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NQVRX vs. CIMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NQVRX vs. CIMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Multi Cap Value Fund (NQVRX) and Clarkston Founders Fund (CIMDX). The values are adjusted to include any dividend payments, if applicable.

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NQVRX vs. CIMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NQVRX
Nuveen Multi Cap Value Fund
0.63%17.89%19.25%15.94%-1.02%28.56%-0.27%30.35%-14.39%17.59%
CIMDX
Clarkston Founders Fund
-6.99%7.35%5.67%10.38%-3.67%6.23%23.21%23.74%-7.85%11.25%

Returns By Period

In the year-to-date period, NQVRX achieves a 0.63% return, which is significantly higher than CIMDX's -6.99% return.


NQVRX

1D
-0.64%
1M
-6.24%
YTD
0.63%
6M
5.78%
1Y
18.85%
3Y*
16.70%
5Y*
12.00%
10Y*
11.99%

CIMDX

1D
0.92%
1M
-8.15%
YTD
-6.99%
6M
-4.06%
1Y
0.79%
3Y*
4.20%
5Y*
1.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NQVRX vs. CIMDX - Expense Ratio Comparison

NQVRX has a 1.00% expense ratio, which is higher than CIMDX's 0.95% expense ratio.


Return for Risk

NQVRX vs. CIMDX — Risk / Return Rank

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

NQVRX
NQVRX Risk / Return Rank: 5959
Overall Rank
NQVRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NQVRX Sortino Ratio Rank: 6060
Sortino Ratio Rank
NQVRX Omega Ratio Rank: 6262
Omega Ratio Rank
NQVRX Calmar Ratio Rank: 5252
Calmar Ratio Rank
NQVRX Martin Ratio Rank: 6161
Martin Ratio Rank

CIMDX
CIMDX Risk / Return Rank: 66
Overall Rank
CIMDX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CIMDX Sortino Ratio Rank: 66
Sortino Ratio Rank
CIMDX Omega Ratio Rank: 66
Omega Ratio Rank
CIMDX Calmar Ratio Rank: 66
Calmar Ratio Rank
CIMDX Martin Ratio Rank: 66
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.

NQVRX vs. CIMDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Multi Cap Value Fund (NQVRX) and Clarkston Founders Fund (CIMDX). 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.


NQVRXCIMDXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.07

+1.03

Sortino ratio

Return per unit of downside risk

1.56

0.24

+1.32

Omega ratio

Gain probability vs. loss probability

1.24

1.03

+0.21

Calmar ratio

Return relative to maximum drawdown

1.25

0.00

+1.25

Martin ratio

Return relative to average drawdown

5.76

0.01

+5.75

NQVRX vs. CIMDX - Sharpe Ratio Comparison

The current NQVRX Sharpe Ratio is 1.09, which is higher than the CIMDX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of NQVRX and CIMDX, 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


NQVRXCIMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.07

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.10

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.40

-0.01

Correlation

The correlation between NQVRX and CIMDX is 0.83, 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.


Dividends

NQVRX vs. CIMDX - Dividend Comparison

NQVRX's dividend yield for the trailing twelve months is around 1.86%, less than CIMDX's 3.49% yield.


TTM20252024202320222021202020192018201720162015
NQVRX
Nuveen Multi Cap Value Fund
1.86%1.87%1.86%1.29%1.42%1.23%3.40%1.34%0.00%1.99%1.02%1.05%
CIMDX
Clarkston Founders Fund
3.49%3.24%0.45%1.62%6.38%0.44%0.91%3.32%2.27%0.41%0.00%0.00%

Drawdowns

NQVRX vs. CIMDX - Drawdown Comparison

The maximum NQVRX drawdown since its inception was -67.80%, which is greater than CIMDX's maximum drawdown of -31.86%. Use the drawdown chart below to compare losses from any high point for NQVRX and CIMDX.


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Drawdown Indicators


NQVRXCIMDXDifference

Max Drawdown

Largest peak-to-trough decline

-67.80%

-31.86%

-35.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-11.30%

-2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-17.93%

-21.26%

+3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-42.26%

Current Drawdown

Current decline from peak

-7.37%

-10.49%

+3.12%

Average Drawdown

Average peak-to-trough decline

-11.05%

-5.88%

-5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.57%

-0.60%

Volatility

NQVRX vs. CIMDX - Volatility Comparison

Nuveen Multi Cap Value Fund (NQVRX) and Clarkston Founders Fund (CIMDX) have volatilities of 4.55% and 4.56%, 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


NQVRXCIMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

4.56%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

11.25%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

18.62%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

15.78%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.07%

17.50%

+1.57%