PortfoliosLab logoPortfoliosLab logo
NVLIX vs. FSCCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVLIX vs. FSCCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) and Nuveen Small Cap Value Fund (FSCCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NVLIX vs. FSCCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%3.02%33.09%
FSCCX
Nuveen Small Cap Value Fund
-1.53%3.21%14.82%11.86%-12.42%35.38%-4.21%17.28%-20.65%6.35%

Returns By Period

In the year-to-date period, NVLIX achieves a -14.74% return, which is significantly lower than FSCCX's -1.53% return. Over the past 10 years, NVLIX has outperformed FSCCX with an annualized return of 15.06%, while FSCCX has yielded a comparatively lower 6.61% annualized 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%

FSCCX

1D
-0.27%
1M
-5.80%
YTD
-1.53%
6M
-2.03%
1Y
7.84%
3Y*
9.26%
5Y*
5.15%
10Y*
6.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


NVLIX vs. FSCCX - Expense Ratio Comparison

NVLIX has a 0.83% expense ratio, which is lower than FSCCX's 0.95% expense ratio.


Return for Risk

NVLIX vs. FSCCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NVLIX
NVLIX Risk / Return Rank: 1111
Overall Rank
NVLIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
NVLIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
NVLIX Omega Ratio Rank: 1313
Omega Ratio Rank
NVLIX Calmar Ratio Rank: 99
Calmar Ratio Rank
NVLIX Martin Ratio Rank: 99
Martin Ratio Rank

FSCCX
FSCCX Risk / Return Rank: 1414
Overall Rank
FSCCX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FSCCX Sortino Ratio Rank: 1515
Sortino Ratio Rank
FSCCX Omega Ratio Rank: 1414
Omega Ratio Rank
FSCCX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FSCCX Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NVLIX vs. FSCCX - 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 Nuveen Small Cap Value Fund (FSCCX). 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.


NVLIXFSCCXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.37

-0.08

Sortino ratio

Return per unit of downside risk

0.58

0.68

-0.09

Omega ratio

Gain probability vs. loss probability

1.08

1.09

-0.01

Calmar ratio

Return relative to maximum drawdown

0.15

0.38

-0.23

Martin ratio

Return relative to average drawdown

0.49

1.28

-0.78

NVLIX vs. FSCCX - Sharpe Ratio Comparison

The current NVLIX Sharpe Ratio is 0.29, which is comparable to the FSCCX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of NVLIX and FSCCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NVLIXFSCCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.37

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.25

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.28

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.32

+0.42

Correlation

The correlation between NVLIX and FSCCX is 0.68, 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.


Dividends

NVLIX vs. FSCCX - Dividend Comparison

NVLIX's dividend yield for the trailing twelve months is around 26.33%, more than FSCCX's 1.11% yield.


TTM20252024202320222021202020192018201720162015
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%
FSCCX
Nuveen Small Cap Value Fund
1.11%1.09%1.52%1.02%1.24%0.52%0.54%1.16%4.21%1.03%2.63%1.80%

Drawdowns

NVLIX vs. FSCCX - Drawdown Comparison

The maximum NVLIX drawdown since its inception was -39.57%, smaller than the maximum FSCCX drawdown of -65.90%. Use the drawdown chart below to compare losses from any high point for NVLIX and FSCCX.


Loading graphics...

Drawdown Indicators


NVLIXFSCCXDifference

Max Drawdown

Largest peak-to-trough decline

-39.57%

-65.90%

+26.33%

Max Drawdown (1Y)

Largest decline over 1 year

-19.01%

-14.25%

-4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-39.57%

-24.81%

-14.76%

Max Drawdown (10Y)

Largest decline over 10 years

-39.57%

-53.80%

+14.23%

Current Drawdown

Current decline from peak

-19.01%

-9.31%

-9.70%

Average Drawdown

Average peak-to-trough decline

-6.20%

-13.45%

+7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.81%

4.34%

+1.47%

Volatility

NVLIX vs. FSCCX - Volatility Comparison

Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a higher volatility of 5.48% compared to Nuveen Small Cap Value Fund (FSCCX) at 4.77%. This indicates that NVLIX's price experiences larger fluctuations and is considered to be riskier than FSCCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NVLIXFSCCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

4.77%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

12.44%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

21.63%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.35%

20.85%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

23.41%

-1.44%