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NSBRX vs. GERIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSBRX vs. GERIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Dividend Growth Fund (NSBRX) and Goldman Sachs Emerging Markets Equity Insights Fund (GERIX). The values are adjusted to include any dividend payments, if applicable.

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NSBRX vs. GERIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSBRX
Nuveen Dividend Growth Fund
-2.40%10.03%17.56%15.08%-9.63%27.17%9.79%41.88%-4.36%20.07%
GERIX
Goldman Sachs Emerging Markets Equity Insights Fund
5.19%32.58%7.76%12.90%-21.20%1.15%20.65%13.69%-16.12%39.32%

Returns By Period

In the year-to-date period, NSBRX achieves a -2.40% return, which is significantly lower than GERIX's 5.19% return. Over the past 10 years, NSBRX has outperformed GERIX with an annualized return of 12.44%, while GERIX has yielded a comparatively lower 8.79% annualized return.


NSBRX

1D
1.84%
1M
-5.23%
YTD
-2.40%
6M
-2.56%
1Y
8.82%
3Y*
12.65%
5Y*
9.33%
10Y*
12.44%

GERIX

1D
2.62%
1M
-9.20%
YTD
5.19%
6M
8.21%
1Y
34.93%
3Y*
17.87%
5Y*
4.79%
10Y*
8.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSBRX vs. GERIX - Expense Ratio Comparison

NSBRX has a 0.67% expense ratio, which is lower than GERIX's 1.09% expense ratio.


Return for Risk

NSBRX vs. GERIX — Risk / Return Rank

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

NSBRX
NSBRX Risk / Return Rank: 2424
Overall Rank
NSBRX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NSBRX Sortino Ratio Rank: 2222
Sortino Ratio Rank
NSBRX Omega Ratio Rank: 2323
Omega Ratio Rank
NSBRX Calmar Ratio Rank: 2626
Calmar Ratio Rank
NSBRX Martin Ratio Rank: 3131
Martin Ratio Rank

GERIX
GERIX Risk / Return Rank: 8888
Overall Rank
GERIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GERIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
GERIX Omega Ratio Rank: 8787
Omega Ratio Rank
GERIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
GERIX Martin Ratio Rank: 8787
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.

NSBRX vs. GERIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Dividend Growth Fund (NSBRX) and Goldman Sachs Emerging Markets Equity Insights Fund (GERIX). 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.


NSBRXGERIXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.95

-1.34

Sortino ratio

Return per unit of downside risk

0.97

2.50

-1.53

Omega ratio

Gain probability vs. loss probability

1.14

1.38

-0.24

Calmar ratio

Return relative to maximum drawdown

0.82

2.48

-1.66

Martin ratio

Return relative to average drawdown

3.53

9.71

-6.18

NSBRX vs. GERIX - Sharpe Ratio Comparison

The current NSBRX Sharpe Ratio is 0.61, which is lower than the GERIX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of NSBRX and GERIX, 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


NSBRXGERIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.95

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.30

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.50

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.18

+0.40

Correlation

The correlation between NSBRX and GERIX is 0.67, 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

NSBRX vs. GERIX - Dividend Comparison

NSBRX's dividend yield for the trailing twelve months is around 9.19%, more than GERIX's 2.11% yield.


TTM20252024202320222021202020192018201720162015
NSBRX
Nuveen Dividend Growth Fund
9.19%9.26%6.82%3.01%3.58%3.67%4.68%15.68%7.04%4.57%1.75%6.24%
GERIX
Goldman Sachs Emerging Markets Equity Insights Fund
2.11%2.22%1.38%3.91%2.64%21.39%1.14%1.97%2.25%5.38%1.33%1.34%

Drawdowns

NSBRX vs. GERIX - Drawdown Comparison

The maximum NSBRX drawdown since its inception was -45.14%, smaller than the maximum GERIX drawdown of -65.24%. Use the drawdown chart below to compare losses from any high point for NSBRX and GERIX.


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Drawdown Indicators


NSBRXGERIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-65.24%

+20.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-13.26%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-19.79%

-37.26%

+17.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-41.58%

+7.89%

Current Drawdown

Current decline from peak

-6.10%

-10.98%

+4.88%

Average Drawdown

Average peak-to-trough decline

-5.28%

-14.99%

+9.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

3.38%

-0.88%

Volatility

NSBRX vs. GERIX - Volatility Comparison

The current volatility for Nuveen Dividend Growth Fund (NSBRX) is 4.11%, while Goldman Sachs Emerging Markets Equity Insights Fund (GERIX) has a volatility of 9.32%. This indicates that NSBRX experiences smaller price fluctuations and is considered to be less risky than GERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSBRXGERIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

9.32%

-5.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

14.11%

-6.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

18.40%

-3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.29%

16.30%

-2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

17.56%

-0.97%