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NWQIX vs. FSRRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NWQIX vs. FSRRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Flexible Income Fund (NWQIX) and Fidelity Strategic Real Return Fund (FSRRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NWQIX achieves a 5.19% return, which is significantly lower than FSRRX's 8.69% return. Both investments have delivered pretty close results over the past 10 years, with NWQIX having a 5.68% annualized return and FSRRX not far behind at 5.64%.


NWQIX

1D
0.15%
1M
1.57%
YTD
5.19%
6M
6.53%
1Y
15.18%
3Y*
10.84%
5Y*
4.54%
10Y*
5.68%

FSRRX

1D
0.21%
1M
0.10%
YTD
8.69%
6M
9.04%
1Y
16.60%
3Y*
10.12%
5Y*
6.34%
10Y*
5.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NWQIX vs. FSRRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWQIX
Nuveen Flexible Income Fund
5.19%12.22%6.03%11.61%-13.64%4.94%5.54%18.57%-4.07%9.18%
FSRRX
Fidelity Strategic Real Return Fund
8.69%10.45%5.84%4.59%-3.34%15.84%3.74%10.48%-3.99%3.00%

Correlation

The correlation between NWQIX and FSRRX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2010

0.53

Over the past year, the correlation between NWQIX and FSRRX has dropped to 0.32 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

NWQIX vs. FSRRX — Risk / Return Rank

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

NWQIX
NWQIX Risk / Return Rank: 9797
Overall Rank
NWQIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NWQIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
NWQIX Omega Ratio Rank: 9797
Omega Ratio Rank
NWQIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
NWQIX Martin Ratio Rank: 9797
Martin Ratio Rank

FSRRX
FSRRX Risk / Return Rank: 9696
Overall Rank
FSRRX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FSRRX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FSRRX Omega Ratio Rank: 9393
Omega Ratio Rank
FSRRX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSRRX Martin Ratio Rank: 9898
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.

NWQIX vs. FSRRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Flexible Income Fund (NWQIX) and Fidelity Strategic Real Return Fund (FSRRX). 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.


NWQIXFSRRXDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.93

1.71

+0.21

Calmar ratioReturn relative to maximum drawdown

5.31

8.14

-2.83

Martin ratioReturn relative to average drawdown

25.30

32.01

-6.70

NWQIX vs. FSRRX - Sharpe Ratio Comparison

The current NWQIX Sharpe Ratio is 4.06, which is comparable to the FSRRX Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of NWQIX and FSRRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NWQIXFSRRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.06

3.55

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.93

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.84

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.59

+0.17

Drawdowns

NWQIX vs. FSRRX - Drawdown Comparison

The maximum NWQIX drawdown since its inception was -23.89%, smaller than the maximum FSRRX drawdown of -33.42%. Use the drawdown chart below to compare losses from any high point for NWQIX and FSRRX.


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Drawdown Indicators


NWQIXFSRRXDifference

Max Drawdown

Largest peak-to-trough decline

-23.89%

-33.42%

+9.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-2.05%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-4.59%

-5.80%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-17.75%

-12.78%

-4.97%

Max Drawdown (10Y)

Largest decline over 10 years

-23.89%

-19.93%

-3.96%

Current Drawdown

Current decline from peak

0.00%

-0.72%

+0.72%

Average Drawdown

Average peak-to-trough decline

-3.01%

-4.21%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.52%

+0.09%

Volatility

NWQIX vs. FSRRX - Volatility Comparison

The current volatility for Nuveen Flexible Income Fund (NWQIX) is 1.22%, while Fidelity Strategic Real Return Fund (FSRRX) has a volatility of 1.30%. This indicates that NWQIX experiences smaller price fluctuations and is considered to be less risky than FSRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWQIXFSRRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.30%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

3.68%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

4.71%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

6.88%

-1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.33%

6.73%

-0.40%

NWQIX vs. FSRRX - Expense Ratio Comparison

Both NWQIX and FSRRX have an expense ratio of 0.70%.


Dividends

NWQIX vs. FSRRX - Dividend Comparison

NWQIX's dividend yield for the trailing twelve months is around 5.93%, more than FSRRX's 4.13% yield.


PositionTTM20252024202320222021202020192018201720162015
FSRRX
Fidelity Strategic Real Return Fund
4.13%4.68%4.82%5.29%7.31%5.35%2.25%3.05%9.39%1.57%2.34%1.75%
NWQIX
Nuveen Flexible Income Fund
5.93%6.52%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 FSRRX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSRRX has higher volatility (1.30%) compared to NWQIX (1.22%). In terms of maximum drawdown, NWQIX dropped -23.89% vs FSRRX's -33.42%.

NWQIX currently has the higher Sharpe Ratio (4.06 vs 3.55), 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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