TIEIX vs. NVLIX

Last updated Jun 20, 2026

TIEIX (Nuveen Equity Index Fund Class I) and NVLIX (Nuveen Winslow Large-Cap Growth ESG Fund Class I) are both mutual funds - TIEIX is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while NVLIX is a Large Cap Growth Equities fund managed by Nuveen. Over the past 10 years, TIEIX returned 14.85%/yr vs 17.81%/yr for NVLIX. Their correlation of 0.91 suggests significant overlap in exposure. TIEIX charges 0.09%/yr vs 0.83%/yr for NVLIX.

Performance

TIEIX vs. NVLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Equity Index Fund Class I (TIEIX) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TIEIX achieves a 10.43% return, which is significantly higher than NVLIX's 7.86% return. Over the past 10 years, TIEIX has underperformed NVLIX with an annualized return of 14.85%, while NVLIX has yielded a comparatively higher 17.81% annualized return.

TIEIX

• 1D: 1.13%
• 1M: 1.27%
• YTD: 10.43%
• 6M: 10.45%
• 1Y: 27.05%
• 3Y*: 20.52%
• 5Y*: 12.88%
• 10Y*: 14.85%

NVLIX

• 1D: 1.35%
• 1M: 2.39%
• YTD: 7.86%
• 6M: 7.86%
• 1Y: 19.27%
• 3Y*: 22.13%
• 5Y*: 12.51%
• 10Y*: 17.81%

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

TIEIX vs. NVLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TIEIX Nuveen Equity Index Fund Class I	10.43%	17.04%	23.71%	25.92%	-19.18%	25.64%	20.82%	30.89%	-5.27%	19.05%
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I	7.86%	12.76%	29.48%	43.60%	-31.31%	27.62%	37.97%	33.54%	3.02%	33.09%

Correlation

The correlation between TIEIX and NVLIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since May 15, 2009	0.91

The correlation between TIEIX and NVLIX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

Return for Risk

TIEIX vs. NVLIX — Risk / Return Rank

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

TIEIX

TIEIX Risk / Return Rank: 68
TIEIX Sharpe Ratio Rank: 66
TIEIX Sortino Ratio Rank: 60
TIEIX Omega Ratio Rank: 60
TIEIX Calmar Ratio Rank: 73
TIEIX Martin Ratio Rank: 82

NVLIX

NVLIX Risk / Return Rank: 15
NVLIX Sharpe Ratio Rank: 18
NVLIX Sortino Ratio Rank: 17
NVLIX Omega Ratio Rank: 17
NVLIX Calmar Ratio Rank: 12
NVLIX Martin Ratio Rank: 12

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.

TIEIX vs. NVLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Equity Index Fund Class I (TIEIX) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TIEIX	NVLIX	Difference
Sharpe ratio: Return per unit of total volatility	2.11	1.10	+1.01
Sortino ratio: Return per unit of downside risk	2.87	1.57	+1.30
Omega ratio: Gain probability vs. loss probability	1.38	1.20	+0.18
Calmar ratio: Return relative to maximum drawdown	3.06	1.00	+2.06
Martin ratio: Return relative to average drawdown	13.64	3.06	+10.58

TIEIX vs. NVLIX - Sharpe Ratio Comparison

The current TIEIX Sharpe Ratio is 2.11, which is higher than the NVLIX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of TIEIX and NVLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TIEIX vs. NVLIX - Drawdown Comparison

The maximum TIEIX drawdown since its inception was -55.55%, which is greater than NVLIX's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for TIEIX and NVLIX.

Drawdown Indicators

	TIEIX	NVLIX	Difference
Max Drawdown Largest peak-to-trough decline	-55.55%	-39.57%	-15.98%
Max Drawdown (1Y) Largest decline over 1 year	-8.84%	-19.01%	+10.17%
Max Drawdown (3Y) Largest decline over 3 years	-19.29%	-23.94%	+4.65%
Max Drawdown (5Y) Largest decline over 5 years	-25.06%	-39.57%	+14.51%
Max Drawdown (10Y) Largest decline over 10 years	-34.90%	-39.57%	+4.67%
Current Drawdown Current decline from peak	-1.15%	-1.51%	+0.36%
Average Drawdown Average peak-to-trough decline	-10.28%	-6.18%	-4.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	6.19%	-4.22%

Volatility

TIEIX vs. NVLIX - Volatility Comparison

The current volatility for Nuveen Equity Index Fund Class I (TIEIX) is 4.84%, while Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a volatility of 7.21%. This indicates that TIEIX experiences smaller price fluctuations and is considered to be less risky than NVLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TIEIX	NVLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	7.21%	-2.37%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	13.53%	-3.46%
Volatility (1Y) Calculated over the trailing 1-year period	12.78%	17.22%	-4.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.41%	22.52%	-5.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.44%	22.13%	-3.69%

TIEIX vs. NVLIX - Expense Ratio Comparison

TIEIX has a 0.09% expense ratio, which is lower than NVLIX's 0.83% expense ratio.

Dividends

TIEIX vs. NVLIX - Dividend Comparison

TIEIX's dividend yield for the trailing twelve months is around 2.17%, less than NVLIX's 20.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I	20.82%	22.45%	14.35%	5.39%	8.93%	9.51%	5.47%	8.69%	18.81%	18.70%	17.11%	15.18%
TIEIX Nuveen Equity Index Fund Class I	2.17%	2.39%	1.63%	1.47%	1.83%	2.08%	1.43%	1.99%	2.45%	0.52%	2.45%	1.27%

Frequently Asked Questions

Can I hold both TIEIX and NVLIX in my portfolio?

With a correlation of 0.90, TIEIX and NVLIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TIEIX or NVLIX?

NVLIX has higher volatility (7.21%) compared to TIEIX (4.84%). In terms of maximum drawdown, TIEIX dropped -55.55% vs NVLIX's -39.57%.

Which has better risk-adjusted returns?

TIEIX currently has the higher Sharpe Ratio (2.11 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.