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NUMV vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

NUMV vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen ESG Mid-Cap Value ETF (NUMV) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.64%
9.58%
NUMV
VFIAX

Key characteristics

Sharpe Ratio

NUMV:

1.09

VFIAX:

2.17

Sortino Ratio

NUMV:

1.56

VFIAX:

2.89

Omega Ratio

NUMV:

1.19

VFIAX:

1.41

Calmar Ratio

NUMV:

1.13

VFIAX:

3.21

Martin Ratio

NUMV:

5.47

VFIAX:

14.16

Ulcer Index

NUMV:

2.59%

VFIAX:

1.92%

Daily Std Dev

NUMV:

13.05%

VFIAX:

12.52%

Max Drawdown

NUMV:

-43.46%

VFIAX:

-55.20%

Current Drawdown

NUMV:

-6.40%

VFIAX:

-2.16%

Returns By Period

In the year-to-date period, NUMV achieves a 13.63% return, which is significantly lower than VFIAX's 26.50% return.


NUMV

YTD

13.63%

1M

-4.98%

6M

8.64%

1Y

14.18%

5Y*

6.81%

10Y*

N/A

VFIAX

YTD

26.50%

1M

-0.13%

6M

10.01%

1Y

26.93%

5Y*

14.84%

10Y*

13.06%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NUMV vs. VFIAX - Expense Ratio Comparison

NUMV has a 0.30% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


NUMV
Nuveen ESG Mid-Cap Value ETF
Expense ratio chart for NUMV: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.


Sharpe ratio
The chart of Sharpe ratio for NUMV, currently valued at 1.09, compared to the broader market0.002.004.001.092.16
The chart of Sortino ratio for NUMV, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.001.562.87
The chart of Omega ratio for NUMV, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.40
The chart of Calmar ratio for NUMV, currently valued at 1.13, compared to the broader market0.005.0010.0015.001.133.19
The chart of Martin ratio for NUMV, currently valued at 5.47, compared to the broader market0.0020.0040.0060.0080.00100.005.4714.01
NUMV
VFIAX

The current NUMV Sharpe Ratio is 1.09, which is lower than the VFIAX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of NUMV and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.09
2.16
NUMV
VFIAX

Dividends

NUMV vs. VFIAX - Dividend Comparison

NUMV's dividend yield for the trailing twelve months is around 1.79%, more than VFIAX's 0.90% yield.


TTM20232022202120202019201820172016201520142013
NUMV
Nuveen ESG Mid-Cap Value ETF
1.79%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
0.90%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.40%
-2.16%
NUMV
VFIAX

Volatility

NUMV vs. VFIAX - Volatility Comparison

Nuveen ESG Mid-Cap Value ETF (NUMV) has a higher volatility of 4.16% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.76%. This indicates that NUMV's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.16%
3.76%
NUMV
VFIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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