NVLIX vs. FDGRX
NVLIX (Nuveen Winslow Large-Cap Growth ESG Fund Class I) and FDGRX (Fidelity Growth Company Fund) are both Large Cap Growth Equities funds. Over the past 10 years, NVLIX returned 16.67%/yr vs 21.52%/yr for FDGRX. Their 0.95 correlation means they have historically moved very closely together. NVLIX charges 0.83%/yr vs 0.52%/yr for FDGRX.
Performance
NVLIX vs. FDGRX - Performance Comparison
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Returns By Period
In the year-to-date period, NVLIX achieves a 3.48% return, which is significantly lower than FDGRX's 15.01% return. Over the past 10 years, NVLIX has underperformed FDGRX with an annualized return of 16.67%, while FDGRX has yielded a comparatively higher 21.52% annualized return.
NVLIX
- 1D
- 2.74%
- 1M
- -1.99%
- 6M
- 6.07%
- YTD
- 3.48%
- 1Y
- 9.29%
- 3Y*
- 18.81%
- 5Y*
- 9.80%
- 10Y*
- 16.67%
- ALL TIME*
- 16.01%
FDGRX
- 1D
- 2.88%
- 1M
- -4.50%
- 6M
- 12.24%
- YTD
- 15.01%
- 1Y
- 27.79%
- 3Y*
- 25.32%
- 5Y*
- 13.97%
- 10Y*
- 21.52%
- ALL TIME*
- 14.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NVLIX vs. FDGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I | 3.48% | 12.76% | 29.48% | 43.60% | -31.31% | 27.62% | 37.97% | 33.54% | 3.02% | 33.09% |
FDGRX Fidelity Growth Company Fund | 15.01% | 18.54% | 37.18% | 47.25% | -33.86% | 22.57% | 67.42% | 38.40% | -4.14% | 36.76% |
Correlation
The correlation between NVLIX and FDGRX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 15, 2009 | 0.95 |
The correlation between NVLIX and FDGRX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
NVLIX vs. FDGRX — Risk / Return Rank
NVLIX
FDGRX
NVLIX vs. FDGRX - 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 Fidelity Growth Company Fund (FDGRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NVLIX | FDGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.22 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 2.04 | -1.66 |
| Martin ratioReturn relative to average drawdown | 1.11 | 6.83 | -5.72 |
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Drawdowns
NVLIX vs. FDGRX - Drawdown Comparison
The maximum NVLIX drawdown since its inception was -39.57%, smaller than the maximum FDGRX drawdown of -71.62%. Use the drawdown chart below to compare losses from any high point for NVLIX and FDGRX.
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Drawdown Indicators
| NVLIX | FDGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.57% | -71.62% | +32.05% |
Max Drawdown (1Y)Largest decline over 1 year | -19.01% | -12.60% | -6.41% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -26.19% | +2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -39.57% | -40.25% | +0.68% |
Max Drawdown (10Y)Largest decline over 10 years | -39.57% | -40.25% | +0.68% |
Current DrawdownCurrent decline from peak | -5.51% | -7.06% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -15.86% | +9.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 3.74% | +2.59% |
Volatility
NVLIX vs. FDGRX - Volatility Comparison
The current volatility for Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) is 5.80%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 6.23%. This indicates that NVLIX experiences smaller price fluctuations and is considered to be less risky than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVLIX | FDGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 6.23% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 14.47% | 15.89% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.18% | 20.62% | -2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.67% | 24.26% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.17% | 23.50% | -1.33% |
NVLIX vs. FDGRX - Expense Ratio Comparison
NVLIX has a 0.83% expense ratio, which is higher than FDGRX's 0.52% expense ratio.
Dividends
NVLIX vs. FDGRX - Dividend Comparison
NVLIX's dividend yield for the trailing twelve months is around 21.70%, while FDGRX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDGRX Fidelity Growth Company Fund | 0.00% | 0.00% | 8.86% | 3.83% | 7.20% | 10.67% | 8.86% | 3.84% | 6.38% | 4.73% | 6.16% | 3.92% |
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I | 21.70% | 22.45% | 14.35% | 5.39% | 8.93% | 9.51% | 5.47% | 8.69% | 18.81% | 18.70% | 17.11% | 15.18% |
Frequently Asked Questions
With a correlation of 0.94, NVLIX and FDGRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FDGRX has higher volatility (6.23%) compared to NVLIX (5.80%). In terms of maximum drawdown, NVLIX dropped -39.57% vs FDGRX's -71.62%.
FDGRX currently has the higher Sharpe Ratio (1.24 vs 0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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