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TINRX vs. NWQIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TINRX vs. NWQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Equity Index Fund Class A (TINRX) and Nuveen Flexible Income Fund (NWQIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TINRX achieves a 9.53% return, which is significantly higher than NWQIX's 4.79% return. Over the past 10 years, TINRX has outperformed NWQIX with an annualized return of 13.99%, while NWQIX has yielded a comparatively lower 5.14% annualized return.


TINRX

1D
1.61%
1M
-0.80%
6M
7.88%
YTD
9.53%
1Y
20.52%
3Y*
18.15%
5Y*
11.36%
10Y*
13.99%
ALL TIME*
10.32%

NWQIX

1D
0.30%
1M
-0.98%
6M
3.20%
YTD
4.79%
1Y
10.99%
3Y*
9.67%
5Y*
3.92%
10Y*
5.14%
ALL TIME*
5.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TINRX vs. NWQIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TINRX
Nuveen Equity Index Fund Class A
9.53%16.71%23.38%25.60%-19.38%25.30%20.46%30.56%-5.55%19.06%
NWQIX
Nuveen Flexible Income Fund
4.79%11.74%6.03%11.61%-13.64%4.94%5.54%18.57%-4.07%9.18%

Correlation

The correlation between TINRX and NWQIX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.77

Correlation (3Y)
Balances recent behavior with more history.

0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.67

Correlation (10Y)
Provides a long-term view across more market conditions.

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2010

0.64

The correlation between TINRX and NWQIX shifts across timeframes, from 0.61 (10 years) to 0.77 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TINRX vs. NWQIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TINRX
TINRX Risk / Return Rank: 5050
Overall Rank
TINRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TINRX Sortino Ratio Rank: 4343
Sortino Ratio Rank
TINRX Omega Ratio Rank: 4343
Omega Ratio Rank
TINRX Calmar Ratio Rank: 5353
Calmar Ratio Rank
TINRX Martin Ratio Rank: 6666
Martin Ratio Rank

NWQIX
NWQIX Risk / Return Rank: 9696
Overall Rank
NWQIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
NWQIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
NWQIX Omega Ratio Rank: 9696
Omega Ratio Rank
NWQIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
NWQIX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TINRX vs. NWQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Equity Index Fund Class A (TINRX) 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.

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.


TINRXNWQIXDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

1.25

1.61

-0.36

Calmar ratioReturn relative to maximum drawdown

2.05

3.96

-1.91

Martin ratioReturn relative to average drawdown

8.83

17.88

-9.05

TINRX vs. NWQIX - Sharpe Ratio Comparison

The current TINRX Sharpe Ratio is 1.39, which is lower than the NWQIX Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of TINRX and NWQIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TINRX vs. NWQIX - Drawdown Comparison

The maximum TINRX drawdown since its inception was -55.63%, which is greater than NWQIX's maximum drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for TINRX and NWQIX.


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Drawdown Indicators


TINRXNWQIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-23.89%

-31.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-2.94%

-5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-19.32%

-4.59%

-14.73%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-17.75%

-7.43%

Max Drawdown (10Y)

Largest decline over 10 years

-34.92%

-23.89%

-11.03%

Current Drawdown

Current decline from peak

-1.84%

-1.13%

-0.71%

Average Drawdown

Average peak-to-trough decline

-7.58%

-2.98%

-4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

0.65%

+1.41%

Volatility

TINRX vs. NWQIX - Volatility Comparison

Nuveen Equity Index Fund Class A (TINRX) has a higher volatility of 3.39% compared to Nuveen Flexible Income Fund (NWQIX) at 0.79%. This indicates that TINRX'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


TINRXNWQIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

0.79%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

3.15%

+7.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

3.96%

+9.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

5.70%

+11.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

6.29%

+12.10%

TINRX vs. NWQIX - Expense Ratio Comparison

TINRX has a 0.36% expense ratio, which is lower than NWQIX's 0.70% expense ratio.


Dividends

TINRX vs. NWQIX - Dividend Comparison

TINRX's dividend yield for the trailing twelve months is around 1.90%, less than NWQIX's 5.14% yield.


PositionTTM20252024202320222021202020192018201720162015
NWQIX
Nuveen Flexible Income Fund
5.14%6.09%5.20%7.84%7.02%4.39%4.82%5.71%6.23%5.67%5.52%5.70%
TINRX
Nuveen Equity Index Fund Class A
1.90%2.08%1.34%1.20%1.54%1.79%1.17%1.70%2.08%0.51%2.13%1.24%

Frequently Asked Questions


TINRX and NWQIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TINRX has higher volatility (3.39%) compared to NWQIX (0.79%). In terms of maximum drawdown, TINRX dropped -55.63% vs NWQIX's -23.89%.

NWQIX currently has the higher Sharpe Ratio (2.94 vs 1.39), 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.

Portfolio Optimizer

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