TRSPX vs. FARCX
TRSPX (Nuveen S&P 500 Index Fund Retirement Class) and FARCX (Nuveen Real Estate Securities Fund) are both mutual funds - TRSPX is a S&P 500 fund tracking the S&P 500, while FARCX is a REIT fund managed by Nuveen. Over the past 10 years, TRSPX returned 15.09%/yr vs 5.89%/yr for FARCX. A 0.64 correlation means they provide meaningful diversification when combined. TRSPX charges 0.30%/yr vs 0.97%/yr for FARCX.
Performance
TRSPX vs. FARCX - Performance Comparison
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Returns By Period
In the year-to-date period, TRSPX achieves a 7.97% return, which is significantly lower than FARCX's 16.24% return. Over the past 10 years, TRSPX has outperformed FARCX with an annualized return of 15.09%, while FARCX has yielded a comparatively lower 5.89% annualized return.
TRSPX
- 1D
- -0.09%
- 1M
- -2.05%
- YTD
- 7.97%
- 6M
- 6.64%
- 1Y
- 21.84%
- 3Y*
- 20.41%
- 5Y*
- 12.73%
- 10Y*
- 15.09%
FARCX
- 1D
- 0.12%
- 1M
- 0.78%
- YTD
- 16.24%
- 6M
- 16.06%
- 1Y
- 19.99%
- 3Y*
- 12.27%
- 5Y*
- 4.41%
- 10Y*
- 5.89%
TRSPX vs. FARCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRSPX Nuveen S&P 500 Index Fund Retirement Class | 7.97% | 17.50% | 24.64% | 25.90% | -18.34% | 28.32% | 18.08% | 31.06% | -4.72% | 19.52% |
FARCX Nuveen Real Estate Securities Fund | 16.24% | 2.56% | 6.04% | 11.55% | -24.57% | 41.57% | -6.14% | 25.63% | -5.57% | 5.67% |
Correlation
The correlation between TRSPX and FARCX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2002 | 0.64 |
Over the past year, the correlation between TRSPX and FARCX has dropped to 0.25 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
TRSPX vs. FARCX — Risk / Return Rank
TRSPX
FARCX
TRSPX vs. FARCX - 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 Nuveen Real Estate Securities Fund (FARCX). 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 | FARCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 2.18 | +0.29 |
| Martin ratioReturn relative to average drawdown | 10.98 | 7.16 | +3.82 |
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Drawdowns
TRSPX vs. FARCX - Drawdown Comparison
The maximum TRSPX drawdown since its inception was -55.34%, smaller than the maximum FARCX drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for TRSPX and FARCX.
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Drawdown Indicators
| TRSPX | FARCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.34% | -70.62% | +15.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -7.83% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -17.59% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -31.77% | +7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -41.05% | +7.28% |
Current DrawdownCurrent decline from peak | -3.22% | 0.00% | -3.22% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -10.43% | +3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.42% | -0.42% |
Volatility
TRSPX vs. FARCX - Volatility Comparison
Nuveen S&P 500 Index Fund Retirement Class (TRSPX) and Nuveen Real Estate Securities Fund (FARCX) have volatilities of 4.87% and 5.12%, 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 | FARCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 5.12% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 10.03% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 13.55% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 18.39% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 20.20% | -2.13% |
TRSPX vs. FARCX - Expense Ratio Comparison
TRSPX has a 0.30% expense ratio, which is lower than FARCX's 0.97% expense ratio.
Dividends
TRSPX vs. FARCX - Dividend Comparison
TRSPX's dividend yield for the trailing twelve months is around 1.99%, less than FARCX's 5.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FARCX Nuveen Real Estate Securities Fund | 5.01% | 5.77% | 9.34% | 3.30% | 20.25% | 15.12% | 2.89% | 11.46% | 6.19% | 13.43% | 10.99% | 8.24% |
TRSPX Nuveen S&P 500 Index Fund Retirement Class | 1.99% | 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
TRSPX and FARCX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FARCX has higher volatility (5.12%) compared to TRSPX (4.87%). In terms of maximum drawdown, TRSPX dropped -55.34% vs FARCX's -70.62%.
TRSPX currently has the higher Sharpe Ratio (1.76 vs 1.26), 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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