NUMV vs. VFIAX
Compare and contrast key facts about Nuveen ESG Mid-Cap Value ETF (NUMV) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
NUMV is a passively managed fund by Nuveen that tracks the performance of the MSCI TIAA ESG USA Mid Cap Value. It was launched on Dec 13, 2016. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUMV or VFIAX.
Key characteristics
| NUMV | VFIAX | |
|---|---|---|
| YTD Return | 18.71% | 27.24% |
| 1Y Return | 37.49% | 37.81% |
| 3Y Return (Ann) | 2.97% | 10.32% |
| 5Y Return (Ann) | 8.37% | 16.00% |
| Sharpe Ratio | 2.85 | 3.24 |
| Sortino Ratio | 3.97 | 4.29 |
| Omega Ratio | 1.50 | 1.61 |
| Calmar Ratio | 1.78 | 4.73 |
| Martin Ratio | 17.02 | 21.42 |
| Ulcer Index | 2.28% | 1.87% |
| Daily Std Dev | 13.63% | 12.29% |
| Max Drawdown | -43.46% | -55.20% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between NUMV and VFIAX is 0.77, 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.
Performance
NUMV vs. VFIAX - Performance Comparison
In the year-to-date period, NUMV achieves a 18.71% return, which is significantly lower than VFIAX's 27.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NUMV vs. VFIAX - Expense Ratio Comparison
NUMV has a 0.30% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
NUMV vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Value ETF (NUMV) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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
NUMV vs. VFIAX - Dividend Comparison
NUMV's dividend yield for the trailing twelve months is around 1.85%, more than VFIAX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NUMV Nuveen ESG Mid-Cap Value ETF | 1.85% | 2.20% | 5.78% | 6.62% | 1.38% | 2.40% | 4.01% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
NUMV vs. VFIAX - Drawdown Comparison
The maximum NUMV drawdown since its inception was -43.46%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for NUMV and VFIAX. For additional features, visit the drawdowns tool.
Volatility
NUMV vs. VFIAX - Volatility Comparison
Nuveen ESG Mid-Cap Value ETF (NUMV) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 3.81% and 3.89%, 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.