PortfoliosLab logoPortfoliosLab logo
TRSPX vs. KNGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRSPX vs. KNGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen S&P 500 Index Fund Retirement Class (TRSPX) and CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund (KNGLX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TRSPX vs. KNGLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-5.49%
KNGLX
CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund
1.38%6.43%2.91%6.46%-7.29%23.23%7.08%26.58%-4.64%

Returns By Period

In the year-to-date period, TRSPX achieves a -4.40% return, which is significantly lower than KNGLX's 1.38% 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%

KNGLX

1D
1.21%
1M
-6.60%
YTD
1.38%
6M
3.23%
1Y
5.21%
3Y*
5.22%
5Y*
4.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRSPX vs. KNGLX - Expense Ratio Comparison

TRSPX has a 0.30% expense ratio, which is lower than KNGLX's 1.20% expense ratio.


Return for Risk

TRSPX vs. KNGLX — Risk / Return Rank

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

TRSPX
TRSPX Risk / Return Rank: 4343
Overall Rank
TRSPX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TRSPX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TRSPX Omega Ratio Rank: 4646
Omega Ratio Rank
TRSPX Calmar Ratio Rank: 3737
Calmar Ratio Rank
TRSPX Martin Ratio Rank: 5151
Martin Ratio Rank

KNGLX
KNGLX Risk / Return Rank: 1313
Overall Rank
KNGLX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KNGLX Sortino Ratio Rank: 1212
Sortino Ratio Rank
KNGLX Omega Ratio Rank: 1111
Omega Ratio Rank
KNGLX Calmar Ratio Rank: 1515
Calmar Ratio Rank
KNGLX Martin Ratio Rank: 1616
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.

TRSPX vs. KNGLX - 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 CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund (KNGLX). 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.


TRSPXKNGLXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.36

+0.60

Sortino ratio

Return per unit of downside risk

1.47

0.63

+0.84

Omega ratio

Gain probability vs. loss probability

1.22

1.08

+0.14

Calmar ratio

Return relative to maximum drawdown

1.30

0.50

+0.80

Martin ratio

Return relative to average drawdown

6.22

1.88

+4.34

TRSPX vs. KNGLX - Sharpe Ratio Comparison

The current TRSPX Sharpe Ratio is 0.96, which is higher than the KNGLX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of TRSPX and KNGLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TRSPXKNGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.36

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.33

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.41

+0.14

Correlation

The correlation between TRSPX and KNGLX is 0.76, 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. KNGLX - Dividend Comparison

TRSPX's dividend yield for the trailing twelve months is around 2.25%, less than KNGLX's 5.34% yield.


TTM20252024202320222021202020192018201720162015
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%
KNGLX
CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund
5.34%8.02%9.60%7.99%4.54%4.41%3.53%4.53%4.74%0.00%0.00%0.00%

Drawdowns

TRSPX vs. KNGLX - Drawdown Comparison

The maximum TRSPX drawdown since its inception was -55.34%, which is greater than KNGLX's maximum drawdown of -31.48%. Use the drawdown chart below to compare losses from any high point for TRSPX and KNGLX.


Loading graphics...

Drawdown Indicators


TRSPXKNGLXDifference

Max Drawdown

Largest peak-to-trough decline

-55.34%

-31.48%

-23.86%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-10.91%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.63%

-18.25%

-6.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.77%

Current Drawdown

Current decline from peak

-6.27%

-6.75%

+0.48%

Average Drawdown

Average peak-to-trough decline

-6.95%

-4.60%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.92%

-0.39%

Volatility

TRSPX vs. KNGLX - Volatility Comparison

Nuveen S&P 500 Index Fund Retirement Class (TRSPX) has a higher volatility of 5.35% compared to CBOE Vest S&P 500 Dividend Aristocrats Target Income Fund (KNGLX) at 3.59%. This indicates that TRSPX's price experiences larger fluctuations and is considered to be riskier than KNGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TRSPXKNGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

3.59%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

7.67%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

14.30%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

14.02%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

17.26%

+0.78%