TRIRX vs. FOCKX

Last updated Jun 4, 2026

TRIRX (Nuveen Large Cap Growth Index Fund Retirement Class) and FOCKX (Fidelity OTC Portfolio Class K) are both Large Cap Growth Equities funds. Over the past 10 years, TRIRX returned 18.37%/yr vs 22.74%/yr for FOCKX. Their correlation of 0.94 suggests significant overlap in exposure. TRIRX charges 0.30%/yr vs 0.73%/yr for FOCKX.

Performance

TRIRX vs. FOCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Large Cap Growth Index Fund Retirement Class (TRIRX) and Fidelity OTC Portfolio Class K (FOCKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRIRX achieves a 8.46% return, which is significantly lower than FOCKX's 27.65% return. Over the past 10 years, TRIRX has underperformed FOCKX with an annualized return of 18.37%, while FOCKX has yielded a comparatively higher 22.74% annualized return.

TRIRX

• 1D: -0.37%
• 1M: 7.06%
• YTD: 8.46%
• 6M: 7.74%
• 1Y: 26.98%
• 3Y*: 25.18%
• 5Y*: 15.71%
• 10Y*: 18.37%

FOCKX

• 1D: 0.76%
• 1M: 10.65%
• YTD: 27.65%
• 6M: 28.76%
• 1Y: 62.04%
• 3Y*: 34.92%
• 5Y*: 19.63%
• 10Y*: 22.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TRIRX vs. FOCKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRIRX Nuveen Large Cap Growth Index Fund Retirement Class	8.46%	18.13%	32.98%	42.30%	-29.41%	27.32%	38.06%	35.98%	-1.91%	28.50%
FOCKX Fidelity OTC Portfolio Class K	27.65%	22.28%	38.91%	42.92%	-32.07%	25.06%	46.83%	39.36%	-3.18%	38.78%

Correlation

The correlation between TRIRX and FOCKX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since May 12, 2008	0.94

The correlation between TRIRX and FOCKX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

Return for Risk

TRIRX vs. FOCKX — Risk / Return Rank

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

TRIRX

TRIRX Risk / Return Rank: 31
TRIRX Sharpe Ratio Rank: 39
TRIRX Sortino Ratio Rank: 35
TRIRX Omega Ratio Rank: 35
TRIRX Calmar Ratio Rank: 22
TRIRX Martin Ratio Rank: 23

FOCKX

FOCKX Risk / Return Rank: 93
FOCKX Sharpe Ratio Rank: 96
FOCKX Sortino Ratio Rank: 90
FOCKX Omega Ratio Rank: 87
FOCKX Calmar Ratio Rank: 94
FOCKX Martin Ratio Rank: 96

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.

TRIRX vs. FOCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Large Cap Growth Index Fund Retirement Class (TRIRX) and Fidelity OTC Portfolio Class K (FOCKX). 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.

	TRIRX	FOCKX	Difference
Sharpe ratio: Return per unit of total volatility	1.82	3.56	-1.74
Sortino ratio: Return per unit of downside risk	2.47	4.41	-1.94
Omega ratio: Gain probability vs. loss probability	1.32	1.59	-0.28
Calmar ratio: Return relative to maximum drawdown	1.72	5.61	-3.89
Martin ratio: Return relative to average drawdown	5.73	24.83	-19.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRIRX vs. FOCKX - Sharpe Ratio Comparison

The current TRIRX Sharpe Ratio is 1.82, which is lower than the FOCKX Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of TRIRX and FOCKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TRIRX	FOCKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	3.56	-1.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.87	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	1.02	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.74	-0.09

Drawdowns

TRIRX vs. FOCKX - Drawdown Comparison

The maximum TRIRX drawdown since its inception was -51.49%, roughly equal to the maximum FOCKX drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for TRIRX and FOCKX.

Drawdown Indicators

	TRIRX	FOCKX	Difference
Max Drawdown Largest peak-to-trough decline	-51.49%	-53.33%	+1.84%
Max Drawdown (1Y) Largest decline over 1 year	-16.32%	-11.28%	-5.04%
Max Drawdown (3Y) Largest decline over 3 years	-23.38%	-24.83%	+1.45%
Max Drawdown (5Y) Largest decline over 5 years	-32.82%	-36.97%	+4.15%
Max Drawdown (10Y) Largest decline over 10 years	-32.82%	-36.97%	+4.15%
Current Drawdown Current decline from peak	-0.37%	0.00%	-0.37%
Average Drawdown Average peak-to-trough decline	-6.90%	-8.38%	+1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	2.54%	+2.34%

Volatility

TRIRX vs. FOCKX - Volatility Comparison

The current volatility for Nuveen Large Cap Growth Index Fund Retirement Class (TRIRX) is 3.31%, while Fidelity OTC Portfolio Class K (FOCKX) has a volatility of 5.39%. This indicates that TRIRX experiences smaller price fluctuations and is considered to be less risky than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRIRX	FOCKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	5.39%	-2.08%
Volatility (6M) Calculated over the trailing 6-month period	11.60%	13.94%	-2.34%
Volatility (1Y) Calculated over the trailing 1-year period	15.42%	17.79%	-2.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.48%	22.68%	-1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.09%	22.46%	-1.37%

TRIRX vs. FOCKX - Expense Ratio Comparison

TRIRX has a 0.30% expense ratio, which is lower than FOCKX's 0.73% expense ratio.

Dividends

TRIRX vs. FOCKX - Dividend Comparison

TRIRX's dividend yield for the trailing twelve months is around 3.83%, less than FOCKX's 5.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FOCKX Fidelity OTC Portfolio Class K	5.92%	7.56%	16.42%	0.09%	3.97%	11.34%	6.18%	7.49%	7.81%	4.85%	3.25%	5.42%
TRIRX Nuveen Large Cap Growth Index Fund Retirement Class	3.83%	4.15%	3.00%	1.67%	10.58%	8.44%	1.69%	2.13%	3.69%	0.68%	1.09%	1.31%

Frequently Asked Questions

Can I hold both TRIRX and FOCKX in my portfolio?

With a correlation of 0.92, TRIRX and FOCKX 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.

Which is riskier, TRIRX or FOCKX?

FOCKX has higher volatility (5.39%) compared to TRIRX (3.31%). In terms of maximum drawdown, TRIRX dropped -51.49% vs FOCKX's -53.33%.

Which has better risk-adjusted returns?

FOCKX currently has the higher Sharpe Ratio (3.56 vs 1.82), 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.