NRIIX vs. VOO
Compare and contrast key facts about Nuveen Real Asset Income Fund (NRIIX) and Vanguard S&P 500 ETF (VOO).
NRIIX is managed by Nuveen. It was launched on Sep 12, 2011. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NRIIX or VOO.
Key characteristics
| NRIIX | VOO | |
|---|---|---|
| YTD Return | 8.81% | 26.88% |
| 1Y Return | 19.34% | 37.59% |
| 3Y Return (Ann) | 1.82% | 10.23% |
| 5Y Return (Ann) | 2.97% | 15.93% |
| 10Y Return (Ann) | 4.37% | 13.41% |
| Sharpe Ratio | 2.71 | 3.06 |
| Sortino Ratio | 4.06 | 4.08 |
| Omega Ratio | 1.55 | 1.58 |
| Calmar Ratio | 1.73 | 4.43 |
| Martin Ratio | 15.58 | 20.25 |
| Ulcer Index | 1.24% | 1.85% |
| Daily Std Dev | 7.13% | 12.23% |
| Max Drawdown | -37.35% | -33.99% |
| Current Drawdown | -2.83% | -0.30% |
Correlation
The correlation between NRIIX and VOO is 0.68, 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.
Performance
NRIIX vs. VOO - Performance Comparison
In the year-to-date period, NRIIX achieves a 8.81% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, NRIIX has underperformed VOO with an annualized return of 4.37%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NRIIX vs. VOO - Expense Ratio Comparison
NRIIX has a 0.91% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
NRIIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Asset Income Fund (NRIIX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
NRIIX vs. VOO - Dividend Comparison
NRIIX's dividend yield for the trailing twelve months is around 4.81%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRIIX Nuveen Real Asset Income Fund | 4.81% | 5.05% | 5.47% | 5.53% | 4.63% | 5.99% | 5.82% | 5.73% | 5.48% | 5.70% | 4.36% | 5.28% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
NRIIX vs. VOO - Drawdown Comparison
The maximum NRIIX drawdown since its inception was -37.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NRIIX and VOO. For additional features, visit the drawdowns tool.
Volatility
NRIIX vs. VOO - Volatility Comparison
The current volatility for Nuveen Real Asset Income Fund (NRIIX) is 2.10%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that NRIIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.