NVLIX vs. PRSCX

Last updated Apr 1, 2026

Compare and contrast key facts about Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) and T. Rowe Price Science And Technology Fund (PRSCX).

NVLIX is managed by Nuveen. It was launched on May 15, 2009. PRSCX is managed by T. Rowe Price. It was launched on Sep 29, 1987.

Performance

NVLIX vs. PRSCX - 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 T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

NVLIX vs. PRSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
PRSCX T. Rowe Price Science And Technology Fund	-11.17%	24.28%	40.49%	53.77%	-35.40%	5.83%	45.94%	53.80%	-7.52%	39.38%

Returns By Period

In the year-to-date period, NVLIX achieves a -14.74% return, which is significantly lower than PRSCX's -11.17% return. Over the past 10 years, NVLIX has underperformed PRSCX with an annualized return of 15.06%, while PRSCX has yielded a comparatively higher 18.39% 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%

PRSCX

• 1D: -2.31%
• 1M: -13.60%
• YTD: -11.17%
• 6M: -8.13%
• 1Y: 30.89%
• 3Y*: 23.42%
• 5Y*: 8.65%
• 10Y*: 18.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NVLIX vs. PRSCX - Expense Ratio Comparison

NVLIX has a 0.83% expense ratio, which is lower than PRSCX's 0.84% expense ratio.

PRSCX

T. Rowe Price Science And Technology Fund

NVLIX

Nuveen Winslow Large-Cap Growth ESG Fund Class I

Return for Risk

NVLIX vs. PRSCX — Risk / Return Rank

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

NVLIX

NVLIX Risk / Return Rank: 11
NVLIX Sharpe Ratio Rank: 12
NVLIX Sortino Ratio Rank: 13
NVLIX Omega Ratio Rank: 13
NVLIX Calmar Ratio Rank: 9
NVLIX Martin Ratio Rank: 9

PRSCX

PRSCX Risk / Return Rank: 65
PRSCX Sharpe Ratio Rank: 69
PRSCX Sortino Ratio Rank: 71
PRSCX Omega Ratio Rank: 65
PRSCX Calmar Ratio Rank: 68
PRSCX Martin Ratio Rank: 53

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. PRSCX - 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 T. Rowe Price Science And Technology Fund (PRSCX). 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	PRSCX	Difference
Sharpe ratio Return per unit of total volatility	0.29	1.18	-0.89
Sortino ratio Return per unit of downside risk	0.58	1.73	-1.15
Omega ratio Gain probability vs. loss probability	1.08	1.24	-0.16
Calmar ratio Return relative to maximum drawdown	0.15	1.53	-1.38
Martin ratio Return relative to average drawdown	0.49	5.13	-4.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVLIX vs. PRSCX - Sharpe Ratio Comparison

The current NVLIX Sharpe Ratio is 0.29, which is lower than the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of NVLIX and PRSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NVLIX	PRSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.29	1.18	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.32	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.76	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.48	+0.26

Correlation

The correlation between NVLIX and PRSCX is 0.89, 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. PRSCX - Dividend Comparison

NVLIX's dividend yield for the trailing twelve months is around 26.33%, more than PRSCX's 12.97% 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%
PRSCX T. Rowe Price Science And Technology Fund	12.97%	11.53%	9.43%	0.00%	7.83%	33.69%	13.90%	10.91%	36.03%	13.21%	3.68%	18.51%

Drawdowns

NVLIX vs. PRSCX - Drawdown Comparison

The maximum NVLIX drawdown since its inception was -39.57%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for NVLIX and PRSCX.

Drawdown Indicators

	NVLIX	PRSCX	Difference
Max Drawdown Largest peak-to-trough decline	-39.57%	-85.26%	+45.69%
Max Drawdown (1Y) Largest decline over 1 year	-19.01%	-17.99%	-1.02%
Max Drawdown (5Y) Largest decline over 5 years	-39.57%	-46.19%	+6.62%
Max Drawdown (10Y) Largest decline over 10 years	-39.57%	-46.19%	+6.62%
Current Drawdown Current decline from peak	-19.01%	-17.99%	-1.02%
Average Drawdown Average peak-to-trough decline	-6.20%	-30.02%	+23.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.81%	5.37%	+0.44%

Volatility

NVLIX vs. PRSCX - Volatility Comparison

The current volatility for Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) is 5.48%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 8.82%. This indicates that NVLIX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVLIX	PRSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.48%	8.82%	-3.34%
Volatility (6M) Calculated over the trailing 6-month period	12.08%	17.49%	-5.41%
Volatility (1Y) Calculated over the trailing 1-year period	22.64%	27.29%	-4.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.35%	27.36%	-5.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.97%	24.50%	-2.53%