NVLIX vs. ESGV
Compare and contrast key facts about Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) and Vanguard ESG U.S. Stock ETF (ESGV).
NVLIX is managed by Nuveen. It was launched on May 15, 2009. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018.
Performance
NVLIX vs. ESGV - Performance Comparison
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NVLIX vs. ESGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I | -14.74% | 12.76% | 29.48% | 43.60% | -31.31% | 27.62% | 37.97% | 33.54% | -15.85% |
ESGV Vanguard ESG U.S. Stock ETF | -6.94% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.59% |
Returns By Period
In the year-to-date period, NVLIX achieves a -14.74% return, which is significantly lower than ESGV's -6.94% return.
NVLIX
- 1D
- -0.77%
- 1M
- -9.92%
- YTD
- -14.74%
- 6M
- -14.11%
- 1Y
- 6.84%
- 3Y*
- 16.78%
- 5Y*
- 9.29%
- 10Y*
- 15.06%
ESGV
- 1D
- 3.40%
- 1M
- -5.45%
- YTD
- -6.94%
- 6M
- -4.73%
- 1Y
- 15.76%
- 3Y*
- 17.42%
- 5Y*
- 9.75%
- 10Y*
- —
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NVLIX vs. ESGV - Expense Ratio Comparison
NVLIX has a 0.83% expense ratio, which is higher than ESGV's 0.09% expense ratio.
Return for Risk
NVLIX vs. ESGV — Risk / Return Rank
NVLIX
ESGV
NVLIX vs. ESGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) and Vanguard ESG U.S. Stock ETF (ESGV). 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.
| NVLIX | ESGV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 0.81 | -0.52 |
Sortino ratioReturn per unit of downside risk | 0.58 | 1.29 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.19 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.15 | 1.33 | -1.17 |
Martin ratioReturn relative to average drawdown | 0.49 | 5.29 | -4.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NVLIX | ESGV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.81 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.54 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.61 | +0.13 |
Correlation
The correlation between NVLIX and ESGV is 0.93, 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.
Dividends
NVLIX vs. ESGV - Dividend Comparison
NVLIX's dividend yield for the trailing twelve months is around 26.33%, more than ESGV's 1.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I | 26.33% | 22.45% | 14.35% | 5.39% | 8.93% | 9.51% | 5.47% | 8.69% | 18.81% | 18.70% | 17.11% | 15.18% |
ESGV Vanguard ESG U.S. Stock ETF | 1.01% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% |
Drawdowns
NVLIX vs. ESGV - Drawdown Comparison
The maximum NVLIX drawdown since its inception was -39.57%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for NVLIX and ESGV.
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Drawdown Indicators
| NVLIX | ESGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.57% | -33.66% | -5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -19.01% | -12.28% | -6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -39.57% | -28.81% | -10.76% |
Max Drawdown (10Y)Largest decline over 10 years | -39.57% | — | — |
Current DrawdownCurrent decline from peak | -19.01% | -8.60% | -10.41% |
Average DrawdownAverage peak-to-trough decline | -6.20% | -6.55% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 3.08% | +2.73% |
Volatility
NVLIX vs. ESGV - Volatility Comparison
The current volatility for Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) is 5.48%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 6.09%. This indicates that NVLIX experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVLIX | ESGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 6.09% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 10.58% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.64% | 19.47% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.35% | 18.33% | +4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 20.72% | +1.25% |