TRIEX vs. FASEX
Compare and contrast key facts about Nuveen International Equity Index Fund Retirement Class (TRIEX) and Nuveen Mid Cap Value Fund (FASEX).
TRIEX is a passively managed fund by Nuveen that tracks the performance of the MSCI EAFE Index. It was launched on Oct 1, 2002. FASEX is managed by Nuveen. It was launched on Dec 22, 1987.
Performance
TRIEX vs. FASEX - Performance Comparison
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TRIEX vs. FASEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FASEX Nuveen Mid Cap Value Fund | 2.64% | 9.68% | 10.40% | 14.20% | -10.63% | 34.84% | 1.19% | 26.68% | -13.00% | 19.23% |
Returns By Period
In the year-to-date period, TRIEX achieves a -1.96% return, which is significantly lower than FASEX's 2.64% return. Over the past 10 years, TRIEX has underperformed FASEX with an annualized return of 8.31%, while FASEX has yielded a comparatively higher 9.89% 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%
FASEX
- 1D
- -0.41%
- 1M
- -6.34%
- YTD
- 2.64%
- 6M
- 3.59%
- 1Y
- 17.10%
- 3Y*
- 11.79%
- 5Y*
- 7.98%
- 10Y*
- 9.89%
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TRIEX vs. FASEX - Expense Ratio Comparison
TRIEX has a 0.30% expense ratio, which is lower than FASEX's 1.16% expense ratio.
Return for Risk
TRIEX vs. FASEX — Risk / Return Rank
TRIEX
FASEX
TRIEX vs. FASEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen International Equity Index Fund Retirement Class (TRIEX) and Nuveen Mid Cap Value Fund (FASEX). 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.
| TRIEX | FASEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.96 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.42 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.07 | +0.39 |
Martin ratioReturn relative to average drawdown | 5.71 | 4.84 | +0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRIEX | FASEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.96 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.44 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.49 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.50 | -0.12 |
Correlation
The correlation between TRIEX and FASEX is 0.72, 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. FASEX - Dividend Comparison
TRIEX's dividend yield for the trailing twelve months is around 3.64%, less than FASEX's 14.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FASEX Nuveen Mid Cap Value Fund | 14.29% | 14.67% | 5.29% | 3.12% | 6.32% | 4.02% | 1.06% | 0.89% | 4.48% | 7.93% | 3.67% | 3.49% |
Drawdowns
TRIEX vs. FASEX - Drawdown Comparison
The maximum TRIEX drawdown since its inception was -60.73%, which is greater than FASEX's maximum drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for TRIEX and FASEX.
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Drawdown Indicators
| TRIEX | FASEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.73% | -55.57% | -5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -13.62% | +2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -22.26% | -7.18% |
Max Drawdown (10Y)Largest decline over 10 years | -33.96% | -44.56% | +10.60% |
Current DrawdownCurrent decline from peak | -10.89% | -6.83% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -8.97% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.01% | +0.03% |
Volatility
TRIEX vs. FASEX - Volatility Comparison
Nuveen International Equity Index Fund Retirement Class (TRIEX) has a higher volatility of 7.11% compared to Nuveen Mid Cap Value Fund (FASEX) at 5.25%. This indicates that TRIEX's price experiences larger fluctuations and is considered to be riskier than FASEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRIEX | FASEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 5.25% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 9.91% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 18.72% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 18.04% | -2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 20.17% | -3.61% |