NWQIX vs. DGTSX
NWQIX (Nuveen Flexible Income Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, NWQIX returned 5.69%/yr vs 5.23%/yr for DGTSX. A 0.69 correlation means they provide meaningful diversification when combined. NWQIX charges 0.70%/yr vs 0.24%/yr for DGTSX.
Performance
NWQIX vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, NWQIX achieves a 5.71% return, which is significantly higher than DGTSX's 4.30% return. Over the past 10 years, NWQIX has outperformed DGTSX with an annualized return of 5.69%, while DGTSX has yielded a comparatively lower 5.23% annualized return.
NWQIX
- 1D
- 0.25%
- 1M
- 1.61%
- YTD
- 5.71%
- 6M
- 6.17%
- 1Y
- 14.70%
- 3Y*
- 10.64%
- 5Y*
- 4.46%
- 10Y*
- 5.69%
DGTSX
- 1D
- 0.34%
- 1M
- 0.76%
- YTD
- 4.30%
- 6M
- 4.30%
- 1Y
- 9.92%
- 3Y*
- 8.27%
- 5Y*
- 5.39%
- 10Y*
- 5.23%
NWQIX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NWQIX Nuveen Flexible Income Fund | 5.71% | 11.74% | 6.03% | 11.61% | -13.64% | 4.94% | 5.54% | 18.57% | -4.07% | 9.18% |
DGTSX DFA Global Allocation 25/75 Portfolio | 4.30% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between NWQIX and DGTSX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2010 | 0.69 |
The correlation between NWQIX and DGTSX shifts across timeframes, from 0.69 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NWQIX vs. DGTSX — Risk / Return Rank
NWQIX
DGTSX
NWQIX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Flexible Income Fund (NWQIX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NWQIX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.84 | 1.57 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | 3.79 | +1.27 |
| Martin ratioReturn relative to average drawdown | 23.89 | 16.65 | +7.25 |
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Drawdowns
NWQIX vs. DGTSX - Drawdown Comparison
The maximum NWQIX drawdown since its inception was -23.89%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for NWQIX and DGTSX.
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Drawdown Indicators
| NWQIX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.89% | -16.71% | -7.18% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -2.64% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -4.59% | -7.46% | +2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -17.75% | -11.26% | -6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -23.89% | -11.26% | -12.63% |
Current DrawdownCurrent decline from peak | 0.00% | -0.14% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -3.00% | -1.64% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 0.60% | +0.02% |
Volatility
NWQIX vs. DGTSX - Volatility Comparison
The current volatility for Nuveen Flexible Income Fund (NWQIX) is 1.25%, while DFA Global Allocation 25/75 Portfolio (DGTSX) has a volatility of 1.42%. This indicates that NWQIX experiences smaller price fluctuations and is considered to be less risky than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NWQIX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 1.42% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 2.98% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.97% | 3.59% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.70% | 5.98% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.33% | 5.24% | +1.09% |
NWQIX vs. DGTSX - Expense Ratio Comparison
NWQIX has a 0.70% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
NWQIX vs. DGTSX - Dividend Comparison
NWQIX's dividend yield for the trailing twelve months is around 5.49%, less than DGTSX's 5.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.70% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
NWQIX Nuveen Flexible Income Fund | 5.49% | 6.09% | 5.20% | 7.84% | 7.02% | 4.39% | 4.82% | 5.71% | 6.23% | 5.67% | 5.52% | 5.70% |
Frequently Asked Questions
NWQIX and DGTSX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGTSX has higher volatility (1.42%) compared to NWQIX (1.25%). In terms of maximum drawdown, NWQIX dropped -23.89% vs DGTSX's -16.71%.
NWQIX currently has the higher Sharpe Ratio (3.75 vs 2.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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