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TINRX vs. SILVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TINRX vs. SILVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Equity Index Fund Class A (TINRX) and SGI U.S. Large Equity Fund (SILVX). 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 lower than SILVX's 11.62% return. Over the past 10 years, TINRX has outperformed SILVX with an annualized return of 13.99%, while SILVX has yielded a comparatively lower 10.34% 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%

SILVX

1D
0.82%
1M
0.26%
6M
7.28%
YTD
11.62%
1Y
20.78%
3Y*
14.32%
5Y*
7.85%
10Y*
10.34%
ALL TIME*
11.23%
*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. SILVX - 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%
SILVX
SGI U.S. Large Equity Fund
11.62%8.89%17.65%10.43%-12.99%17.31%11.48%29.22%0.19%16.43%

Correlation

The correlation between TINRX and SILVX is 0.71, 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.

0.71

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

0.77

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

0.83

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

0.85

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.87

The correlation between TINRX and SILVX shifts across timeframes, from 0.71 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TINRX vs. SILVX — 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

SILVX
SILVX Risk / Return Rank: 8282
Overall Rank
SILVX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SILVX Sortino Ratio Rank: 8484
Sortino Ratio Rank
SILVX Omega Ratio Rank: 8080
Omega Ratio Rank
SILVX Calmar Ratio Rank: 7575
Calmar Ratio Rank
SILVX Martin Ratio Rank: 8686
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. SILVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Equity Index Fund Class A (TINRX) and SGI U.S. Large Equity Fund (SILVX). 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.


TINRXSILVXDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

2.05

2.50

-0.44

Martin ratioReturn relative to average drawdown

8.83

11.23

-2.40

TINRX vs. SILVX - Sharpe Ratio Comparison

The current TINRX Sharpe Ratio is 1.39, which is lower than the SILVX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of TINRX and SILVX, 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. SILVX - Drawdown Comparison

The maximum TINRX drawdown since its inception was -55.63%, which is greater than SILVX's maximum drawdown of -31.29%. Use the drawdown chart below to compare losses from any high point for TINRX and SILVX.


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Drawdown Indicators


TINRXSILVXDifference

Max Drawdown

Largest peak-to-trough decline

-55.63%

-31.29%

-24.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-7.87%

-1.01%

Max Drawdown (3Y)

Largest decline over 3 years

-19.32%

-12.12%

-7.20%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-21.21%

-3.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.92%

-31.29%

-3.63%

Current Drawdown

Current decline from peak

-1.84%

-0.15%

-1.69%

Average Drawdown

Average peak-to-trough decline

-7.58%

-3.57%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

1.75%

+0.31%

Volatility

TINRX vs. SILVX - Volatility Comparison

Nuveen Equity Index Fund Class A (TINRX) has a higher volatility of 3.39% compared to SGI U.S. Large Equity Fund (SILVX) at 2.47%. This indicates that TINRX's price experiences larger fluctuations and is considered to be riskier than SILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TINRXSILVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

2.47%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

6.97%

+3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

9.33%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

13.20%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

14.95%

+3.44%

TINRX vs. SILVX - Expense Ratio Comparison

TINRX has a 0.36% expense ratio, which is lower than SILVX's 0.98% expense ratio.


Dividends

TINRX vs. SILVX - Dividend Comparison

TINRX's dividend yield for the trailing twelve months is around 1.90%, less than SILVX's 7.95% yield.


PositionTTM20252024202320222021202020192018201720162015
SILVX
SGI U.S. Large Equity Fund
7.95%8.87%23.03%4.68%4.09%15.68%0.61%4.37%4.43%7.34%2.61%7.04%
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 SILVX have a correlation of 0.71, 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 SILVX (2.47%). In terms of maximum drawdown, TINRX dropped -55.63% vs SILVX's -31.29%.

SILVX currently has the higher Sharpe Ratio (2.11 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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