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NWQIX vs. INPFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NWQIX vs. INPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Flexible Income Fund (NWQIX) and American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX). The values are adjusted to include any dividend payments, if applicable.

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NWQIX vs. INPFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NWQIX
Nuveen Flexible Income Fund
-0.33%12.22%6.03%11.61%-13.64%4.94%5.54%18.57%-4.07%9.18%
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
-1.32%14.29%9.20%9.46%-8.74%12.90%5.67%15.76%-3.57%11.43%

Returns By Period

In the year-to-date period, NWQIX achieves a -0.33% return, which is significantly higher than INPFX's -1.32% return. Over the past 10 years, NWQIX has underperformed INPFX with an annualized return of 5.38%, while INPFX has yielded a comparatively higher 6.84% annualized return.


NWQIX

1D
0.00%
1M
-2.94%
YTD
-0.33%
6M
2.27%
1Y
10.77%
3Y*
9.04%
5Y*
3.81%
10Y*
5.38%

INPFX

1D
0.07%
1M
-5.13%
YTD
-1.32%
6M
0.78%
1Y
9.95%
3Y*
9.75%
5Y*
5.98%
10Y*
6.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NWQIX vs. INPFX - Expense Ratio Comparison

NWQIX has a 0.70% expense ratio, which is higher than INPFX's 0.66% expense ratio.


Return for Risk

NWQIX vs. INPFX — Risk / Return Rank

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

NWQIX
NWQIX Risk / Return Rank: 9595
Overall Rank
NWQIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
NWQIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
NWQIX Omega Ratio Rank: 9696
Omega Ratio Rank
NWQIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
NWQIX Martin Ratio Rank: 9393
Martin Ratio Rank

INPFX
INPFX Risk / Return Rank: 7474
Overall Rank
INPFX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
INPFX Sortino Ratio Rank: 7676
Sortino Ratio Rank
INPFX Omega Ratio Rank: 7575
Omega Ratio Rank
INPFX Calmar Ratio Rank: 6868
Calmar Ratio Rank
INPFX Martin Ratio Rank: 7373
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. INPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Flexible Income Fund (NWQIX) and American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX). 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.


NWQIXINPFXDifference

Sharpe ratio

Return per unit of total volatility

2.58

1.36

+1.22

Sortino ratio

Return per unit of downside risk

3.49

1.89

+1.60

Omega ratio

Gain probability vs. loss probability

1.56

1.28

+0.28

Calmar ratio

Return relative to maximum drawdown

2.91

1.55

+1.36

Martin ratio

Return relative to average drawdown

11.90

6.91

+5.00

NWQIX vs. INPFX - Sharpe Ratio Comparison

The current NWQIX Sharpe Ratio is 2.58, which is higher than the INPFX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of NWQIX and INPFX, 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


NWQIXINPFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

1.36

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.80

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.82

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.88

-0.16

Correlation

The correlation between NWQIX and INPFX is 0.71, 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

NWQIX vs. INPFX - Dividend Comparison

NWQIX's dividend yield for the trailing twelve months is around 5.75%, more than INPFX's 5.61% yield.


TTM20252024202320222021202020192018201720162015
NWQIX
Nuveen Flexible Income Fund
5.75%6.52%5.20%7.84%7.02%4.39%4.82%5.71%6.23%5.67%5.52%5.70%
INPFX
American Funds Conservative Growth and Income Portfolio Class F-1
5.61%5.61%5.15%4.76%4.84%4.38%5.54%4.53%4.79%3.25%3.53%3.85%

Drawdowns

NWQIX vs. INPFX - Drawdown Comparison

The maximum NWQIX drawdown since its inception was -23.89%, which is greater than INPFX's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for NWQIX and INPFX.


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Drawdown Indicators


NWQIXINPFXDifference

Max Drawdown

Largest peak-to-trough decline

-23.89%

-21.31%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-6.25%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.75%

-15.37%

-2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-23.89%

-21.31%

-2.58%

Current Drawdown

Current decline from peak

-2.94%

-5.13%

+2.19%

Average Drawdown

Average peak-to-trough decline

-3.04%

-2.32%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.40%

-0.48%

Volatility

NWQIX vs. INPFX - Volatility Comparison

The current volatility for Nuveen Flexible Income Fund (NWQIX) is 1.50%, while American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) has a volatility of 2.46%. This indicates that NWQIX experiences smaller price fluctuations and is considered to be less risky than INPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NWQIXINPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

2.46%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

4.38%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

7.55%

-3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

7.48%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.31%

8.34%

-2.03%