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NGRRX vs. TISPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NGRRX and TISPX is 0.72, 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.


Performance

NGRRX vs. TISPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen International Value Fund (NGRRX) and TIAA-CREF S&P 500 Index Fund (TISPX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NGRRX:

0.76

TISPX:

0.74

Sortino Ratio

NGRRX:

1.09

TISPX:

1.09

Omega Ratio

NGRRX:

1.15

TISPX:

1.16

Calmar Ratio

NGRRX:

0.84

TISPX:

0.71

Martin Ratio

NGRRX:

3.02

TISPX:

2.67

Ulcer Index

NGRRX:

4.06%

TISPX:

4.98%

Daily Std Dev

NGRRX:

16.92%

TISPX:

17.74%

Max Drawdown

NGRRX:

-59.12%

TISPX:

-55.51%

Current Drawdown

NGRRX:

-0.67%

TISPX:

-2.98%

Returns By Period

In the year-to-date period, NGRRX achieves a 16.53% return, which is significantly higher than TISPX's 1.51% return. Over the past 10 years, NGRRX has underperformed TISPX with an annualized return of 5.34%, while TISPX has yielded a comparatively higher 12.35% annualized return.


NGRRX

YTD

16.53%

1M

8.44%

6M

16.56%

1Y

12.77%

3Y*

13.30%

5Y*

15.31%

10Y*

5.34%

TISPX

YTD

1.51%

1M

15.27%

6M

0.81%

1Y

12.80%

3Y*

16.57%

5Y*

16.50%

10Y*

12.35%

*Annualized

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Nuveen International Value Fund

TIAA-CREF S&P 500 Index Fund

NGRRX vs. TISPX - Expense Ratio Comparison

NGRRX has a 0.89% expense ratio, which is higher than TISPX's 0.05% expense ratio.


Risk-Adjusted Performance

NGRRX vs. TISPX — Risk-Adjusted Performance Rank

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

NGRRX
The Risk-Adjusted Performance Rank of NGRRX is 7575
Overall Rank
The Sharpe Ratio Rank of NGRRX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of NGRRX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of NGRRX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of NGRRX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of NGRRX is 7676
Martin Ratio Rank

TISPX
The Risk-Adjusted Performance Rank of TISPX is 7171
Overall Rank
The Sharpe Ratio Rank of TISPX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of TISPX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TISPX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of TISPX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of TISPX is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NGRRX vs. TISPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen International Value Fund (NGRRX) and TIAA-CREF S&P 500 Index Fund (TISPX). 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.


The current NGRRX Sharpe Ratio is 0.76, which is comparable to the TISPX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of NGRRX and TISPX, 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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Dividends

NGRRX vs. TISPX - Dividend Comparison

NGRRX's dividend yield for the trailing twelve months is around 2.13%, more than TISPX's 1.24% yield.


TTM20242023202220212020201920182017201620152014
NGRRX
Nuveen International Value Fund
2.13%2.48%2.07%5.15%4.09%2.15%3.18%1.55%3.13%2.15%1.67%4.50%
TISPX
TIAA-CREF S&P 500 Index Fund
1.24%1.26%1.48%1.66%1.22%1.53%1.88%2.13%1.82%1.95%2.04%1.77%

Drawdowns

NGRRX vs. TISPX - Drawdown Comparison

The maximum NGRRX drawdown since its inception was -59.12%, which is greater than TISPX's maximum drawdown of -55.51%. Use the drawdown chart below to compare losses from any high point for NGRRX and TISPX. For additional features, visit the drawdowns tool.


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Volatility

NGRRX vs. TISPX - Volatility Comparison

The current volatility for Nuveen International Value Fund (NGRRX) is 3.10%, while TIAA-CREF S&P 500 Index Fund (TISPX) has a volatility of 4.62%. This indicates that NGRRX experiences smaller price fluctuations and is considered to be less risky than TISPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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