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NURE vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


NUREFXAIX
YTD Return-2.31%7.86%
1Y Return4.35%25.51%
3Y Return (Ann)1.64%9.04%
5Y Return (Ann)3.52%13.90%
Sharpe Ratio0.212.33
Daily Std Dev18.44%11.69%
Max Drawdown-46.05%-33.79%
Current Drawdown-21.92%-2.44%

Correlation

0.54
-1.001.00

The correlation between NURE and FXAIX is 0.54, 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.

Performance

NURE vs. FXAIX - Performance Comparison

In the year-to-date period, NURE achieves a -2.31% return, which is significantly lower than FXAIX's 7.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
12.52%
19.28%
NURE
FXAIX

Compare stocks, funds, or ETFs


Nuveen Short-Term REIT ETF

Fidelity 500 Index Fund

NURE vs. FXAIX - Expense Ratio Comparison

NURE has a 0.35% expense ratio, which is higher than FXAIX's 0.02% expense ratio.

NURE
Nuveen Short-Term REIT ETF
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

NURE vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Short-Term REIT ETF (NURE) and Fidelity 500 Index Fund (FXAIX). 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.


NURE
Sharpe ratio
The Sharpe ratio of NURE compared to the broader market0.002.004.000.21
Sortino ratio
The Sortino ratio of NURE compared to the broader market-2.000.002.004.006.008.0010.000.46
Omega ratio
The Omega ratio of NURE compared to the broader market1.001.502.002.501.05
Calmar ratio
The Calmar ratio of NURE compared to the broader market0.002.004.006.008.0010.0012.000.11
Martin ratio
The Martin ratio of NURE compared to the broader market0.0020.0040.0060.0080.000.54
FXAIX
Sharpe ratio
The Sharpe ratio of FXAIX compared to the broader market0.002.004.002.33
Sortino ratio
The Sortino ratio of FXAIX compared to the broader market-2.000.002.004.006.008.0010.003.35
Omega ratio
The Omega ratio of FXAIX compared to the broader market1.001.502.002.501.41
Calmar ratio
The Calmar ratio of FXAIX compared to the broader market0.002.004.006.008.0010.0012.002.00
Martin ratio
The Martin ratio of FXAIX compared to the broader market0.0020.0040.0060.0080.009.94

NURE vs. FXAIX - Sharpe Ratio Comparison

The current NURE Sharpe Ratio is 0.21, which is lower than the FXAIX Sharpe Ratio of 2.33. The chart below compares the 12-month rolling Sharpe Ratio of NURE and FXAIX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.21
2.33
NURE
FXAIX

Dividends

NURE vs. FXAIX - Dividend Comparison

NURE's dividend yield for the trailing twelve months is around 3.95%, more than FXAIX's 1.36% yield.


TTM20232022202120202019201820172016201520142013
NURE
Nuveen Short-Term REIT ETF
3.95%3.73%2.80%1.34%2.87%3.28%4.08%3.82%0.48%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.36%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%

Drawdowns

NURE vs. FXAIX - Drawdown Comparison

The maximum NURE drawdown since its inception was -46.05%, which is greater than FXAIX's maximum drawdown of -33.79%. The drawdown chart below compares losses from any high point along the way for NURE and FXAIX


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-21.92%
-2.44%
NURE
FXAIX

Volatility

NURE vs. FXAIX - Volatility Comparison

Nuveen Short-Term REIT ETF (NURE) has a higher volatility of 6.51% compared to Fidelity 500 Index Fund (FXAIX) at 3.16%. This indicates that NURE's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
6.51%
3.16%
NURE
FXAIX