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ISIN
US6706782348
Issuer
Nuveen
Inception Date
Aug 30, 2001
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

FJSYX Performance Chart

Nuveen Credit Income Fund (FJSYX) is up 1.5% since the beginning of the year. FJSYX is currently trading at $7 per share. Investors who bought $1,000 worth of FJSYX shares 5 years ago would now be looking at an investment worth $1,272.


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S&P 500 Index

Returns By Period

Nuveen Credit Income Fund (FJSYX) has returned 1.50% so far this year and 7.35% over the past 12 months. Over the last ten years, FJSYX has returned 6.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Nuveen Credit Income Fund

1D
0.00%
1M
0.86%
YTD
1.50%
6M
2.10%
1Y
7.35%
3Y*
10.11%
5Y*
4.93%
10Y*
6.05%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FJSYX Monthly Returns History

Based on dividend-adjusted daily data since Aug 10, 1998, FJSYX's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, an investment would double in approximately 12.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +10.7%, while the worst month was Oct 2008 at -17.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FJSYX closed higher 41% of trading days. The best single day was Jan 2, 2002 with a return of +6.7%, while the worst single day was Mar 9, 2020 at -6.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.74%0.25%-1.80%1.93%0.55%-0.15%1.50%
20251.36%-0.15%-0.41%-0.28%1.49%1.64%0.72%1.10%0.80%0.50%0.44%0.74%8.21%
20240.98%0.67%1.59%-0.39%0.61%1.16%1.95%1.62%1.61%-0.32%1.66%-0.13%11.55%
20233.58%-1.31%0.58%0.73%-0.76%2.13%1.94%-0.31%-0.60%-1.09%5.15%3.02%13.62%
2022-1.78%-1.82%-1.12%-1.92%-1.05%-6.03%4.33%-0.63%-4.22%1.50%2.66%0.04%-10.00%
2021-0.14%0.53%0.38%1.36%0.67%1.07%-0.01%0.80%-0.01%-0.67%-0.59%1.36%4.81%

Benchmark Metrics

Nuveen Credit Income Fund has an annualized alpha of 4.48%, beta of 0.10, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since August 10, 1998.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (40.85%) than losses (39.88%) - typical of diversified or defensive assets.
  • Beta of 0.10 may look defensive, but with R2 of 0.12 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.12 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.48%
Beta
0.10
0.12
Upside Capture
40.85%
Downside Capture
39.88%

Expense Ratio

FJSYX has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FJSYX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FJSYX Risk / Return Rank: 8888
Overall Rank
FJSYX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FJSYX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FJSYX Omega Ratio Rank: 9494
Omega Ratio Rank
FJSYX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FJSYX Martin Ratio Rank: 8787
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Nuveen Credit Income Fund (FJSYX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FJSYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.71

1.37

+0.35

Calmar ratioReturn relative to maximum drawdown

3.37

2.78

+0.59

Martin ratioReturn relative to average drawdown

15.37

12.44

+2.93

Dividends

Dividend History

Nuveen Credit Income Fund provided a 6.81% dividend yield over the last twelve months, with an annual payout of $0.45 per share.


5.00%6.00%7.00%8.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.45$0.55$0.57$0.48$0.38$0.35$0.35$0.47$0.54$0.55$0.55$0.56

Dividend yield

6.81%8.29%8.42%7.32%6.12%4.71%4.73%6.17%7.83%7.07%7.09%8.07%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen Credit Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.04$0.00$0.04$0.04$0.00$0.15
2025$0.05$0.00$0.10$0.05$0.05$0.05$0.05$0.04$0.04$0.04$0.04$0.04$0.55
2024$0.04$0.04$0.04$0.04$0.00$0.10$0.05$0.05$0.05$0.05$0.05$0.05$0.57
2023$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.00$0.04$0.04$0.09$0.04$0.48
2022$0.03$0.03$0.02$0.06$0.03$0.00$0.03$0.06$0.03$0.03$0.03$0.03$0.38
2021$0.00$0.03$0.06$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.06$0.03$0.35

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen Credit Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Nuveen Credit Income Fund was 36.44%, occurring on Nov 21, 2008. Recovery took 204 trading sessions.

The current Nuveen Credit Income Fund drawdown is 0.15%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-36.44%Nov 2008
1y 5mo9mo 29d
2y 3moJun 2007 - Sep 2009
COVID crash2020
-25.66%Mar 2020
2mo 2d8mo 29d
11mo 1dJan 2020 - Dec 2020
2016 bear market2016
-24.35%Feb 2016
1y 7mo10mo 5d
2y 5moJul 2014 - Dec 2016
Dot-com crash2000–2002
-16.80%Oct 2002
4y 2mo6mo 4d
4y 8moAug 1998 - Apr 2003
Bear market2022
-14.28%Sep 2022
1y 13d1y 2mo
2y 2moSep 2021 - Dec 2023

Drawdown Indicators


FJSYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-56.78%

+20.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.25%

-9.10%

+6.85%

Max Drawdown (3Y)

Largest decline over 3 years

-3.71%

-18.90%

+15.19%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-25.43%

+11.15%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

-33.92%

+8.26%

Current Drawdown

Current decline from peak

-0.15%

-1.80%

+1.65%

Average Drawdown

Average peak-to-trough decline

-4.18%

-10.71%

+6.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

2.03%

-1.54%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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