TRSPX vs. FXAIX
Compare and contrast key facts about Nuveen S&P 500 Index Fund Retirement Class (TRSPX) and Fidelity 500 Index Fund (FXAIX).
TRSPX is a passively managed fund by Nuveen that tracks the performance of the S&P 500. It was launched on Oct 1, 2002. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988. Both TRSPX and FXAIX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
TRSPX vs. FXAIX - Performance Comparison
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TRSPX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRSPX Nuveen S&P 500 Index Fund Retirement Class | -7.12% | 17.50% | 24.64% | 25.90% | -18.34% | 28.32% | 18.08% | 31.06% | -4.72% | 19.52% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
The year-to-date returns for both investments are quite close, with TRSPX having a -7.12% return and FXAIX slightly higher at -7.05%. Both investments have delivered pretty close results over the past 10 years, with TRSPX having a 13.23% annualized return and FXAIX not far ahead at 13.75%.
TRSPX
- 1D
- -0.40%
- 1M
- -7.70%
- YTD
- -7.12%
- 6M
- -4.76%
- 1Y
- 14.09%
- 3Y*
- 16.83%
- 5Y*
- 11.09%
- 10Y*
- 13.23%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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TRSPX vs. FXAIX - Expense Ratio Comparison
TRSPX has a 0.30% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
TRSPX vs. FXAIX — Risk / Return Rank
TRSPX
FXAIX
TRSPX vs. FXAIX - 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 Fidelity 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.84 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.30 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.05 | -0.08 |
Martin ratioReturn relative to average drawdown | 4.70 | 5.13 | -0.43 |
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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.84 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.68 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.77 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.75 | -0.22 |
Correlation
The correlation between TRSPX and FXAIX is 1.00, 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
TRSPX vs. FXAIX - Dividend Comparison
TRSPX's dividend yield for the trailing twelve months is around 2.31%, more than FXAIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRSPX Nuveen S&P 500 Index Fund Retirement Class | 2.31% | 2.15% | 1.30% | 1.26% | 1.66% | 1.55% | 1.33% | 1.95% | 2.67% | 0.36% | 2.18% | 0.65% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
TRSPX vs. FXAIX - Drawdown Comparison
The maximum TRSPX drawdown since its inception was -55.34%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TRSPX and FXAIX.
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Drawdown Indicators
| TRSPX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.34% | -33.79% | -21.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -12.13% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -24.50% | -0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -33.79% | +0.02% |
Current DrawdownCurrent decline from peak | -8.94% | -8.89% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -3.83% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.50% | +0.07% |
Volatility
TRSPX vs. FXAIX - Volatility Comparison
Nuveen S&P 500 Index Fund Retirement Class (TRSPX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.25% and 4.24%, 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 | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.24% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 9.08% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 18.13% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 16.88% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 18.03% | -0.01% |