NQCRX vs. VVIAX

Last updated Jul 18, 2026

NQCRX (Nuveen Large Cap Value Fund) and VVIAX (Vanguard Value Index Fund Admiral Shares) are both Large Cap Value Equities funds. Over the past 10 years, NQCRX returned 14.26%/yr vs 12.38%/yr for VVIAX. Their correlation of 0.94 suggests significant overlap in exposure. NQCRX charges 0.74%/yr vs 0.05%/yr for VVIAX.

Performance

NQCRX vs. VVIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Large Cap Value Fund (NQCRX) and Vanguard Value Index Fund Admiral Shares (VVIAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NQCRX achieves a 19.50% return, which is significantly higher than VVIAX's 15.79% return. Over the past 10 years, NQCRX has outperformed VVIAX with an annualized return of 14.26%, while VVIAX has yielded a comparatively lower 12.38% annualized return.

NQCRX

• 1D: 0.60%
• 1M: 1.98%
• 6M: 14.97%
• YTD: 19.50%
• 1Y: 32.03%
• 3Y*: 22.25%
• 5Y*: 15.52%
• 10Y*: 14.26%

VVIAX

• 1D: 0.64%
• 1M: 1.84%
• 6M: 11.50%
• YTD: 15.79%
• 1Y: 25.63%
• 3Y*: 17.93%
• 5Y*: 12.47%
• 10Y*: 12.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NQCRX vs. VVIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NQCRX Nuveen Large Cap Value Fund	19.50%	22.44%	17.74%	13.76%	-1.07%	25.38%	-0.27%	47.63%	-15.47%	15.46%
VVIAX Vanguard Value Index Fund Admiral Shares	15.79%	15.27%	16.00%	9.22%	-2.07%	26.51%	2.29%	25.81%	-5.45%	17.13%

Correlation

The correlation between NQCRX and VVIAX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Dec 14, 2006	0.94

The correlation between NQCRX and VVIAX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

Return for Risk

NQCRX vs. VVIAX — Risk / Return Rank

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

NQCRX

NQCRX Risk / Return Rank: 92
NQCRX Sharpe Ratio Rank: 92
NQCRX Sortino Ratio Rank: 88
NQCRX Omega Ratio Rank: 84
NQCRX Calmar Ratio Rank: 97
NQCRX Martin Ratio Rank: 97

VVIAX

VVIAX Risk / Return Rank: 90
VVIAX Sharpe Ratio Rank: 91
VVIAX Sortino Ratio Rank: 88
VVIAX Omega Ratio Rank: 84
VVIAX Calmar Ratio Rank: 93
VVIAX Martin Ratio Rank: 93

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.

NQCRX vs. VVIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Large Cap Value Fund (NQCRX) and Vanguard Value Index Fund Admiral Shares (VVIAX). 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	VVIAX	Difference
Sharpe ratio: Return per unit of total volatility	2.65	2.56	+0.09
Sortino ratio: Return per unit of downside risk	3.69	3.70	-0.01
Omega ratio: Gain probability vs. loss probability	1.46	1.46	0.00
Calmar ratio: Return relative to maximum drawdown	5.49	4.15	+1.35
Martin ratio: Return relative to average drawdown	20.34	15.70	+4.64

NQCRX vs. VVIAX - Sharpe Ratio Comparison

The current NQCRX Sharpe Ratio is 2.65, which is comparable to the VVIAX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of NQCRX and VVIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NQCRX vs. VVIAX - Drawdown Comparison

The maximum NQCRX drawdown since its inception was -57.85%, roughly equal to the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for NQCRX and VVIAX.

Drawdown Indicators

	NQCRX	VVIAX	Difference
Max Drawdown Largest peak-to-trough decline	-57.85%	-59.32%	+1.47%
Max Drawdown (1Y) Largest decline over 1 year	-6.07%	-6.36%	+0.29%
Max Drawdown (3Y) Largest decline over 3 years	-17.21%	-14.39%	-2.82%
Max Drawdown (5Y) Largest decline over 5 years	-17.61%	-17.14%	-0.47%
Max Drawdown (10Y) Largest decline over 10 years	-41.84%	-36.80%	-5.04%
Current Drawdown Current decline from peak	-0.30%	-0.33%	+0.03%
Average Drawdown Average peak-to-trough decline	-9.95%	-9.57%	-0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	1.68%	-0.05%

Volatility

NQCRX vs. VVIAX - Volatility Comparison

Nuveen Large Cap Value Fund (NQCRX) and Vanguard Value Index Fund Admiral Shares (VVIAX) have volatilities of 2.55% and 2.66%, 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.

Volatility by Period

	NQCRX	VVIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.55%	2.66%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	9.79%	7.84%	+1.95%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	10.30%	+2.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.57%	13.89%	+1.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.79%	16.68%	+2.11%

NQCRX vs. VVIAX - Expense Ratio Comparison

NQCRX has a 0.74% expense ratio, which is higher than VVIAX's 0.05% expense ratio.

Dividends

NQCRX vs. VVIAX - Dividend Comparison

NQCRX's dividend yield for the trailing twelve months is around 6.11%, more than VVIAX's 1.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NQCRX Nuveen Large Cap Value Fund	6.11%	7.30%	6.82%	2.22%	4.63%	20.85%	17.95%	26.88%	34.12%	27.42%	10.74%	61.01%
VVIAX Vanguard Value Index Fund Admiral Shares	1.86%	2.04%	2.30%	2.45%	2.51%	2.14%	2.55%	2.49%	2.72%	2.29%	2.45%	2.60%

Frequently Asked Questions

Can I hold both NQCRX and VVIAX in my portfolio?

NQCRX and VVIAX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NQCRX or VVIAX?

VVIAX has higher volatility (2.66%) compared to NQCRX (2.55%). In terms of maximum drawdown, NQCRX dropped -57.85% vs VVIAX's -59.32%.

Which has better risk-adjusted returns?

NQCRX currently has the higher Sharpe Ratio (2.65 vs 2.56), 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.