NSMRX vs. VSTCX
NSMRX (Nuveen Small/Mid Cap Value Fund) and VSTCX (Vanguard Strategic Small-Cap Equity Fund) are both Small Cap Blend Equities funds. Over the past 10 years, NSMRX returned 12.80%/yr vs 13.03%/yr for VSTCX. Their correlation of 0.94 suggests significant overlap in exposure. NSMRX charges 1.05%/yr vs 0.26%/yr for VSTCX.
Performance
NSMRX vs. VSTCX - Performance Comparison
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Returns By Period
In the year-to-date period, NSMRX achieves a 18.58% return, which is significantly lower than VSTCX's 20.84% return. Both investments have delivered pretty close results over the past 10 years, with NSMRX having a 12.80% annualized return and VSTCX not far ahead at 13.03%.
NSMRX
- 1D
- 1.23%
- 1M
- 0.12%
- YTD
- 18.58%
- 6M
- 16.21%
- 1Y
- 37.67%
- 3Y*
- 19.95%
- 5Y*
- 14.33%
- 10Y*
- 12.80%
VSTCX
- 1D
- 1.49%
- 1M
- 4.62%
- YTD
- 20.84%
- 6M
- 18.00%
- 1Y
- 45.39%
- 3Y*
- 21.98%
- 5Y*
- 13.15%
- 10Y*
- 13.03%
NSMRX vs. VSTCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSMRX Nuveen Small/Mid Cap Value Fund | 18.58% | 12.10% | 20.17% | 14.45% | -5.69% | 39.41% | 0.97% | 30.56% | -19.00% | 10.35% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 20.84% | 15.20% | 15.40% | 21.34% | -13.00% | 33.53% | 8.38% | 22.18% | -11.87% | 9.21% |
Correlation
The correlation between NSMRX and VSTCX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2006 | 0.94 |
The correlation between NSMRX and VSTCX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
NSMRX vs. VSTCX — Risk / Return Rank
NSMRX
VSTCX
NSMRX vs. VSTCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Small/Mid Cap Value Fund (NSMRX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NSMRX | VSTCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.43 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 5.62 | -2.03 |
| Martin ratioReturn relative to average drawdown | 13.06 | 19.82 | -6.76 |
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Drawdowns
NSMRX vs. VSTCX - Drawdown Comparison
The maximum NSMRX drawdown since its inception was -68.14%, which is greater than VSTCX's maximum drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for NSMRX and VSTCX.
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Drawdown Indicators
| NSMRX | VSTCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.14% | -62.50% | -5.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -8.08% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -24.02% | -27.47% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.02% | -27.47% | +3.45% |
Max Drawdown (10Y)Largest decline over 10 years | -44.57% | -48.08% | +3.51% |
Current DrawdownCurrent decline from peak | -1.77% | 0.00% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -10.63% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.29% | +0.60% |
Volatility
NSMRX vs. VSTCX - Volatility Comparison
Nuveen Small/Mid Cap Value Fund (NSMRX) has a higher volatility of 6.02% compared to Vanguard Strategic Small-Cap Equity Fund (VSTCX) at 5.38%. This indicates that NSMRX's price experiences larger fluctuations and is considered to be riskier than VSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSMRX | VSTCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 5.38% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 12.52% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 17.85% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.39% | 22.02% | -2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.44% | 23.49% | -2.05% |
NSMRX vs. VSTCX - Expense Ratio Comparison
NSMRX has a 1.05% expense ratio, which is higher than VSTCX's 0.26% expense ratio.
Dividends
NSMRX vs. VSTCX - Dividend Comparison
NSMRX's dividend yield for the trailing twelve months is around 5.81%, less than VSTCX's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSMRX Nuveen Small/Mid Cap Value Fund | 5.81% | 6.89% | 11.02% | 0.69% | 5.19% | 19.32% | 0.46% | 0.55% | 43.81% | 5.27% | 0.00% | 0.00% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 6.25% | 7.55% | 9.66% | 2.50% | 7.44% | 19.92% | 1.24% | 4.14% | 11.74% | 5.76% | 1.35% | 2.33% |
Frequently Asked Questions
With a correlation of 0.90, NSMRX and VSTCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
NSMRX has higher volatility (6.02%) compared to VSTCX (5.38%). In terms of maximum drawdown, NSMRX dropped -68.14% vs VSTCX's -62.50%.
VSTCX currently has the higher Sharpe Ratio (2.54 vs 2.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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