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NVLIX vs. PRSCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NVLIX and PRSCX is 0.84, 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.


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.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%December2025FebruaryMarchAprilMay
188.46%
178.95%
NVLIX
PRSCX

Key characteristics

Sharpe Ratio

NVLIX:

-0.16

PRSCX:

-0.07

Sortino Ratio

NVLIX:

-0.03

PRSCX:

0.11

Omega Ratio

NVLIX:

1.00

PRSCX:

1.02

Calmar Ratio

NVLIX:

-0.14

PRSCX:

-0.04

Martin Ratio

NVLIX:

-0.35

PRSCX:

-0.16

Ulcer Index

NVLIX:

12.64%

PRSCX:

12.95%

Daily Std Dev

NVLIX:

28.02%

PRSCX:

29.88%

Max Drawdown

NVLIX:

-45.45%

PRSCX:

-87.38%

Current Drawdown

NVLIX:

-19.99%

PRSCX:

-40.37%

Returns By Period

In the year-to-date period, NVLIX achieves a -5.35% return, which is significantly higher than PRSCX's -12.37% return. Over the past 10 years, NVLIX has outperformed PRSCX with an annualized return of 2.41%, while PRSCX has yielded a comparatively lower 1.49% annualized return.


NVLIX

YTD

-5.35%

1M

6.35%

6M

-17.52%

1Y

-4.55%

5Y*

6.36%

10Y*

2.41%

PRSCX

YTD

-12.37%

1M

6.04%

6M

-18.79%

1Y

-1.99%

5Y*

1.35%

10Y*

1.49%

*Annualized

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NVLIX vs. PRSCX - Expense Ratio Comparison

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


Risk-Adjusted Performance

NVLIX vs. PRSCX — Risk-Adjusted Performance Rank

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

NVLIX
The Risk-Adjusted Performance Rank of NVLIX is 1414
Overall Rank
The Sharpe Ratio Rank of NVLIX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of NVLIX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of NVLIX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of NVLIX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of NVLIX is 1414
Martin Ratio Rank

PRSCX
The Risk-Adjusted Performance Rank of PRSCX is 1919
Overall Rank
The Sharpe Ratio Rank of PRSCX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSCX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of PRSCX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of PRSCX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PRSCX is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NVLIX vs. PRSCX - Risk-Adjusted Performance 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.


The current NVLIX Sharpe Ratio is -0.16, which is lower than the PRSCX Sharpe Ratio of -0.07. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.16
-0.07
NVLIX
PRSCX

Dividends

NVLIX vs. PRSCX - Dividend Comparison

Neither NVLIX nor PRSCX has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
NVLIX
Nuveen Winslow Large-Cap Growth ESG Fund Class I
0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.07%0.23%0.09%0.01%
PRSCX
T. Rowe Price Science And Technology Fund
0.00%0.00%0.00%0.00%0.00%0.54%0.81%0.00%0.00%0.00%0.00%

Drawdowns

NVLIX vs. PRSCX - Drawdown Comparison

The maximum NVLIX drawdown since its inception was -45.45%, smaller than the maximum PRSCX drawdown of -87.38%. Use the drawdown chart below to compare losses from any high point for NVLIX and PRSCX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-19.99%
-29.40%
NVLIX
PRSCX

Volatility

NVLIX vs. PRSCX - Volatility Comparison

Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) and T. Rowe Price Science And Technology Fund (PRSCX) have volatilities of 8.36% and 8.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
8.36%
8.70%
NVLIX
PRSCX