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QQQX vs. FASEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQX vs. FASEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) and Nuveen Mid Cap Value Fund (FASEX). The values are adjusted to include any dividend payments, if applicable.

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QQQX vs. FASEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
-4.39%14.87%25.61%21.68%-27.39%25.32%15.75%28.83%-11.68%39.19%
FASEX
Nuveen Mid Cap Value Fund
2.64%9.68%10.40%14.20%-10.63%34.84%1.19%26.68%-13.00%19.23%

Returns By Period

In the year-to-date period, QQQX achieves a -4.39% return, which is significantly lower than FASEX's 2.64% return. Over the past 10 years, QQQX has outperformed FASEX with an annualized return of 11.43%, while FASEX has yielded a comparatively lower 9.89% annualized return.


QQQX

1D
4.83%
1M
-2.23%
YTD
-4.39%
6M
1.33%
1Y
22.19%
3Y*
12.04%
5Y*
7.31%
10Y*
11.43%

FASEX

1D
-0.41%
1M
-6.34%
YTD
2.64%
6M
3.59%
1Y
17.10%
3Y*
11.79%
5Y*
7.98%
10Y*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQX vs. FASEX - Expense Ratio Comparison

QQQX has a 0.92% expense ratio, which is lower than FASEX's 1.16% expense ratio.


Return for Risk

QQQX vs. FASEX — Risk / Return Rank

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

QQQX
QQQX Risk / Return Rank: 7171
Overall Rank
QQQX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QQQX Sortino Ratio Rank: 6565
Sortino Ratio Rank
QQQX Omega Ratio Rank: 6868
Omega Ratio Rank
QQQX Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQX Martin Ratio Rank: 8484
Martin Ratio Rank

FASEX
FASEX Risk / Return Rank: 4949
Overall Rank
FASEX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FASEX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FASEX Omega Ratio Rank: 5050
Omega Ratio Rank
FASEX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FASEX Martin Ratio Rank: 4848
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.

QQQX vs. FASEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) and Nuveen Mid Cap Value Fund (FASEX). 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.


QQQXFASEXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.96

+0.11

Sortino ratio

Return per unit of downside risk

1.61

1.42

+0.18

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.73

1.07

+0.66

Martin ratio

Return relative to average drawdown

8.57

4.84

+3.73

QQQX vs. FASEX - Sharpe Ratio Comparison

The current QQQX Sharpe Ratio is 1.07, which is comparable to the FASEX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of QQQX and FASEX, 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


QQQXFASEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.96

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.44

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.49

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.50

-0.06

Correlation

The correlation between QQQX and FASEX 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

QQQX vs. FASEX - Dividend Comparison

QQQX's dividend yield for the trailing twelve months is around 8.61%, less than FASEX's 14.29% yield.


TTM20252024202320222021202020192018201720162015
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
8.61%7.85%6.73%7.26%9.66%5.85%6.00%6.49%8.40%5.95%7.54%7.23%
FASEX
Nuveen Mid Cap Value Fund
14.29%14.67%5.29%3.12%6.32%4.02%1.06%0.89%4.48%7.93%3.67%3.49%

Drawdowns

QQQX vs. FASEX - Drawdown Comparison

The maximum QQQX drawdown since its inception was -57.25%, roughly equal to the maximum FASEX drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for QQQX and FASEX.


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Drawdown Indicators


QQQXFASEXDifference

Max Drawdown

Largest peak-to-trough decline

-57.25%

-55.57%

-1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.93%

-13.62%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.33%

-22.26%

-7.07%

Max Drawdown (10Y)

Largest decline over 10 years

-35.96%

-44.56%

+8.60%

Current Drawdown

Current decline from peak

-4.72%

-6.83%

+2.11%

Average Drawdown

Average peak-to-trough decline

-8.09%

-8.97%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

3.01%

-0.40%

Volatility

QQQX vs. FASEX - Volatility Comparison

Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) has a higher volatility of 7.11% compared to Nuveen Mid Cap Value Fund (FASEX) at 5.25%. This indicates that QQQX's price experiences larger fluctuations and is considered to be riskier than FASEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQXFASEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

5.25%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

9.91%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

20.76%

18.72%

+2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

18.04%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

20.17%

+0.85%