NWQIX vs. SAMIX
Compare and contrast key facts about Nuveen Flexible Income Fund (NWQIX) and Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX).
NWQIX is managed by Nuveen. It was launched on Dec 8, 2009. SAMIX is managed by Saratoga. It was launched on Dec 28, 2017.
Performance
NWQIX vs. SAMIX - Performance Comparison
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NWQIX vs. SAMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NWQIX Nuveen Flexible Income Fund | -0.33% | 12.22% | 6.03% | 11.61% | -13.64% | 4.94% | 5.54% | 18.57% | -4.07% |
SAMIX Saratoga Moderately Aggressive Balanced Allocation Portfolio | -4.90% | 12.60% | 11.53% | 13.68% | -10.56% | 14.08% | 9.36% | 17.88% | -7.54% |
Returns By Period
In the year-to-date period, NWQIX achieves a -0.33% return, which is significantly higher than SAMIX's -4.90% 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%
SAMIX
- 1D
- -0.35%
- 1M
- -6.83%
- YTD
- -4.90%
- 6M
- -3.26%
- 1Y
- 9.50%
- 3Y*
- 9.74%
- 5Y*
- 5.62%
- 10Y*
- —
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NWQIX vs. SAMIX - Expense Ratio Comparison
NWQIX has a 0.70% expense ratio, which is lower than SAMIX's 0.99% expense ratio.
Return for Risk
NWQIX vs. SAMIX — Risk / Return Rank
NWQIX
SAMIX
NWQIX vs. SAMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Flexible Income Fund (NWQIX) and Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX). 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.
| NWQIX | SAMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.58 | 0.81 | +1.78 |
Sortino ratioReturn per unit of downside risk | 3.49 | 1.21 | +2.28 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.17 | +0.39 |
Calmar ratioReturn relative to maximum drawdown | 2.91 | 1.04 | +1.88 |
Martin ratioReturn relative to average drawdown | 11.90 | 4.33 | +7.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NWQIX | SAMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 0.81 | +1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.51 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.50 | +0.22 |
Correlation
The correlation between NWQIX and SAMIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NWQIX vs. SAMIX - Dividend Comparison
NWQIX's dividend yield for the trailing twelve months is around 5.75%, less than SAMIX's 10.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SAMIX Saratoga Moderately Aggressive Balanced Allocation Portfolio | 10.79% | 10.26% | 3.60% | 2.78% | 5.82% | 8.13% | 1.66% | 2.44% | 3.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
NWQIX vs. SAMIX - Drawdown Comparison
The maximum NWQIX drawdown since its inception was -23.89%, smaller than the maximum SAMIX drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for NWQIX and SAMIX.
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Drawdown Indicators
| NWQIX | SAMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.89% | -26.06% | +2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -3.75% | -7.90% | +4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -17.75% | -15.54% | -2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -23.89% | — | — |
Current DrawdownCurrent decline from peak | -2.94% | -7.29% | +4.35% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -3.85% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 1.89% | -0.97% |
Volatility
NWQIX vs. SAMIX - Volatility Comparison
The current volatility for Nuveen Flexible Income Fund (NWQIX) is 1.50%, while Saratoga Moderately Aggressive Balanced Allocation Portfolio (SAMIX) has a volatility of 3.65%. This indicates that NWQIX experiences smaller price fluctuations and is considered to be less risky than SAMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NWQIX | SAMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 3.65% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 7.15% | -4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.41% | 12.02% | -7.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.64% | 11.01% | -5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.31% | 12.69% | -6.38% |