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TAIFX vs. NWQIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAIFX vs. NWQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Tax-Aware Conservative Growth & Income Portfolio F1 (TAIFX) and Nuveen Flexible Income Fund (NWQIX). The values are adjusted to include any dividend payments, if applicable.

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TAIFX vs. NWQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAIFX
American Funds Tax-Aware Conservative Growth & Income Portfolio F1
-2.28%13.74%9.96%11.78%-10.23%12.35%7.41%15.90%-2.19%14.21%
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%

Returns By Period

In the year-to-date period, TAIFX achieves a -2.28% return, which is significantly lower than NWQIX's -0.33% return. Over the past 10 years, TAIFX has outperformed NWQIX with an annualized return of 7.11%, while NWQIX has yielded a comparatively lower 5.38% annualized return.


TAIFX

1D
-0.06%
1M
-5.69%
YTD
-2.28%
6M
0.16%
1Y
10.01%
3Y*
9.98%
5Y*
5.84%
10Y*
7.11%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAIFX vs. NWQIX - Expense Ratio Comparison

Both TAIFX and NWQIX have an expense ratio of 0.70%.


Return for Risk

TAIFX vs. NWQIX — Risk / Return Rank

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

TAIFX
TAIFX Risk / Return Rank: 7171
Overall Rank
TAIFX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
TAIFX Sortino Ratio Rank: 7474
Sortino Ratio Rank
TAIFX Omega Ratio Rank: 7474
Omega Ratio Rank
TAIFX Calmar Ratio Rank: 6363
Calmar Ratio Rank
TAIFX Martin Ratio Rank: 6868
Martin Ratio Rank

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
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.

TAIFX vs. NWQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Tax-Aware Conservative Growth & Income Portfolio F1 (TAIFX) and Nuveen Flexible Income Fund (NWQIX). 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.


TAIFXNWQIXDifference

Sharpe ratio

Return per unit of total volatility

1.34

2.58

-1.25

Sortino ratio

Return per unit of downside risk

1.86

3.49

-1.63

Omega ratio

Gain probability vs. loss probability

1.28

1.56

-0.28

Calmar ratio

Return relative to maximum drawdown

1.47

2.91

-1.44

Martin ratio

Return relative to average drawdown

6.45

11.90

-5.45

TAIFX vs. NWQIX - Sharpe Ratio Comparison

The current TAIFX Sharpe Ratio is 1.34, which is lower than the NWQIX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of TAIFX and NWQIX, 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


TAIFXNWQIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.58

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.68

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.86

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.72

+0.27

Correlation

The correlation between TAIFX and NWQIX is 0.66, 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

TAIFX vs. NWQIX - Dividend Comparison

TAIFX's dividend yield for the trailing twelve months is around 5.55%, less than NWQIX's 5.75% yield.


TTM20252024202320222021202020192018201720162015
TAIFX
American Funds Tax-Aware Conservative Growth & Income Portfolio F1
5.55%5.50%5.11%4.25%4.32%2.40%2.60%3.72%4.52%4.08%3.57%3.41%
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%

Drawdowns

TAIFX vs. NWQIX - Drawdown Comparison

The maximum TAIFX drawdown since its inception was -21.43%, smaller than the maximum NWQIX drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for TAIFX and NWQIX.


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Drawdown Indicators


TAIFXNWQIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.43%

-23.89%

+2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.62%

-3.75%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-16.79%

-17.75%

+0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-21.43%

-23.89%

+2.46%

Current Drawdown

Current decline from peak

-5.85%

-2.94%

-2.91%

Average Drawdown

Average peak-to-trough decline

-2.22%

-3.04%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

0.92%

+0.59%

Volatility

TAIFX vs. NWQIX - Volatility Comparison

American Funds Tax-Aware Conservative Growth & Income Portfolio F1 (TAIFX) has a higher volatility of 2.72% compared to Nuveen Flexible Income Fund (NWQIX) at 1.50%. This indicates that TAIFX's price experiences larger fluctuations and is considered to be riskier than NWQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAIFXNWQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

1.50%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

4.74%

2.76%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.80%

4.41%

+3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

5.64%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.12%

6.31%

+1.81%