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NSCRX vs. SSLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSCRX vs. SSLCX - Performance Comparison

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

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NSCRX vs. SSLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSCRX
Nuveen Small-Cap Value Opportunities Fund
3.01%7.33%20.22%16.67%-5.26%26.89%0.48%25.16%-19.12%12.11%
SSLCX
DWS Small Cap Core Fund
2.41%4.99%9.85%13.09%-13.53%41.16%14.65%21.72%-14.28%11.63%

Returns By Period

In the year-to-date period, NSCRX achieves a 3.01% return, which is significantly higher than SSLCX's 2.41% return. Both investments have delivered pretty close results over the past 10 years, with NSCRX having a 9.73% annualized return and SSLCX not far ahead at 10.13%.


NSCRX

1D
2.87%
1M
-5.07%
YTD
3.01%
6M
5.21%
1Y
17.13%
3Y*
14.97%
5Y*
8.76%
10Y*
9.73%

SSLCX

1D
2.02%
1M
-2.26%
YTD
2.41%
6M
-0.12%
1Y
9.98%
3Y*
9.67%
5Y*
5.66%
10Y*
10.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSCRX vs. SSLCX - Expense Ratio Comparison

NSCRX has a 0.94% expense ratio, which is lower than SSLCX's 0.95% expense ratio.


Return for Risk

NSCRX vs. SSLCX — Risk / Return Rank

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

NSCRX
NSCRX Risk / Return Rank: 3333
Overall Rank
NSCRX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
NSCRX Sortino Ratio Rank: 3333
Sortino Ratio Rank
NSCRX Omega Ratio Rank: 2727
Omega Ratio Rank
NSCRX Calmar Ratio Rank: 3737
Calmar Ratio Rank
NSCRX Martin Ratio Rank: 3737
Martin Ratio Rank

SSLCX
SSLCX Risk / Return Rank: 2020
Overall Rank
SSLCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 2020
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 1717
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 2222
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. SSLCX - Risk-Adjusted Trends Comparison

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


NSCRXSSLCXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.62

+0.21

Sortino ratio

Return per unit of downside risk

1.28

0.97

+0.30

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

1.21

0.89

+0.32

Martin ratio

Return relative to average drawdown

4.61

2.88

+1.72

NSCRX vs. SSLCX - Sharpe Ratio Comparison

The current NSCRX Sharpe Ratio is 0.83, which is higher than the SSLCX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of NSCRX and SSLCX, 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


NSCRXSSLCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.62

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.32

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.48

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.37

-0.03

Correlation

The correlation between NSCRX and SSLCX is 0.92, 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. SSLCX - Dividend Comparison

NSCRX's dividend yield for the trailing twelve months is around 8.82%, more than SSLCX's 1.18% yield.


TTM20252024202320222021202020192018201720162015
NSCRX
Nuveen Small-Cap Value Opportunities Fund
8.82%9.09%25.26%0.85%6.20%11.20%0.80%6.29%13.66%3.93%2.71%0.15%
SSLCX
DWS Small Cap Core Fund
1.18%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%

Drawdowns

NSCRX vs. SSLCX - Drawdown Comparison

The maximum NSCRX drawdown since its inception was -70.39%, which is greater than SSLCX's maximum drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for NSCRX and SSLCX.


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Drawdown Indicators


NSCRXSSLCXDifference

Max Drawdown

Largest peak-to-trough decline

-70.39%

-63.14%

-7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-10.06%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-34.58%

-22.57%

-12.01%

Max Drawdown (10Y)

Largest decline over 10 years

-47.18%

-48.07%

+0.89%

Current Drawdown

Current decline from peak

-13.00%

-3.65%

-9.35%

Average Drawdown

Average peak-to-trough decline

-12.58%

-11.38%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.09%

+0.33%

Volatility

NSCRX vs. SSLCX - Volatility Comparison

Nuveen Small-Cap Value Opportunities Fund (NSCRX) has a higher volatility of 6.75% compared to DWS Small Cap Core Fund (SSLCX) at 5.03%. This indicates that NSCRX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSCRXSSLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

5.03%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

11.18%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

21.35%

17.61%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.34%

17.65%

+5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

21.07%

+2.71%