TRSPX vs. BSPPX
TRSPX (Nuveen S&P 500 Index Fund Retirement Class) and BSPPX (iShares S&P 500 Index Fund Investor P Shares) are both S&P 500 funds - TRSPX tracks the S&P 500 while BSPPX tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, TRSPX returned 12.52%/yr vs 12.45%/yr for BSPPX. Their 0.99 correlation means they have historically moved very closely together. TRSPX charges 0.30%/yr vs 0.35%/yr for BSPPX.
Performance
TRSPX vs. BSPPX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with TRSPX having a 9.95% return and BSPPX slightly lower at 9.90%.
TRSPX
- 1D
- 0.70%
- 1M
- 0.12%
- 6M
- 7.83%
- YTD
- 9.95%
- 1Y
- 21.10%
- 3Y*
- 19.07%
- 5Y*
- 12.52%
- 10Y*
- 14.63%
- ALL TIME*
- 10.70%
BSPPX
- 1D
- 0.71%
- 1M
- 0.12%
- 6M
- 7.78%
- YTD
- 9.90%
- 1Y
- 21.04%
- 3Y*
- 18.99%
- 5Y*
- 12.45%
- 10Y*
- —
- ALL TIME*
- 14.19%
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 |
TRSPX vs. BSPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TRSPX Nuveen S&P 500 Index Fund Retirement Class | 9.95% | 17.50% | 24.64% | 25.90% | -18.34% | 28.32% | 18.08% | 31.06% | -13.61% |
BSPPX iShares S&P 500 Index Fund Investor P Shares | 9.90% | 17.46% | 24.54% | 25.85% | -18.40% | 28.23% | 18.05% | 31.02% | -13.57% |
Correlation
The correlation between TRSPX and BSPPX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2018 | 0.99 |
The correlation between TRSPX and BSPPX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
TRSPX vs. BSPPX — Risk / Return Rank
TRSPX
BSPPX
TRSPX vs. BSPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen S&P 500 Index Fund Retirement Class (TRSPX) and iShares S&P 500 Index Fund Investor P Shares (BSPPX). 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.
| TRSPX | BSPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.14 | +0.02 |
| Martin ratioReturn relative to average drawdown | 9.25 | 9.18 | +0.08 |
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Drawdowns
TRSPX vs. BSPPX - Drawdown Comparison
The maximum TRSPX drawdown since its inception was -55.34%, which is greater than BSPPX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for TRSPX and BSPPX.
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Drawdown Indicators
| TRSPX | BSPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.34% | -33.76% | -21.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -8.95% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -18.77% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -24.70% | +0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | — | — |
Current DrawdownCurrent decline from peak | -1.45% | -1.47% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -6.87% | -5.15% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 2.09% | 0.00% |
Volatility
TRSPX vs. BSPPX - Volatility Comparison
Nuveen S&P 500 Index Fund Retirement Class (TRSPX) and iShares S&P 500 Index Fund Investor P Shares (BSPPX) have volatilities of 3.52% and 3.51%, 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
| TRSPX | BSPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 3.51% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 10.11% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 12.86% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 16.99% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 19.64% | -1.58% |
TRSPX vs. BSPPX - Expense Ratio Comparison
TRSPX has a 0.30% expense ratio, which is lower than BSPPX's 0.35% expense ratio.
Dividends
TRSPX vs. BSPPX - Dividend Comparison
TRSPX's dividend yield for the trailing twelve months is around 1.96%, more than BSPPX's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSPPX iShares S&P 500 Index Fund Investor P Shares | 1.37% | 1.43% | 1.12% | 1.22% | 1.67% | 1.53% | 1.38% | 1.70% | 1.35% | 0.00% | 0.00% | 0.00% |
TRSPX Nuveen S&P 500 Index Fund Retirement Class | 1.96% | 2.15% | 1.30% | 1.26% | 1.66% | 1.55% | 1.33% | 1.95% | 2.67% | 0.36% | 2.18% | 0.65% |
Frequently Asked Questions
With a correlation of 1.00, TRSPX and BSPPX 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.
TRSPX has higher volatility (3.52%) compared to BSPPX (3.51%). In terms of maximum drawdown, TRSPX dropped -55.34% vs BSPPX's -33.76%.
TRSPX currently has the higher Sharpe Ratio (1.50 vs 1.49), 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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