TRSPX vs. FARCX
Compare and contrast key facts about Nuveen S&P 500 Index Fund Retirement Class (TRSPX) and Nuveen Real Estate Securities Fund (FARCX).
TRSPX is a passively managed fund by Nuveen that tracks the performance of the S&P 500. It was launched on Oct 1, 2002. FARCX is managed by Nuveen. It was launched on Jun 30, 1995.
Performance
TRSPX vs. FARCX - Performance Comparison
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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 | -4.40% | 17.50% | 24.64% | 25.90% | -18.34% | 28.32% | 18.08% | 31.06% | -4.72% | 19.52% |
FARCX Nuveen Real Estate Securities Fund | 3.59% | 2.56% | 6.04% | 11.55% | -24.57% | 41.57% | -6.14% | 25.63% | -5.57% | 5.67% |
Returns By Period
In the year-to-date period, TRSPX achieves a -4.40% return, which is significantly lower than FARCX's 3.59% return. Over the past 10 years, TRSPX has outperformed FARCX with an annualized return of 13.56%, while FARCX has yielded a comparatively lower 4.87% annualized return.
TRSPX
- 1D
- 2.93%
- 1M
- -5.04%
- YTD
- -4.40%
- 6M
- -2.31%
- 1Y
- 16.96%
- 3Y*
- 17.95%
- 5Y*
- 11.46%
- 10Y*
- 13.56%
FARCX
- 1D
- 0.87%
- 1M
- -6.77%
- YTD
- 3.59%
- 6M
- 2.75%
- 1Y
- 4.73%
- 3Y*
- 6.97%
- 5Y*
- 4.21%
- 10Y*
- 4.87%
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TRSPX vs. FARCX - Expense Ratio Comparison
TRSPX has a 0.30% expense ratio, which is lower than FARCX's 0.97% expense ratio.
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.
| TRSPX | FARCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.29 | +0.67 |
Sortino ratioReturn per unit of downside risk | 1.47 | 0.51 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.07 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 0.47 | +0.83 |
Martin ratioReturn relative to average drawdown | 6.22 | 1.94 | +4.28 |
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
| TRSPX | FARCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.29 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.23 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.24 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.40 | +0.14 |
Correlation
The correlation between TRSPX and FARCX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TRSPX vs. FARCX - Dividend Comparison
TRSPX's dividend yield for the trailing twelve months is around 2.25%, less than FARCX's 4.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRSPX Nuveen S&P 500 Index Fund Retirement Class | 2.25% | 2.15% | 1.30% | 1.26% | 1.66% | 1.55% | 1.33% | 1.95% | 2.67% | 0.36% | 2.18% | 0.65% |
FARCX Nuveen Real Estate Securities Fund | 4.87% | 5.77% | 9.34% | 3.30% | 20.25% | 15.12% | 2.89% | 11.46% | 6.19% | 13.43% | 10.99% | 8.24% |
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 | -12.12% | -12.35% | +0.23% |
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 | -6.27% | -6.77% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -10.50% | +3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.96% | -0.43% |
Volatility
TRSPX vs. FARCX - Volatility Comparison
Nuveen S&P 500 Index Fund Retirement Class (TRSPX) has a higher volatility of 5.35% compared to Nuveen Real Estate Securities Fund (FARCX) at 4.22%. This indicates that TRSPX's price experiences larger fluctuations and is considered to be riskier than FARCX based on this measure. 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 | 5.35% | 4.22% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 9.02% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 16.14% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 18.36% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 20.16% | -2.12% |