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Nuveen Core Plus Impact Fund (NPCT)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US67080D1037
CUSIP
67080D103
Issuer
Nuveen
Inception Date
Apr 28, 2021
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nuveen Core Plus Impact Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Nuveen Core Plus Impact Fund (NPCT) has returned 3.03% so far this year and 7.63% over the past 12 months.


Nuveen Core Plus Impact Fund

1D
3.35%
1M
-3.20%
YTD
3.03%
6M
-1.87%
1Y
7.63%
3Y*
12.19%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 28, 2021, NPCT's average daily return is -0.01%, while the average monthly return is -0.15%.

Historically, 48% of months were positive and 52% were negative. The best month was Jan 2023 with a return of +12.5%, while the worst month was Sep 2022 at -13.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NPCT closed higher 49% of trading days. The best single day was Nov 10, 2022 with a return of +3.4%, while the worst single day was Jun 13, 2022 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.86%3.47%-3.20%3.03%
20253.37%4.31%-2.45%-2.58%4.91%6.12%-2.09%1.36%1.91%-1.57%0.07%-3.30%9.87%
20244.42%-0.47%1.38%-1.63%4.98%4.75%7.57%0.70%3.74%-3.92%1.88%-6.50%17.23%
202312.53%-4.85%-5.40%2.48%-3.93%1.54%2.64%-2.44%-5.91%-0.84%8.40%5.10%7.78%
2022-8.49%-6.48%-2.17%-11.81%-1.93%-7.63%7.78%-3.61%-13.67%1.71%7.45%-4.67%-37.50%
20210.00%-0.85%-1.65%2.64%-1.05%0.79%-4.79%-0.80%0.79%-4.98%

Benchmark Metrics

Nuveen Core Plus Impact Fund has an annualized alpha of -5.99%, beta of 0.35, and R² of 0.21 versus S&P 500 Index. Calculated based on daily prices since April 29, 2021.

  • This fund participated in 103.47% of S&P 500 Index downside but only 51.16% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.35 may look defensive, but with R² of 0.21 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 0.21 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
-5.99%
Beta
0.35
0.21
Upside Capture
51.16%
Downside Capture
103.47%

Expense Ratio

NPCT has a high expense ratio of 5.08%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

NPCT ranks 26 for risk / return — below 26% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


NPCT Risk / Return Rank: 2626
Overall Rank
NPCT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
NPCT Sortino Ratio Rank: 2424
Sortino Ratio Rank
NPCT Omega Ratio Rank: 2121
Omega Ratio Rank
NPCT Calmar Ratio Rank: 3737
Calmar Ratio Rank
NPCT Martin Ratio Rank: 2323
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 Core Plus Impact Fund (NPCT) and compare them to a chosen benchmark (S&P 500 Index).


NPCTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.90

-0.25

Sortino ratio

Return per unit of downside risk

0.99

1.39

-0.39

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

1.02

1.40

-0.38

Martin ratio

Return relative to average drawdown

2.56

6.61

-4.05

Explore NPCT risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Nuveen Core Plus Impact Fund provided a 12.55% dividend yield over the last twelve months, with an annual payout of $1.28 per share. The fund has been increasing its distributions for 2 consecutive years.


4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$1.28$1.34$1.28$1.04$1.24$0.72

Dividend yield

12.55%13.15%12.20%10.28%11.93%3.94%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.10$0.10$0.10$0.30
2025$0.12$0.12$0.12$0.12$0.12$0.11$0.11$0.11$0.11$0.11$0.11$0.10$1.34
2024$0.08$0.09$0.09$0.09$0.09$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.28
2023$0.10$0.10$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$1.04
2022$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.24
2021$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.72

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 Core Plus Impact 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 Core Plus Impact Fund was 46.77%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Nuveen Core Plus Impact Fund drawdown is 16.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.77%Jul 19, 2021569Oct 19, 2023
-4.5%May 4, 20217May 12, 202141Jul 12, 202148

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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