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NVLIX vs. TRBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVLIX vs. TRBCX - 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 Blue Chip Growth Fund (TRBCX). The values are adjusted to include any dividend payments, if applicable.

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NVLIX vs. TRBCX - 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%
TRBCX
T. Rowe Price Blue Chip Growth Fund
-14.57%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%

Returns By Period

The year-to-date returns for both investments are quite close, with NVLIX having a -14.74% return and TRBCX slightly higher at -14.57%. Both investments have delivered pretty close results over the past 10 years, with NVLIX having a 15.06% annualized return and TRBCX not far ahead at 15.42%.


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%

TRBCX

1D
-0.35%
1M
-8.85%
YTD
-14.57%
6M
-12.81%
1Y
11.69%
3Y*
24.58%
5Y*
10.10%
10Y*
15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVLIX vs. TRBCX - Expense Ratio Comparison

NVLIX has a 0.83% expense ratio, which is higher than TRBCX's 0.69% expense ratio.


Return for Risk

NVLIX vs. TRBCX — 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

TRBCX
TRBCX Risk / Return Rank: 2020
Overall Rank
TRBCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2323
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1717
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. TRBCX - 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 Blue Chip Growth Fund (TRBCX). 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.


NVLIXTRBCXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.51

-0.22

Sortino ratio

Return per unit of downside risk

0.58

0.89

-0.31

Omega ratio

Gain probability vs. loss probability

1.08

1.13

-0.05

Calmar ratio

Return relative to maximum drawdown

0.15

0.49

-0.34

Martin ratio

Return relative to average drawdown

0.49

1.72

-1.22

NVLIX vs. TRBCX - Sharpe Ratio Comparison

The current NVLIX Sharpe Ratio is 0.29, which is lower than the TRBCX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NVLIX and TRBCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NVLIXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.51

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.42

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.68

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.57

+0.17

Correlation

The correlation between NVLIX and TRBCX is 0.97, 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. TRBCX - Dividend Comparison

NVLIX's dividend yield for the trailing twelve months is around 26.33%, more than TRBCX's 6.14% 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%
TRBCX
T. Rowe Price Blue Chip Growth Fund
6.14%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Drawdowns

NVLIX vs. TRBCX - Drawdown Comparison

The maximum NVLIX drawdown since its inception was -39.57%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for NVLIX and TRBCX.


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Drawdown Indicators


NVLIXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-39.57%

-54.56%

+14.99%

Max Drawdown (1Y)

Largest decline over 1 year

-19.01%

-17.01%

-2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-39.57%

-43.63%

+4.06%

Max Drawdown (10Y)

Largest decline over 10 years

-39.57%

-43.63%

+4.06%

Current Drawdown

Current decline from peak

-19.01%

-17.01%

-2.00%

Average Drawdown

Average peak-to-trough decline

-6.20%

-11.35%

+5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.81%

4.86%

+0.95%

Volatility

NVLIX vs. TRBCX - Volatility Comparison

Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) and T. Rowe Price Blue Chip Growth Fund (TRBCX) have volatilities of 5.48% and 5.58%, 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.


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Volatility by Period


NVLIXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

5.58%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

13.15%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

23.22%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.35%

24.00%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

22.73%

-0.76%