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SPXX vs. DSPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPXX vs. DSPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) and BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX). The values are adjusted to include any dividend payments, if applicable.

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SPXX vs. DSPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
-9.14%9.78%27.10%0.85%-6.92%29.03%-0.37%25.36%-13.42%27.92%
DSPIX
BNY Mellon Institutional S&P 500 Stock Index Fund
-7.09%17.81%24.40%26.36%-18.51%28.64%14.18%31.31%-4.36%21.59%

Returns By Period

In the year-to-date period, SPXX achieves a -9.14% return, which is significantly lower than DSPIX's -7.09% return. Over the past 10 years, SPXX has underperformed DSPIX with an annualized return of 9.09%, while DSPIX has yielded a comparatively higher 13.17% annualized return.


SPXX

1D
1.52%
1M
-7.65%
YTD
-9.14%
6M
-4.47%
1Y
2.68%
3Y*
9.06%
5Y*
6.83%
10Y*
9.09%

DSPIX

1D
-0.38%
1M
-7.69%
YTD
-7.09%
6M
-4.53%
1Y
14.39%
3Y*
17.00%
5Y*
11.19%
10Y*
13.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPXX vs. DSPIX - Expense Ratio Comparison

SPXX has a 0.89% expense ratio, which is higher than DSPIX's 0.20% expense ratio.


Return for Risk

SPXX vs. DSPIX — Risk / Return Rank

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

SPXX
SPXX Risk / Return Rank: 99
Overall Rank
SPXX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SPXX Sortino Ratio Rank: 99
Sortino Ratio Rank
SPXX Omega Ratio Rank: 99
Omega Ratio Rank
SPXX Calmar Ratio Rank: 1010
Calmar Ratio Rank
SPXX Martin Ratio Rank: 1010
Martin Ratio Rank

DSPIX
DSPIX Risk / Return Rank: 4545
Overall Rank
DSPIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DSPIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
DSPIX Omega Ratio Rank: 4848
Omega Ratio Rank
DSPIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
DSPIX Martin Ratio Rank: 5252
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.

SPXX vs. DSPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) and BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX). 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.


SPXXDSPIXDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.83

-0.68

Sortino ratio

Return per unit of downside risk

0.35

1.29

-0.95

Omega ratio

Gain probability vs. loss probability

1.05

1.20

-0.15

Calmar ratio

Return relative to maximum drawdown

0.20

1.05

-0.85

Martin ratio

Return relative to average drawdown

0.69

5.11

-4.42

SPXX vs. DSPIX - Sharpe Ratio Comparison

The current SPXX Sharpe Ratio is 0.15, which is lower than the DSPIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SPXX and DSPIX, 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


SPXXDSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.83

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.67

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.73

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.55

-0.19

Correlation

The correlation between SPXX and DSPIX 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

SPXX vs. DSPIX - Dividend Comparison

SPXX's dividend yield for the trailing twelve months is around 8.40%, less than DSPIX's 36.45% yield.


TTM20252024202320222021202020192018201720162015
SPXX
Nuveen S&P 500 Dynamic Overwrite Fund
8.40%7.48%6.87%7.82%7.30%5.27%6.56%6.44%7.98%5.69%5.14%7.75%
DSPIX
BNY Mellon Institutional S&P 500 Stock Index Fund
36.45%33.86%27.60%27.46%18.33%12.91%1.15%5.01%6.33%2.53%2.91%2.63%

Drawdowns

SPXX vs. DSPIX - Drawdown Comparison

The maximum SPXX drawdown since its inception was -52.39%, smaller than the maximum DSPIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for SPXX and DSPIX.


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Drawdown Indicators


SPXXDSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.39%

-55.32%

+2.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-12.15%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.09%

-24.62%

+6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-43.99%

-33.79%

-10.20%

Current Drawdown

Current decline from peak

-10.52%

-8.92%

-1.60%

Average Drawdown

Average peak-to-trough decline

-7.51%

-9.32%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

2.50%

+1.20%

Volatility

SPXX vs. DSPIX - Volatility Comparison

Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) has a higher volatility of 4.63% compared to BNY Mellon Institutional S&P 500 Stock Index Fund (DSPIX) at 4.24%. This indicates that SPXX's price experiences larger fluctuations and is considered to be riskier than DSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXXDSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.24%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

9.11%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

17.91%

18.18%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.79%

16.89%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

17.99%

+0.40%