRRXQQQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

8.15%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

11.99%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

21.13%

-4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

19.80%

-4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

21.05%

-4.74%