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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.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2025FebruaryMarchAprilMay
313.89%
848.68%
NGRRX
TISPX

Key characteristics

Sharpe Ratio

NGRRX:

0.98

TISPX:

0.79

Sortino Ratio

NGRRX:

1.41

TISPX:

1.12

Omega Ratio

NGRRX:

1.19

TISPX:

1.17

Calmar Ratio

NGRRX:

1.14

TISPX:

0.74

Martin Ratio

NGRRX:

4.06

TISPX:

2.85

Ulcer Index

NGRRX:

4.08%

TISPX:

4.84%

Daily Std Dev

NGRRX:

16.90%

TISPX:

17.47%

Max Drawdown

NGRRX:

-59.12%

TISPX:

-55.51%

Current Drawdown

NGRRX:

-0.09%

TISPX:

-7.80%

Returns By Period

In the year-to-date period, NGRRX achieves a 14.09% return, which is significantly higher than TISPX's -3.53% return. Over the past 10 years, NGRRX has underperformed TISPX with an annualized return of 5.29%, while TISPX has yielded a comparatively higher 11.89% annualized return.


NGRRX

YTD

14.09%

1M

13.64%

6M

10.26%

1Y

12.82%

5Y*

15.17%

10Y*

5.29%

TISPX

YTD

-3.53%

1M

11.43%

6M

-1.90%

1Y

10.22%

5Y*

15.96%

10Y*

11.89%

*Annualized

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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 7777
Overall Rank
The Sharpe Ratio Rank of NGRRX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NGRRX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of NGRRX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of NGRRX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of NGRRX is 7979
Martin Ratio Rank

TISPX
The Risk-Adjusted Performance Rank of TISPX is 6565
Overall Rank
The Sharpe Ratio Rank of TISPX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of TISPX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of TISPX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TISPX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of TISPX is 6464
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 0.98, which is comparable to the TISPX Sharpe Ratio of 0.79. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.98
0.79
NGRRX
TISPX

Dividends

NGRRX vs. TISPX - Dividend Comparison

NGRRX's dividend yield for the trailing twelve months is around 2.17%, more than TISPX's 1.57% yield.


TTM20242023202220212020201920182017201620152014
NGRRX
Nuveen International Value Fund
2.17%2.48%2.07%5.15%4.09%2.15%3.17%1.56%3.13%2.15%1.67%4.50%
TISPX
TIAA-CREF S&P 500 Index Fund
1.57%1.52%1.48%1.91%1.77%1.53%2.16%2.94%2.18%2.39%2.69%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.09%
-7.80%
NGRRX
TISPX

Volatility

NGRRX vs. TISPX - Volatility Comparison

Nuveen International Value Fund (NGRRX) and TIAA-CREF S&P 500 Index Fund (TISPX) have volatilities of 10.42% and 10.34%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
10.42%
10.34%
NGRRX
TISPX