TRSPX vs. NPSRX
Compare and contrast key facts about Nuveen S&P 500 Index Fund Retirement Class (TRSPX) and Nuveen Preferred Securities & Income Fund (NPSRX).
TRSPX is a passively managed fund by Nuveen that tracks the performance of the S&P 500. It was launched on Oct 1, 2002. NPSRX is managed by Nuveen. It was launched on Dec 18, 2006.
Performance
TRSPX vs. NPSRX - Performance Comparison
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TRSPX vs. NPSRX - 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% |
NPSRX Nuveen Preferred Securities & Income Fund | -1.08% | 11.19% | 9.12% | 6.19% | -9.50% | 5.43% | 5.53% | 17.68% | -5.65% | 11.27% |
Returns By Period
In the year-to-date period, TRSPX achieves a -4.40% return, which is significantly lower than NPSRX's -1.08% return. Over the past 10 years, TRSPX has outperformed NPSRX with an annualized return of 13.56%, while NPSRX has yielded a comparatively lower 5.31% 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%
NPSRX
- 1D
- 0.88%
- 1M
- -2.09%
- YTD
- -1.08%
- 6M
- 1.23%
- 1Y
- 7.83%
- 3Y*
- 9.93%
- 5Y*
- 3.62%
- 10Y*
- 5.31%
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TRSPX vs. NPSRX - Expense Ratio Comparison
TRSPX has a 0.30% expense ratio, which is lower than NPSRX's 0.74% expense ratio.
Return for Risk
TRSPX vs. NPSRX — Risk / Return Rank
TRSPX
NPSRX
TRSPX vs. NPSRX - 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 Preferred Securities & Income Fund (NPSRX). 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 | NPSRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 2.15 | -1.19 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.98 | -1.51 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.53 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.42 | -1.12 |
Martin ratioReturn relative to average drawdown | 6.22 | 9.75 | -3.53 |
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 | NPSRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 2.15 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.73 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.84 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.49 | +0.06 |
Correlation
The correlation between TRSPX and NPSRX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TRSPX vs. NPSRX - Dividend Comparison
TRSPX's dividend yield for the trailing twelve months is around 2.25%, less than NPSRX's 5.92% 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% |
NPSRX Nuveen Preferred Securities & Income Fund | 5.92% | 5.72% | 5.38% | 5.87% | 6.18% | 4.97% | 5.02% | 5.39% | 6.00% | 5.51% | 5.81% | 6.20% |
Drawdowns
TRSPX vs. NPSRX - Drawdown Comparison
The maximum TRSPX drawdown since its inception was -55.34%, smaller than the maximum NPSRX drawdown of -62.52%. Use the drawdown chart below to compare losses from any high point for TRSPX and NPSRX.
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Drawdown Indicators
| TRSPX | NPSRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.34% | -62.52% | +7.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -3.46% | -8.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -17.65% | -6.98% |
Max Drawdown (10Y)Largest decline over 10 years | -33.77% | -26.47% | -7.30% |
Current DrawdownCurrent decline from peak | -6.27% | -2.45% | -3.82% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -4.85% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 0.86% | +1.67% |
Volatility
TRSPX vs. NPSRX - Volatility Comparison
Nuveen S&P 500 Index Fund Retirement Class (TRSPX) has a higher volatility of 5.35% compared to Nuveen Preferred Securities & Income Fund (NPSRX) at 1.59%. This indicates that TRSPX's price experiences larger fluctuations and is considered to be riskier than NPSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRSPX | NPSRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 1.59% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 2.34% | +7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 3.71% | +14.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 4.97% | +11.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 6.32% | +11.72% |