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NSCRX vs. FASEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSCRX vs. FASEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Small-Cap Value Opportunities Fund (NSCRX) and Nuveen Mid Cap Value Fund (FASEX). The values are adjusted to include any dividend payments, if applicable.

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NSCRX vs. FASEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSCRX
Nuveen Small-Cap Value Opportunities Fund
0.14%7.33%20.22%16.67%-5.26%26.89%0.48%25.16%-19.12%12.11%
FASEX
Nuveen Mid Cap Value Fund
2.64%9.68%10.40%14.20%-10.63%34.84%1.19%26.68%-13.00%19.23%

Returns By Period

In the year-to-date period, NSCRX achieves a 0.14% return, which is significantly lower than FASEX's 2.64% return. Both investments have delivered pretty close results over the past 10 years, with NSCRX having a 9.42% annualized return and FASEX not far ahead at 9.89%.


NSCRX

1D
-0.96%
1M
-6.93%
YTD
0.14%
6M
2.62%
1Y
14.32%
3Y*
13.89%
5Y*
8.55%
10Y*
9.42%

FASEX

1D
-0.41%
1M
-6.34%
YTD
2.64%
6M
3.59%
1Y
17.10%
3Y*
11.79%
5Y*
7.98%
10Y*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSCRX vs. FASEX - Expense Ratio Comparison

NSCRX has a 0.94% expense ratio, which is lower than FASEX's 1.16% expense ratio.


Return for Risk

NSCRX vs. FASEX — Risk / Return Rank

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

NSCRX
NSCRX Risk / Return Rank: 3030
Overall Rank
NSCRX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NSCRX Sortino Ratio Rank: 3030
Sortino Ratio Rank
NSCRX Omega Ratio Rank: 2525
Omega Ratio Rank
NSCRX Calmar Ratio Rank: 3434
Calmar Ratio Rank
NSCRX Martin Ratio Rank: 3333
Martin Ratio Rank

FASEX
FASEX Risk / Return Rank: 4949
Overall Rank
FASEX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FASEX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FASEX Omega Ratio Rank: 5050
Omega Ratio Rank
FASEX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FASEX Martin Ratio Rank: 4848
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.

NSCRX vs. FASEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Small-Cap Value Opportunities Fund (NSCRX) and Nuveen Mid Cap Value Fund (FASEX). 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.


NSCRXFASEXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.96

-0.27

Sortino ratio

Return per unit of downside risk

1.09

1.42

-0.34

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratio

Return relative to maximum drawdown

0.94

1.07

-0.14

Martin ratio

Return relative to average drawdown

3.58

4.84

-1.26

NSCRX vs. FASEX - Sharpe Ratio Comparison

The current NSCRX Sharpe Ratio is 0.69, which is comparable to the FASEX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of NSCRX and FASEX, 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


NSCRXFASEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.96

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.44

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.49

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.50

-0.16

Correlation

The correlation between NSCRX and FASEX is 0.90, 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

NSCRX vs. FASEX - Dividend Comparison

NSCRX's dividend yield for the trailing twelve months is around 9.07%, less than FASEX's 14.29% yield.


TTM20252024202320222021202020192018201720162015
NSCRX
Nuveen Small-Cap Value Opportunities Fund
9.07%9.09%25.26%0.85%6.20%11.20%0.80%6.29%13.66%3.93%2.71%0.15%
FASEX
Nuveen Mid Cap Value Fund
14.29%14.67%5.29%3.12%6.32%4.02%1.06%0.89%4.48%7.93%3.67%3.49%

Drawdowns

NSCRX vs. FASEX - Drawdown Comparison

The maximum NSCRX drawdown since its inception was -70.39%, which is greater than FASEX's maximum drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for NSCRX and FASEX.


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Drawdown Indicators


NSCRXFASEXDifference

Max Drawdown

Largest peak-to-trough decline

-70.39%

-55.57%

-14.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-13.62%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-34.58%

-22.26%

-12.32%

Max Drawdown (10Y)

Largest decline over 10 years

-47.18%

-44.56%

-2.62%

Current Drawdown

Current decline from peak

-15.42%

-6.83%

-8.59%

Average Drawdown

Average peak-to-trough decline

-12.58%

-8.97%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.01%

+0.39%

Volatility

NSCRX vs. FASEX - Volatility Comparison

Nuveen Small-Cap Value Opportunities Fund (NSCRX) has a higher volatility of 6.06% compared to Nuveen Mid Cap Value Fund (FASEX) at 5.25%. This indicates that NSCRX's price experiences larger fluctuations and is considered to be riskier than FASEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSCRXFASEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

5.25%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

9.91%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.21%

18.72%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.30%

18.04%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.76%

20.17%

+3.59%