NULG vs. VINIX
Compare and contrast key facts about Nuveen ESG Large-Cap Growth ETF (NULG) and Vanguard Institutional Index Fund Institutional Shares (VINIX).
NULG is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG USA Large Cap Growth. It was launched on Dec 13, 2016. VINIX is managed by Vanguard. It was launched on Jul 31, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NULG or VINIX.
Performance
NULG vs. VINIX - Performance Comparison
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with NULG at 25.02% and VINIX at 25.02%.
NULG
25.02%
3.06%
12.82%
35.66%
18.99%
N/A
VINIX
25.02%
0.59%
11.74%
32.35%
15.49%
13.11%
Key characteristics
| NULG | VINIX | |
|---|---|---|
| Sharpe Ratio | 2.14 | 2.66 |
| Sortino Ratio | 2.83 | 3.55 |
| Omega Ratio | 1.39 | 1.49 |
| Calmar Ratio | 2.88 | 3.85 |
| Martin Ratio | 10.77 | 17.34 |
| Ulcer Index | 3.28% | 1.88% |
| Daily Std Dev | 16.60% | 12.27% |
| Max Drawdown | -36.17% | -55.19% |
| Current Drawdown | -2.91% | -1.75% |
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NULG vs. VINIX - Expense Ratio Comparison
NULG has a 0.25% expense ratio, which is higher than VINIX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between NULG and VINIX is 0.88, 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.
Risk-Adjusted Performance
NULG vs. VINIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Large-Cap Growth ETF (NULG) and Vanguard Institutional Index Fund Institutional Shares (VINIX). 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.
Dividends
NULG vs. VINIX - Dividend Comparison
NULG's dividend yield for the trailing twelve months is around 0.34%, less than VINIX's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NULG Nuveen ESG Large-Cap Growth ETF | 0.34% | 0.43% | 0.40% | 5.05% | 2.69% | 1.10% | 3.73% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% |
VINIX Vanguard Institutional Index Fund Institutional Shares | 1.26% | 1.47% | 1.74% | 1.28% | 1.59% | 1.91% | 2.13% | 1.82% | 2.07% | 2.45% | 1.88% | 1.85% |
Drawdowns
NULG vs. VINIX - Drawdown Comparison
The maximum NULG drawdown since its inception was -36.17%, smaller than the maximum VINIX drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NULG and VINIX. For additional features, visit the drawdowns tool.
Volatility
NULG vs. VINIX - Volatility Comparison
Nuveen ESG Large-Cap Growth ETF (NULG) has a higher volatility of 5.70% compared to Vanguard Institutional Index Fund Institutional Shares (VINIX) at 4.05%. This indicates that NULG's price experiences larger fluctuations and is considered to be riskier than VINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.