TRIEX vs. NVLIX
Compare and contrast key facts about Nuveen International Equity Index Fund Retirement Class (TRIEX) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX).
TRIEX is a passively managed fund by Nuveen that tracks the performance of the MSCI EAFE Index. It was launched on Oct 1, 2002. NVLIX is managed by Nuveen. It was launched on May 15, 2009.
Performance
TRIEX vs. NVLIX - Performance Comparison
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TRIEX vs. NVLIX - 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% |
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I | -14.74% | 12.76% | 29.48% | 43.60% | -31.31% | 27.62% | 37.97% | 33.54% | 3.02% | 33.09% |
Returns By Period
In the year-to-date period, TRIEX achieves a -1.96% return, which is significantly higher than NVLIX's -14.74% return. Over the past 10 years, TRIEX has underperformed NVLIX with an annualized return of 8.31%, while NVLIX has yielded a comparatively higher 15.06% 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%
NVLIX
- 1D
- -0.77%
- 1M
- -9.92%
- YTD
- -14.74%
- 6M
- -14.11%
- 1Y
- 6.84%
- 3Y*
- 16.78%
- 5Y*
- 9.29%
- 10Y*
- 15.06%
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TRIEX vs. NVLIX - Expense Ratio Comparison
TRIEX has a 0.30% expense ratio, which is lower than NVLIX's 0.83% expense ratio.
Return for Risk
TRIEX vs. NVLIX — Risk / Return Rank
TRIEX
NVLIX
TRIEX vs. NVLIX - 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 Winslow Large-Cap Growth ESG Fund Class I (NVLIX). 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 | NVLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.29 | +0.78 |
Sortino ratioReturn per unit of downside risk | 1.51 | 0.58 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.08 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.15 | +1.31 |
Martin ratioReturn relative to average drawdown | 5.71 | 0.49 | +5.21 |
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 | NVLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.29 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.42 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.69 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.73 | -0.35 |
Correlation
The correlation between TRIEX and NVLIX is 0.71, 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. NVLIX - Dividend Comparison
TRIEX's dividend yield for the trailing twelve months is around 3.64%, less than NVLIX's 26.33% 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% |
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I | 26.33% | 22.45% | 14.35% | 5.39% | 8.93% | 9.51% | 5.47% | 8.69% | 18.81% | 18.70% | 17.11% | 15.18% |
Drawdowns
TRIEX vs. NVLIX - Drawdown Comparison
The maximum TRIEX drawdown since its inception was -60.73%, which is greater than NVLIX's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for TRIEX and NVLIX.
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Drawdown Indicators
| TRIEX | NVLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.73% | -39.57% | -21.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -19.01% | +7.64% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -39.57% | +10.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.96% | -39.57% | +5.61% |
Current DrawdownCurrent decline from peak | -10.89% | -19.01% | +8.12% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -6.20% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 5.81% | -2.77% |
Volatility
TRIEX vs. NVLIX - Volatility Comparison
Nuveen International Equity Index Fund Retirement Class (TRIEX) has a higher volatility of 7.11% compared to Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) at 5.48%. This indicates that TRIEX's price experiences larger fluctuations and is considered to be riskier than NVLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRIEX | NVLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 5.48% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 12.08% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 22.64% | -5.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 22.35% | -6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 21.97% | -5.41% |