TRIEX vs. FINVX
TRIEX (Nuveen International Equity Index Fund Retirement Class) and FINVX (Fidelity Series International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, TRIEX returned 9.37%/yr vs 11.20%/yr for FINVX. Their 0.96 correlation means they have historically moved very closely together. TRIEX charges 0.30%/yr vs 0.01%/yr for FINVX.
Performance
TRIEX vs. FINVX - Performance Comparison
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Returns By Period
In the year-to-date period, TRIEX achieves a 12.51% return, which is significantly higher than FINVX's 11.86% return. Over the past 10 years, TRIEX has underperformed FINVX with an annualized return of 9.37%, while FINVX has yielded a comparatively higher 11.20% annualized return.
TRIEX
- 1D
- 2.74%
- 1M
- 2.03%
- 6M
- 7.08%
- YTD
- 12.51%
- 1Y
- 25.83%
- 3Y*
- 16.14%
- 5Y*
- 9.30%
- 10Y*
- 9.37%
- ALL TIME*
- 7.90%
FINVX
- 1D
- 2.29%
- 1M
- 2.53%
- 6M
- 6.40%
- YTD
- 11.86%
- 1Y
- 28.79%
- 3Y*
- 22.21%
- 5Y*
- 15.08%
- 10Y*
- 11.20%
- ALL TIME*
- 6.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TRIEX vs. FINVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRIEX Nuveen International Equity Index Fund Retirement Class | 12.51% | 31.24% | 3.41% | 17.93% | -14.44% | 11.08% | 7.85% | 21.58% | -13.56% | 25.06% |
FINVX Fidelity Series International Value Fund | 11.86% | 45.75% | 6.20% | 20.35% | -7.21% | 16.39% | 4.87% | 19.85% | -16.40% | 20.41% |
Correlation
The correlation between TRIEX and FINVX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2009 | 0.96 |
The correlation between TRIEX and FINVX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
TRIEX vs. FINVX — Risk / Return Rank
TRIEX
FINVX
TRIEX vs. FINVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen International Equity Index Fund Retirement Class (TRIEX) and Fidelity Series International Value Fund (FINVX). 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.
| TRIEX | FINVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.66 | -0.48 |
| Martin ratioReturn relative to average drawdown | 8.17 | 9.86 | -1.70 |
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Drawdowns
TRIEX vs. FINVX - Drawdown Comparison
The maximum TRIEX drawdown since its inception was -60.73%, which is greater than FINVX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for TRIEX and FINVX.
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Drawdown Indicators
| TRIEX | FINVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.73% | -42.48% | -18.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -10.38% | -0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -14.60% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -27.13% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.96% | -42.48% | +8.52% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -8.97% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.79% | +0.23% |
Volatility
TRIEX vs. FINVX - Volatility Comparison
Nuveen International Equity Index Fund Retirement Class (TRIEX) has a higher volatility of 4.70% compared to Fidelity Series International Value Fund (FINVX) at 4.36%. This indicates that TRIEX's price experiences larger fluctuations and is considered to be riskier than FINVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRIEX | FINVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 4.36% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 12.76% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 15.13% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 16.69% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 17.74% | -1.34% |
TRIEX vs. FINVX - Expense Ratio Comparison
TRIEX has a 0.30% expense ratio, which is higher than FINVX's 0.01% expense ratio.
Dividends
TRIEX vs. FINVX - Dividend Comparison
TRIEX's dividend yield for the trailing twelve months is around 3.17%, less than FINVX's 10.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FINVX Fidelity Series International Value Fund | 10.01% | 11.20% | 4.14% | 3.29% | 3.33% | 5.01% | 2.83% | 4.05% | 4.05% | 3.14% | 2.62% | 2.14% |
TRIEX Nuveen International Equity Index Fund Retirement Class | 3.17% | 3.57% | 2.84% | 2.83% | 2.49% | 2.69% | 1.70% | 2.78% | 3.05% | 2.51% | 2.65% | 2.72% |
Frequently Asked Questions
With a correlation of 0.95, TRIEX and FINVX 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.
TRIEX has higher volatility (4.70%) compared to FINVX (4.36%). In terms of maximum drawdown, TRIEX dropped -60.73% vs FINVX's -42.48%.
FINVX currently has the higher Sharpe Ratio (1.82 vs 1.56), 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.
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