VESGX vs. NVLIX
Compare and contrast key facts about Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX).
VESGX is managed by Vanguard. It was launched on Jun 5, 2019. NVLIX is managed by Nuveen. It was launched on May 15, 2009.
Performance
VESGX vs. NVLIX - Performance Comparison
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VESGX vs. NVLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | -3.24% | 15.26% | 16.40% | 19.61% | -10.76% | 22.34% | 19.43% | 11.83% |
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I | -11.60% | 12.76% | 29.48% | 43.60% | -31.31% | 27.62% | 37.97% | 11.18% |
Returns By Period
In the year-to-date period, VESGX achieves a -3.24% return, which is significantly higher than NVLIX's -11.60% return.
VESGX
- 1D
- 2.72%
- 1M
- -5.78%
- YTD
- -3.24%
- 6M
- -2.24%
- 1Y
- 9.94%
- 3Y*
- 13.25%
- 5Y*
- 9.44%
- 10Y*
- —
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%
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VESGX vs. NVLIX - Expense Ratio Comparison
VESGX has a 0.46% expense ratio, which is lower than NVLIX's 0.83% expense ratio.
Return for Risk
VESGX vs. NVLIX — Risk / Return Rank
VESGX
NVLIX
VESGX vs. NVLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) 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.
| VESGX | NVLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.47 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.84 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.12 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.39 | +0.58 |
Martin ratioReturn relative to average drawdown | 3.55 | 1.29 | +2.26 |
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
| VESGX | NVLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.47 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.43 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.74 | -0.01 |
Correlation
The correlation between VESGX and NVLIX is 0.75, 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
VESGX vs. NVLIX - Dividend Comparison
VESGX's dividend yield for the trailing twelve months is around 4.53%, less than NVLIX's 25.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VESGX Vanguard Global ESG Select Stock Fund Admiral Shares | 4.53% | 6.98% | 5.05% | 1.81% | 2.24% | 2.74% | 1.06% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% |
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
VESGX vs. NVLIX - Drawdown Comparison
The maximum VESGX drawdown since its inception was -30.52%, smaller than the maximum NVLIX drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for VESGX and NVLIX.
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Drawdown Indicators
| VESGX | NVLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.52% | -39.57% | +9.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.79% | -19.01% | +8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -23.70% | -39.57% | +15.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.57% | — |
Current DrawdownCurrent decline from peak | -8.19% | -16.03% | +7.84% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -6.20% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 5.80% | -2.86% |
Volatility
VESGX vs. NVLIX - Volatility Comparison
The current volatility for Vanguard Global ESG Select Stock Fund Admiral Shares (VESGX) is 5.95%, while Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a volatility of 6.85%. This indicates that VESGX 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.
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Volatility by Period
| VESGX | NVLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 6.85% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 12.64% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 22.89% | -6.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 22.40% | -7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 21.99% | -4.61% |