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TRIEX vs. APDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRIEX vs. APDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen International Equity Index Fund Retirement Class (TRIEX) and Artisan International Fund Advisor Class (APDIX). The values are adjusted to include any dividend payments, if applicable.

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TRIEX vs. APDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRIEX
Nuveen International Equity Index Fund Retirement Class
-1.96%31.24%3.41%17.93%-14.44%11.08%7.85%21.58%-13.56%25.06%
APDIX
Artisan International Fund Advisor Class
3.78%36.36%10.78%14.44%-19.44%9.01%7.75%29.33%-10.86%31.12%

Returns By Period

In the year-to-date period, TRIEX achieves a -1.96% return, which is significantly lower than APDIX's 3.78% return. Over the past 10 years, TRIEX has underperformed APDIX with an annualized return of 8.31%, while APDIX has yielded a comparatively higher 9.25% annualized return.


TRIEX

1D
0.36%
1M
-10.86%
YTD
-1.96%
6M
2.21%
1Y
19.23%
3Y*
13.08%
5Y*
7.60%
10Y*
8.31%

APDIX

1D
-0.58%
1M
-8.94%
YTD
3.78%
6M
5.53%
1Y
29.45%
3Y*
18.32%
5Y*
9.45%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRIEX vs. APDIX - Expense Ratio Comparison

TRIEX has a 0.30% expense ratio, which is lower than APDIX's 1.05% expense ratio.


Return for Risk

TRIEX vs. APDIX — Risk / Return Rank

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

TRIEX
TRIEX Risk / Return Rank: 5757
Overall Rank
TRIEX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TRIEX Sortino Ratio Rank: 5454
Sortino Ratio Rank
TRIEX Omega Ratio Rank: 5151
Omega Ratio Rank
TRIEX Calmar Ratio Rank: 6262
Calmar Ratio Rank
TRIEX Martin Ratio Rank: 5959
Martin Ratio Rank

APDIX
APDIX Risk / Return Rank: 8888
Overall Rank
APDIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
APDIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
APDIX Omega Ratio Rank: 8585
Omega Ratio Rank
APDIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
APDIX Martin Ratio Rank: 9191
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.

TRIEX vs. APDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen International Equity Index Fund Retirement Class (TRIEX) and Artisan International Fund Advisor Class (APDIX). 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.


TRIEXAPDIXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.85

-0.78

Sortino ratio

Return per unit of downside risk

1.51

2.38

-0.87

Omega ratio

Gain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratio

Return relative to maximum drawdown

1.46

2.52

-1.05

Martin ratio

Return relative to average drawdown

5.71

10.62

-4.91

TRIEX vs. APDIX - Sharpe Ratio Comparison

The current TRIEX Sharpe Ratio is 1.07, which is lower than the APDIX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of TRIEX and APDIX, 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


TRIEXAPDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.85

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.61

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.58

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.54

-0.16

Correlation

The correlation between TRIEX and APDIX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TRIEX vs. APDIX - Dividend Comparison

TRIEX's dividend yield for the trailing twelve months is around 3.64%, less than APDIX's 22.01% yield.


TTM20252024202320222021202020192018201720162015
TRIEX
Nuveen International Equity Index Fund Retirement Class
3.64%3.57%2.84%2.83%2.49%2.69%1.70%2.78%3.05%2.51%2.65%2.72%
APDIX
Artisan International Fund Advisor Class
22.01%22.84%10.42%2.00%2.74%23.63%3.39%5.41%9.98%0.83%1.45%0.00%

Drawdowns

TRIEX vs. APDIX - Drawdown Comparison

The maximum TRIEX drawdown since its inception was -60.73%, which is greater than APDIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TRIEX and APDIX.


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Drawdown Indicators


TRIEXAPDIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.73%

-33.79%

-26.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-9.77%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-33.79%

+4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-33.96%

-33.79%

-0.17%

Current Drawdown

Current decline from peak

-10.89%

-9.77%

-1.12%

Average Drawdown

Average peak-to-trough decline

-11.50%

-7.06%

-4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.59%

+0.45%

Volatility

TRIEX vs. APDIX - Volatility Comparison

Nuveen International Equity Index Fund Retirement Class (TRIEX) has a higher volatility of 7.11% compared to Artisan International Fund Advisor Class (APDIX) at 6.03%. This indicates that TRIEX's price experiences larger fluctuations and is considered to be riskier than APDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRIEXAPDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

6.03%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

10.12%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

15.32%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

15.61%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

16.16%

+0.40%