NQCRX vs. EICIX
NQCRX (Nuveen Large Cap Value Fund) and EICIX (EIC Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, NQCRX returned 14.52%/yr vs 11.83%/yr for EICIX. Their correlation of 0.88 means they have usually moved in the same direction. NQCRX charges 0.74%/yr vs 0.95%/yr for EICIX.
Performance
NQCRX vs. EICIX - Performance Comparison
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Returns By Period
In the year-to-date period, NQCRX achieves a 22.54% return, which is significantly higher than EICIX's 14.75% return. Over the past 10 years, NQCRX has outperformed EICIX with an annualized return of 14.52%, while EICIX has yielded a comparatively lower 11.83% annualized return.
NQCRX
- 1D
- 1.18%
- 1M
- 2.70%
- 6M
- 15.71%
- YTD
- 22.54%
- 1Y
- 35.39%
- 3Y*
- 22.80%
- 5Y*
- 15.72%
- 10Y*
- 14.52%
- ALL TIME*
- 8.46%
EICIX
- 1D
- 0.69%
- 1M
- 5.17%
- 6M
- 7.99%
- YTD
- 14.75%
- 1Y
- 20.58%
- 3Y*
- 16.83%
- 5Y*
- 12.79%
- 10Y*
- 11.83%
- ALL TIME*
- 10.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EICIX EIC Value Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
NQCRX vs. EICIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NQCRX Nuveen Large Cap Value Fund | 22.54% | 22.44% | 17.74% | 13.76% | -1.07% | 25.38% | -0.27% | 47.63% | -15.47% | 15.46% |
EICIX EIC Value Fund | 14.75% | 16.01% | 11.55% | 12.91% | 0.90% | 30.08% | 4.27% | 22.64% | -7.80% | 14.42% |
Correlation
The correlation between NQCRX and EICIX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 2, 2011 | 0.88 |
Over the past year, the correlation between NQCRX and EICIX has dropped to 0.63 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.
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Return for Risk
NQCRX vs. EICIX — Risk / Return Rank
NQCRX
EICIX
NQCRX vs. EICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Large Cap Value Fund (NQCRX) and EIC Value Fund (EICIX). 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.
| NQCRX | EICIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.32 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 6.14 | 2.67 | +3.47 |
| Martin ratioReturn relative to average drawdown | 23.07 | 6.48 | +16.59 |
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Drawdowns
NQCRX vs. EICIX - Drawdown Comparison
The maximum NQCRX drawdown since its inception was -57.85%, which is greater than EICIX's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for NQCRX and EICIX.
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Drawdown Indicators
| NQCRX | EICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.85% | -34.26% | -23.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.07% | -8.55% | +2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -17.21% | -11.10% | -6.11% |
Max Drawdown (5Y)Largest decline over 5 years | -17.61% | -17.36% | -0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -41.84% | -34.26% | -7.58% |
Current DrawdownCurrent decline from peak | 0.00% | -0.68% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -9.93% | -3.39% | -6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 3.49% | -1.88% |
Volatility
NQCRX vs. EICIX - Volatility Comparison
The current volatility for Nuveen Large Cap Value Fund (NQCRX) is 3.21%, while EIC Value Fund (EICIX) has a volatility of 5.49%. This indicates that NQCRX experiences smaller price fluctuations and is considered to be less risky than EICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NQCRX | EICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 5.49% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 9.97% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 12.54% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 14.70% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 16.36% | +2.45% |
NQCRX vs. EICIX - Expense Ratio Comparison
NQCRX has a 0.74% expense ratio, which is lower than EICIX's 0.95% expense ratio.
Dividends
NQCRX vs. EICIX - Dividend Comparison
NQCRX's dividend yield for the trailing twelve months is around 5.96%, less than EICIX's 7.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EICIX EIC Value Fund | 7.80% | 8.95% | 9.47% | 4.09% | 6.07% | 11.14% | 6.05% | 7.71% | 10.82% | 8.51% | 2.03% | 3.42% |
NQCRX Nuveen Large Cap Value Fund | 5.96% | 7.30% | 6.82% | 2.22% | 4.63% | 20.85% | 17.95% | 26.88% | 34.12% | 27.42% | 10.74% | 61.01% |
Frequently Asked Questions
NQCRX and EICIX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EICIX has higher volatility (5.49%) compared to NQCRX (3.21%). In terms of maximum drawdown, NQCRX dropped -57.85% vs EICIX's -34.26%.
NQCRX currently has the higher Sharpe Ratio (2.94 vs 1.82), 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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