ADX vs. JQC
ADX (Adams Diversified Equity Fund, Inc.) and JQC (Nuveen Credit Strategies Income Fund) are both mutual funds - ADX is a Large Cap Blend Equities fund actively managed by Adams Funds, while JQC is a Bank Loan fund managed by Nuveen. Over the past 10 years, ADX returned 18.38%/yr vs 5.80%/yr for JQC. At a 0.41 correlation, their price movements are largely independent. ADX charges 0.59%/yr vs 4.34%/yr for JQC.
Performance
ADX vs. JQC - Performance Comparison
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Returns By Period
In the year-to-date period, ADX achieves a 16.90% return, which is significantly higher than JQC's 2.40% return. Over the past 10 years, ADX has outperformed JQC with an annualized return of 18.38%, while JQC has yielded a comparatively lower 5.80% annualized return.
ADX
- 1D
- 0.08%
- 1M
- 3.39%
- 6M
- 17.96%
- YTD
- 16.90%
- 1Y
- 30.82%
- 3Y*
- 27.86%
- 5Y*
- 17.48%
- 10Y*
- 18.38%
JQC
- 1D
- 0.21%
- 1M
- 0.62%
- 6M
- -0.26%
- YTD
- 2.40%
- 1Y
- -0.30%
- 3Y*
- 10.46%
- 5Y*
- 5.08%
- 10Y*
- 5.80%
ADX vs. JQC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 16.90% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
JQC Nuveen Credit Strategies Income Fund | 2.40% | -0.36% | 22.29% | 15.26% | -14.22% | 13.29% | -2.96% | 21.78% | -4.33% | -0.27% |
Correlation
The correlation between ADX and JQC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2003 | 0.41 |
Over the past year, the correlation between ADX and JQC has dropped to 0.20 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
ADX vs. JQC — Risk / Return Rank
ADX
JQC
ADX vs. JQC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adams Diversified Equity Fund, Inc. (ADX) and Nuveen Credit Strategies Income Fund (JQC). 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.
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.
| ADX | JQC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.01 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | -0.03 | +3.08 |
| Martin ratioReturn relative to average drawdown | 15.29 | -0.06 | +15.34 |
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Drawdowns
ADX vs. JQC - Drawdown Comparison
The maximum ADX drawdown since its inception was -71.60%, roughly equal to the maximum JQC drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for ADX and JQC.
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Drawdown Indicators
| ADX | JQC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.60% | -75.18% | +3.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.16% | -10.15% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.29% | -15.37% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -19.83% | -5.24% |
Max Drawdown (10Y)Largest decline over 10 years | -37.17% | -47.99% | +10.82% |
Current DrawdownCurrent decline from peak | 0.00% | -3.76% | +3.76% |
Average DrawdownAverage peak-to-trough decline | -22.08% | -8.79% | -13.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 5.25% | -3.23% |
Volatility
ADX vs. JQC - Volatility Comparison
Adams Diversified Equity Fund, Inc. (ADX) has a higher volatility of 3.66% compared to Nuveen Credit Strategies Income Fund (JQC) at 1.75%. This indicates that ADX's price experiences larger fluctuations and is considered to be riskier than JQC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADX | JQC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 1.75% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 8.65% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.32% | 11.16% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 13.12% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 17.51% | +0.51% |
ADX vs. JQC - Expense Ratio Comparison
ADX has a 0.59% expense ratio, which is lower than JQC's 4.34% expense ratio.
Dividends
ADX vs. JQC - Dividend Comparison
ADX's dividend yield for the trailing twelve months is around 7.14%, less than JQC's 13.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.14% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
JQC Nuveen Credit Strategies Income Fund | 13.09% | 12.91% | 11.39% | 11.42% | 9.71% | 10.03% | 16.11% | 16.14% | 6.53% | 7.42% | 6.99% | 7.51% |
Frequently Asked Questions
ADX and JQC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADX has higher volatility (3.66%) compared to JQC (1.75%). In terms of maximum drawdown, ADX dropped -71.60% vs JQC's -75.18%.
ADX currently has the higher Sharpe Ratio (2.16 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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