NQVRX vs. SPXX
Compare and contrast key facts about Nuveen Multi Cap Value Fund (NQVRX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX).
NQVRX is managed by Nuveen. It was launched on Nov 4, 1997. SPXX is an actively managed fund by Nuveen. It was launched on Nov 23, 2005.
Performance
NQVRX vs. SPXX - Performance Comparison
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NQVRX vs. SPXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NQVRX Nuveen Multi Cap Value Fund | 3.06% | 17.89% | 19.25% | 15.94% | -1.02% | 28.56% | -0.27% | 30.35% | -14.39% | 18.68% |
SPXX Nuveen S&P 500 Dynamic Overwrite Fund | -7.83% | 9.78% | 27.10% | 0.85% | -6.92% | 29.03% | -0.37% | 25.36% | -13.42% | 27.92% |
Returns By Period
In the year-to-date period, NQVRX achieves a 3.06% return, which is significantly higher than SPXX's -7.83% return. Over the past 10 years, NQVRX has outperformed SPXX with an annualized return of 12.26%, while SPXX has yielded a comparatively lower 9.25% annualized return.
NQVRX
- 1D
- 2.42%
- 1M
- -4.22%
- YTD
- 3.06%
- 6M
- 8.35%
- 1Y
- 21.81%
- 3Y*
- 17.63%
- 5Y*
- 12.22%
- 10Y*
- 12.26%
SPXX
- 1D
- 1.43%
- 1M
- -6.59%
- YTD
- -7.83%
- 6M
- -3.93%
- 1Y
- 3.85%
- 3Y*
- 9.58%
- 5Y*
- 7.13%
- 10Y*
- 9.25%
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NQVRX vs. SPXX - Expense Ratio Comparison
NQVRX has a 1.00% expense ratio, which is higher than SPXX's 0.89% expense ratio.
Return for Risk
NQVRX vs. SPXX — Risk / Return Rank
NQVRX
SPXX
NQVRX vs. SPXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Multi Cap Value Fund (NQVRX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). 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.
| NQVRX | SPXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.22 | +0.98 |
Sortino ratioReturn per unit of downside risk | 1.70 | 0.44 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.06 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 0.32 | +1.21 |
Martin ratioReturn relative to average drawdown | 6.99 | 1.11 | +5.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NQVRX | SPXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.22 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.45 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.50 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.36 | +0.03 |
Correlation
The correlation between NQVRX and SPXX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NQVRX vs. SPXX - Dividend Comparison
NQVRX's dividend yield for the trailing twelve months is around 1.81%, less than SPXX's 8.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NQVRX Nuveen Multi Cap Value Fund | 1.81% | 1.87% | 1.86% | 1.29% | 1.42% | 1.23% | 3.40% | 1.34% | 0.00% | 1.99% | 1.02% | 1.05% |
SPXX Nuveen S&P 500 Dynamic Overwrite Fund | 8.28% | 7.48% | 6.87% | 7.82% | 7.30% | 5.27% | 6.56% | 6.44% | 7.98% | 5.69% | 5.14% | 7.75% |
Drawdowns
NQVRX vs. SPXX - Drawdown Comparison
The maximum NQVRX drawdown since its inception was -67.80%, which is greater than SPXX's maximum drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for NQVRX and SPXX.
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Drawdown Indicators
| NQVRX | SPXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.80% | -52.39% | -15.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -13.00% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -17.93% | -18.09% | +0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -42.26% | -43.99% | +1.73% |
Current DrawdownCurrent decline from peak | -5.13% | -9.24% | +4.11% |
Average DrawdownAverage peak-to-trough decline | -11.05% | -7.51% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.75% | -0.76% |
Volatility
NQVRX vs. SPXX - Volatility Comparison
Nuveen Multi Cap Value Fund (NQVRX) has a higher volatility of 5.27% compared to Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) at 4.96%. This indicates that NQVRX's price experiences larger fluctuations and is considered to be riskier than SPXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NQVRX | SPXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 4.96% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 9.29% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.29% | 17.96% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 15.80% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.09% | 18.39% | +0.70% |