TRSPX vs. NELIX
Compare and contrast key facts about Nuveen S&P 500 Index Fund Retirement Class (TRSPX) and Nuveen Equity Long/Short Fund (NELIX).
TRSPX is a passively managed fund by Nuveen that tracks the performance of the S&P 500. It was launched on Oct 1, 2002. NELIX is managed by Nuveen. It was launched on Dec 29, 2008.
Performance
TRSPX vs. NELIX - Performance Comparison
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TRSPX vs. NELIX - 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% |
NELIX Nuveen Equity Long/Short Fund | -2.12% | 11.31% | 20.55% | 24.09% | -14.94% | 32.92% | -0.79% | 6.35% | -2.36% | 19.32% |
Returns By Period
In the year-to-date period, TRSPX achieves a -4.40% return, which is significantly lower than NELIX's -2.12% return. Over the past 10 years, TRSPX has outperformed NELIX with an annualized return of 13.56%, while NELIX has yielded a comparatively lower 9.35% 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%
NELIX
- 1D
- 2.33%
- 1M
- -2.44%
- YTD
- -2.12%
- 6M
- -1.00%
- 1Y
- 13.87%
- 3Y*
- 16.20%
- 5Y*
- 9.78%
- 10Y*
- 9.35%
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TRSPX vs. NELIX - Expense Ratio Comparison
TRSPX has a 0.30% expense ratio, which is lower than NELIX's 1.35% expense ratio.
Return for Risk
TRSPX vs. NELIX — Risk / Return Rank
TRSPX
NELIX
TRSPX vs. NELIX - 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 Equity Long/Short Fund (NELIX). 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 | NELIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.06 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.55 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.47 | -0.17 |
Martin ratioReturn relative to average drawdown | 6.22 | 6.44 | -0.22 |
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 | NELIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.06 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.77 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.68 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.68 | -0.14 |
Correlation
The correlation between TRSPX and NELIX is 0.88, 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. NELIX - Dividend Comparison
TRSPX's dividend yield for the trailing twelve months is around 2.25%, less than NELIX's 3.89% 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% |
NELIX Nuveen Equity Long/Short Fund | 3.89% | 3.81% | 4.78% | 4.20% | 6.84% | 2.44% | 0.00% | 0.00% | 1.35% | 1.58% | 0.00% | 0.00% |
Drawdowns
TRSPX vs. NELIX - Drawdown Comparison
The maximum TRSPX drawdown since its inception was -55.34%, which is greater than NELIX's maximum drawdown of -28.72%. Use the drawdown chart below to compare losses from any high point for TRSPX and NELIX.
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Drawdown Indicators
| TRSPX | NELIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.34% | -28.72% | -26.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -8.92% | -3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -19.30% | -5.33% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -28.72% | -5.05% |
Current DrawdownCurrent decline from peak | -6.27% | -4.12% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -4.75% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.03% | +0.50% |
Volatility
TRSPX vs. NELIX - Volatility Comparison
Nuveen S&P 500 Index Fund Retirement Class (TRSPX) has a higher volatility of 5.35% compared to Nuveen Equity Long/Short Fund (NELIX) at 4.17%. This indicates that TRSPX's price experiences larger fluctuations and is considered to be riskier than NELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRSPX | NELIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 4.17% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 7.61% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 13.67% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 12.71% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 13.73% | +4.31% |