NSBRX vs. SSSYX
Compare and contrast key facts about Nuveen Dividend Growth Fund (NSBRX) and State Street Equity 500 Index Fund Class K (SSSYX).
NSBRX is managed by Nuveen. It was launched on Mar 28, 2006. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
NSBRX vs. SSSYX - Performance Comparison
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NSBRX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSBRX Nuveen Dividend Growth Fund | -2.48% | 10.03% | 17.56% | 15.08% | -9.63% | 27.17% | 9.79% | 41.88% | -4.36% | 20.07% |
SSSYX State Street Equity 500 Index Fund Class K | -3.65% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, NSBRX achieves a -2.48% return, which is significantly higher than SSSYX's -3.65% return. Over the past 10 years, NSBRX has underperformed SSSYX with an annualized return of 12.43%, while SSSYX has yielded a comparatively higher 14.10% annualized return.
NSBRX
- 1D
- -0.08%
- 1M
- -4.34%
- YTD
- -2.48%
- 6M
- -2.29%
- 1Y
- 8.23%
- 3Y*
- 12.62%
- 5Y*
- 9.31%
- 10Y*
- 12.43%
SSSYX
- 1D
- 0.72%
- 1M
- -3.43%
- YTD
- -3.65%
- 6M
- -1.51%
- 1Y
- 17.35%
- 3Y*
- 18.57%
- 5Y*
- 11.91%
- 10Y*
- 14.10%
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NSBRX vs. SSSYX - Expense Ratio Comparison
NSBRX has a 0.67% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
NSBRX vs. SSSYX — Risk / Return Rank
NSBRX
SSSYX
NSBRX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Dividend Growth Fund (NSBRX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.
| NSBRX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.00 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.52 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.54 | -0.59 |
Martin ratioReturn relative to average drawdown | 4.02 | 7.30 | -3.28 |
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
| NSBRX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.00 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.71 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.11 | +0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.11 | +0.47 |
Correlation
The correlation between NSBRX and SSSYX is 0.93, 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
NSBRX vs. SSSYX - Dividend Comparison
NSBRX's dividend yield for the trailing twelve months is around 9.20%, more than SSSYX's 1.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSBRX Nuveen Dividend Growth Fund | 9.20% | 9.26% | 6.82% | 3.01% | 3.58% | 3.67% | 4.68% | 15.68% | 7.04% | 4.57% | 1.75% | 6.24% |
SSSYX State Street Equity 500 Index Fund Class K | 1.50% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
NSBRX vs. SSSYX - Drawdown Comparison
The maximum NSBRX drawdown since its inception was -45.14%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for NSBRX and SSSYX.
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Drawdown Indicators
| NSBRX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -91.48% | +46.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -8.88% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.79% | -24.49% | +4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -33.69% | -91.48% | +57.79% |
Current DrawdownCurrent decline from peak | -6.18% | -5.55% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -4.20% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.54% | -0.01% |
Volatility
NSBRX vs. SSSYX - Volatility Comparison
The current volatility for Nuveen Dividend Growth Fund (NSBRX) is 4.03%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.37%. This indicates that NSBRX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSBRX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 5.37% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 9.55% | -1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.11% | 18.30% | -3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 16.89% | -2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 124.41% | -107.83% |