NVLIX vs. SWLGX

In the year-to-date period, NVLIX achieves a 0.15% return, which is significantly higher than SWLGX's -0.25% return.

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NVLIX has a 0.83% expense ratio, which is higher than SWLGX's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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 0.54, which is comparable to the SWLGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of NVLIX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NVLIX's dividend yield for the trailing twelve months is around 14.32%, more than SWLGX's 0.52% yield.

The maximum NVLIX drawdown since its inception was -39.57%, which is greater than SWLGX's maximum drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for NVLIX and SWLGX.

Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX) have volatilities of 5.75% and 5.87%, 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.