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TRIRX vs. VMGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRIRX vs. VMGMX - 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 Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX). The values are adjusted to include any dividend payments, if applicable.

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TRIRX vs. VMGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRIRX
Nuveen Large Cap Growth Index Fund Retirement Class
-13.10%18.13%32.98%42.30%-29.41%27.32%38.06%35.98%-1.91%28.50%
VMGMX
Vanguard Mid-Cap Growth Index Fund Admiral Shares
-10.43%10.69%15.65%23.93%-28.84%20.48%34.45%33.85%-5.61%21.83%

Returns By Period

In the year-to-date period, TRIRX achieves a -13.10% return, which is significantly lower than VMGMX's -10.43% return. Over the past 10 years, TRIRX has outperformed VMGMX with an annualized return of 15.83%, while VMGMX has yielded a comparatively lower 10.28% annualized return.


TRIRX

1D
-0.45%
1M
-8.66%
YTD
-13.10%
6M
-12.25%
1Y
14.10%
3Y*
19.35%
5Y*
11.60%
10Y*
15.83%

VMGMX

1D
-1.10%
1M
-10.26%
YTD
-10.43%
6M
-14.69%
1Y
2.69%
3Y*
9.33%
5Y*
3.77%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRIRX vs. VMGMX - Expense Ratio Comparison

TRIRX has a 0.30% expense ratio, which is higher than VMGMX's 0.07% expense ratio.


Return for Risk

TRIRX vs. VMGMX — Risk / Return Rank

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

TRIRX
TRIRX Risk / Return Rank: 2424
Overall Rank
TRIRX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TRIRX Sortino Ratio Rank: 2828
Sortino Ratio Rank
TRIRX Omega Ratio Rank: 2727
Omega Ratio Rank
TRIRX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TRIRX Martin Ratio Rank: 2020
Martin Ratio Rank

VMGMX
VMGMX Risk / Return Rank: 88
Overall Rank
VMGMX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VMGMX Sortino Ratio Rank: 99
Sortino Ratio Rank
VMGMX Omega Ratio Rank: 99
Omega Ratio Rank
VMGMX Calmar Ratio Rank: 77
Calmar Ratio Rank
VMGMX Martin Ratio Rank: 77
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.

TRIRX vs. VMGMX - 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 Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX). 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.


TRIRXVMGMXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.14

+0.50

Sortino ratio

Return per unit of downside risk

1.08

0.35

+0.73

Omega ratio

Gain probability vs. loss probability

1.15

1.05

+0.10

Calmar ratio

Return relative to maximum drawdown

0.65

0.06

+0.59

Martin ratio

Return relative to average drawdown

2.24

0.19

+2.06

TRIRX vs. VMGMX - Sharpe Ratio Comparison

The current TRIRX Sharpe Ratio is 0.64, which is higher than the VMGMX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of TRIRX and VMGMX, 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


TRIRXVMGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.14

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.18

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.49

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.58

+0.02

Correlation

The correlation between TRIRX and VMGMX is 0.90, 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

TRIRX vs. VMGMX - Dividend Comparison

TRIRX's dividend yield for the trailing twelve months is around 4.78%, more than VMGMX's 0.74% yield.


TTM20252024202320222021202020192018201720162015
TRIRX
Nuveen Large Cap Growth Index Fund Retirement Class
4.78%4.15%3.00%1.67%10.58%8.44%1.69%2.13%3.69%0.68%1.09%1.31%
VMGMX
Vanguard Mid-Cap Growth Index Fund Admiral Shares
0.74%0.64%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.82%

Drawdowns

TRIRX vs. VMGMX - Drawdown Comparison

The maximum TRIRX drawdown since its inception was -51.49%, which is greater than VMGMX's maximum drawdown of -37.17%. Use the drawdown chart below to compare losses from any high point for TRIRX and VMGMX.


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Drawdown Indicators


TRIRXVMGMXDifference

Max Drawdown

Largest peak-to-trough decline

-51.49%

-37.17%

-14.32%

Max Drawdown (1Y)

Largest decline over 1 year

-16.32%

-15.95%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-32.82%

-37.17%

+4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-32.82%

-37.17%

+4.35%

Current Drawdown

Current decline from peak

-16.32%

-15.95%

-0.37%

Average Drawdown

Average peak-to-trough decline

-6.92%

-7.05%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

5.04%

-0.28%

Volatility

TRIRX vs. VMGMX - Volatility Comparison

Nuveen Large Cap Growth Index Fund Retirement Class (TRIRX) and Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) have volatilities of 5.34% and 5.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRIRXVMGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

5.37%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

12.03%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.37%

20.88%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

21.36%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

20.91%

+0.11%