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NUGIX vs. SPXX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUGIX vs. SPXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Global Dividend Growth Fund (NUGIX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). The values are adjusted to include any dividend payments, if applicable.

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NUGIX vs. SPXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUGIX
Nuveen Global Dividend Growth Fund
-2.62%11.76%15.34%14.49%-9.86%19.98%4.02%28.15%-9.00%19.91%
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
-7.83%9.78%27.10%0.85%-6.92%29.03%-0.37%25.36%-13.42%27.92%

Returns By Period

In the year-to-date period, NUGIX achieves a -2.62% return, which is significantly higher than SPXX's -7.83% return. Both investments have delivered pretty close results over the past 10 years, with NUGIX having a 9.07% annualized return and SPXX not far ahead at 9.25%.


NUGIX

1D
1.92%
1M
-5.76%
YTD
-2.62%
6M
-1.21%
1Y
10.51%
3Y*
11.58%
5Y*
7.96%
10Y*
9.07%

SPXX

1D
1.43%
1M
-6.59%
YTD
-7.83%
6M
-3.93%
1Y
3.85%
3Y*
9.58%
5Y*
7.13%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUGIX vs. SPXX - Expense Ratio Comparison

Both NUGIX and SPXX have an expense ratio of 0.89%.


Return for Risk

NUGIX vs. SPXX — Risk / Return Rank

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

NUGIX
NUGIX Risk / Return Rank: 2828
Overall Rank
NUGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NUGIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
NUGIX Omega Ratio Rank: 2727
Omega Ratio Rank
NUGIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
NUGIX Martin Ratio Rank: 3333
Martin Ratio Rank

SPXX
SPXX Risk / Return Rank: 1010
Overall Rank
SPXX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SPXX Sortino Ratio Rank: 99
Sortino Ratio Rank
SPXX Omega Ratio Rank: 99
Omega Ratio Rank
SPXX Calmar Ratio Rank: 1111
Calmar Ratio Rank
SPXX Martin Ratio Rank: 1212
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.

NUGIX vs. SPXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Global Dividend Growth Fund (NUGIX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). 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.


NUGIXSPXXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.22

+0.51

Sortino ratio

Return per unit of downside risk

1.12

0.44

+0.68

Omega ratio

Gain probability vs. loss probability

1.16

1.06

+0.10

Calmar ratio

Return relative to maximum drawdown

0.93

0.32

+0.61

Martin ratio

Return relative to average drawdown

3.99

1.11

+2.88

NUGIX vs. SPXX - Sharpe Ratio Comparison

The current NUGIX Sharpe Ratio is 0.72, which is higher than the SPXX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of NUGIX and SPXX, 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


NUGIXSPXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.22

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.45

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.50

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.36

+0.26

Correlation

The correlation between NUGIX and SPXX is 0.66, 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

NUGIX vs. SPXX - Dividend Comparison

NUGIX's dividend yield for the trailing twelve months is around 11.75%, more than SPXX's 8.28% yield.


TTM20252024202320222021202020192018201720162015
NUGIX
Nuveen Global Dividend Growth Fund
11.75%11.74%7.84%1.53%4.27%7.70%1.86%3.76%4.98%15.70%2.02%1.95%
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
8.28%7.48%6.87%7.82%7.30%5.27%6.56%6.44%7.98%5.69%5.14%7.75%

Drawdowns

NUGIX vs. SPXX - Drawdown Comparison

The maximum NUGIX drawdown since its inception was -33.65%, smaller than the maximum SPXX drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for NUGIX and SPXX.


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Drawdown Indicators


NUGIXSPXXDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-52.39%

+18.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-13.00%

+2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

-18.09%

-3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-43.99%

+10.34%

Current Drawdown

Current decline from peak

-6.81%

-9.24%

+2.43%

Average Drawdown

Average peak-to-trough decline

-3.57%

-7.51%

+3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

3.75%

-1.22%

Volatility

NUGIX vs. SPXX - Volatility Comparison

Nuveen Global Dividend Growth Fund (NUGIX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) have volatilities of 4.72% and 4.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NUGIXSPXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.96%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

9.29%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

17.96%

-2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.78%

15.80%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

18.39%

-2.90%