PortfoliosLab logoPortfoliosLab logo
SPXX vs. FFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPXX vs. FFEIX - Performance Comparison

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

Loading graphics...

SPXX vs. FFEIX - 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%
FFEIX
Nuveen Dividend Value Fund
-4.01%14.58%12.12%10.90%-6.42%25.69%-4.51%26.17%-9.49%17.15%

Returns By Period

In the year-to-date period, SPXX achieves a -9.14% return, which is significantly lower than FFEIX's -4.01% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SPXX at 9.09% and FFEIX at 9.09%.


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%

FFEIX

1D
-0.35%
1M
-7.66%
YTD
-4.01%
6M
-0.39%
1Y
10.49%
3Y*
11.36%
5Y*
7.74%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPXX vs. FFEIX - Expense Ratio Comparison

SPXX has a 0.89% expense ratio, which is lower than FFEIX's 0.96% expense ratio.


Return for Risk

SPXX vs. FFEIX — 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

FFEIX
FFEIX Risk / Return Rank: 3131
Overall Rank
FFEIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FFEIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FFEIX Omega Ratio Rank: 3131
Omega Ratio Rank
FFEIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FFEIX Martin Ratio Rank: 3333
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. FFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) and Nuveen Dividend Value Fund (FFEIX). 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.


SPXXFFEIXDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.73

-0.57

Sortino ratio

Return per unit of downside risk

0.35

1.08

-0.73

Omega ratio

Gain probability vs. loss probability

1.05

1.16

-0.11

Calmar ratio

Return relative to maximum drawdown

0.20

0.83

-0.63

Martin ratio

Return relative to average drawdown

0.69

3.60

-2.91

SPXX vs. FFEIX - Sharpe Ratio Comparison

The current SPXX Sharpe Ratio is 0.15, which is lower than the FFEIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SPXX and FFEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SPXXFFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.73

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.49

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.51

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.44

-0.09

Correlation

The correlation between SPXX and FFEIX is 0.68, 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

SPXX vs. FFEIX - Dividend Comparison

SPXX's dividend yield for the trailing twelve months is around 8.40%, more than FFEIX's 7.37% 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%
FFEIX
Nuveen Dividend Value Fund
7.37%7.37%10.69%5.21%9.21%9.28%1.59%7.34%10.85%13.03%16.86%10.51%

Drawdowns

SPXX vs. FFEIX - Drawdown Comparison

The maximum SPXX drawdown since its inception was -52.39%, roughly equal to the maximum FFEIX drawdown of -50.50%. Use the drawdown chart below to compare losses from any high point for SPXX and FFEIX.


Loading graphics...

Drawdown Indicators


SPXXFFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.39%

-50.50%

-1.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-11.50%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-18.09%

-20.99%

+2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-43.99%

-39.71%

-4.28%

Current Drawdown

Current decline from peak

-10.52%

-8.01%

-2.51%

Average Drawdown

Average peak-to-trough decline

-7.51%

-7.20%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

2.64%

+1.06%

Volatility

SPXX vs. FFEIX - Volatility Comparison

Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) has a higher volatility of 4.63% compared to Nuveen Dividend Value Fund (FFEIX) at 4.17%. This indicates that SPXX's price experiences larger fluctuations and is considered to be riskier than FFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SPXXFFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.17%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

8.65%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

17.91%

15.79%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.79%

15.98%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

18.02%

+0.37%