TRSPX vs. NVLIX

Last updated Apr 2, 2026

Compare and contrast key facts about Nuveen S&P 500 Index Fund Retirement Class (TRSPX) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX).

TRSPX is a passively managed fund by Nuveen that tracks the performance of the S&P 500. It was launched on Oct 1, 2002. NVLIX is managed by Nuveen. It was launched on May 15, 2009.

Performance

TRSPX vs. NVLIX - 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 Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). The values are adjusted to include any dividend payments, if applicable.

TRSPX vs. NVLIX - 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%
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I	-11.60%	12.76%	29.48%	43.60%	-31.31%	27.62%	37.97%	33.54%	3.02%	33.09%

Returns By Period

In the year-to-date period, TRSPX achieves a -4.40% return, which is significantly higher than NVLIX's -11.60% return. Over the past 10 years, TRSPX has underperformed NVLIX with an annualized return of 13.56%, while NVLIX has yielded a comparatively higher 15.48% 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%

NVLIX

• 1D: 3.68%
• 1M: -6.71%
• YTD: -11.60%
• 6M: -11.36%
• 1Y: 9.95%
• 3Y*: 18.20%
• 5Y*: 9.66%
• 10Y*: 15.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TRSPX vs. NVLIX - Expense Ratio Comparison

TRSPX has a 0.30% expense ratio, which is lower than NVLIX's 0.83% expense ratio.

NVLIX

Nuveen Winslow Large-Cap Growth ESG Fund Class I

TRSPX

Nuveen S&P 500 Index Fund Retirement Class

Return for Risk

TRSPX vs. NVLIX — Risk / Return Rank

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

TRSPX

TRSPX Risk / Return Rank: 43
TRSPX Sharpe Ratio Rank: 39
TRSPX Sortino Ratio Rank: 42
TRSPX Omega Ratio Rank: 46
TRSPX Calmar Ratio Rank: 37
TRSPX Martin Ratio Rank: 51

NVLIX

NVLIX Risk / Return Rank: 15
NVLIX Sharpe Ratio Rank: 15
NVLIX Sortino Ratio Rank: 17
NVLIX Omega Ratio Rank: 17
NVLIX Calmar Ratio Rank: 13
NVLIX Martin Ratio Rank: 13

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. NVLIX - 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 Winslow Large-Cap Growth ESG Fund Class I (NVLIX). 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	NVLIX	Difference
Sharpe ratio Return per unit of total volatility	0.96	0.47	+0.49
Sortino ratio Return per unit of downside risk	1.47	0.84	+0.63
Omega ratio Gain probability vs. loss probability	1.22	1.12	+0.11
Calmar ratio Return relative to maximum drawdown	1.30	0.39	+0.91
Martin ratio Return relative to average drawdown	6.22	1.29	+4.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRSPX vs. NVLIX - Sharpe Ratio Comparison

The current TRSPX Sharpe Ratio is 0.96, which is higher than the NVLIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of TRSPX and NVLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TRSPX	NVLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	0.47	+0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.43	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.71	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.74	-0.20

Correlation

The correlation between TRSPX and NVLIX is 0.91, 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. NVLIX - Dividend Comparison

TRSPX's dividend yield for the trailing twelve months is around 2.25%, less than NVLIX's 25.40% 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%
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I	25.40%	22.45%	14.35%	5.39%	8.93%	9.51%	5.47%	8.69%	18.81%	18.70%	17.11%	15.18%

Drawdowns

TRSPX vs. NVLIX - Drawdown Comparison

The maximum TRSPX drawdown since its inception was -55.34%, which is greater than NVLIX's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for TRSPX and NVLIX.

Drawdown Indicators

	TRSPX	NVLIX	Difference
Max Drawdown Largest peak-to-trough decline	-55.34%	-39.57%	-15.77%
Max Drawdown (1Y) Largest decline over 1 year	-12.12%	-19.01%	+6.89%
Max Drawdown (5Y) Largest decline over 5 years	-24.63%	-39.57%	+14.94%
Max Drawdown (10Y) Largest decline over 10 years	-33.77%	-39.57%	+5.80%
Current Drawdown Current decline from peak	-6.27%	-16.03%	+9.76%
Average Drawdown Average peak-to-trough decline	-6.95%	-6.20%	-0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	5.80%	-3.27%

Volatility

TRSPX vs. NVLIX - Volatility Comparison

The current volatility for Nuveen S&P 500 Index Fund Retirement Class (TRSPX) is 5.35%, while Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a volatility of 6.85%. This indicates that TRSPX experiences smaller price fluctuations and is considered to be less risky than NVLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRSPX	NVLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.35%	6.85%	-1.50%
Volatility (6M) Calculated over the trailing 6-month period	9.53%	12.64%	-3.11%
Volatility (1Y) Calculated over the trailing 1-year period	18.32%	22.89%	-4.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.90%	22.40%	-5.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	21.99%	-3.95%