DFRPX vs. JQC

Last updated Jun 25, 2026

DFRPX (DWS Floating Rate Fund Class S) and JQC (Nuveen Credit Strategies Income Fund) are both Bank Loan funds. At a 0.26 correlation, their price movements are largely independent. DFRPX charges 0.87%/yr vs 4.34%/yr for JQC.

Performance

DFRPX vs. JQC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Floating Rate Fund Class S (DFRPX) and Nuveen Credit Strategies Income Fund (JQC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DFRPX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JQC

• 1D: 0.41%
• 1M: 2.30%
• YTD: 2.62%
• 6M: 2.01%
• 1Y: 3.18%
• 3Y*: 12.07%
• 5Y*: 4.58%
• 10Y*: 6.20%

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

DFRPX vs. JQC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFRPX DWS Floating Rate Fund Class S	0.38%	3.45%	7.72%	11.42%	-1.52%	3.75%	0.89%	8.69%	-0.58%	1.57%
JQC Nuveen Credit Strategies Income Fund	2.62%	-0.36%	22.29%	15.26%	-14.22%	13.29%	-2.96%	21.78%	-4.33%	-0.27%

Correlation

The correlation between DFRPX and JQC is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Jun 29, 2007	0.26

The correlation between DFRPX and JQC shifts across timeframes, from 0.06 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DFRPX vs. JQC — Risk / Return Rank

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

DFRPX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JQC

JQC Risk / Return Rank: 5
JQC Sharpe Ratio Rank: 5
JQC Sortino Ratio Rank: 5
JQC Omega Ratio Rank: 5
JQC Calmar Ratio Rank: 5
JQC Martin Ratio Rank: 4

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.

DFRPX vs. JQC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Floating Rate Fund Class S (DFRPX) 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.

	DFRPX	JQC	Difference
Sharpe ratio: Return per unit of total volatility	—	0.28	—
Sortino ratio: Return per unit of downside risk	—	0.48	—
Omega ratio: Gain probability vs. loss probability	—	1.06	—
Calmar ratio: Return relative to maximum drawdown	—	0.31	—
Martin ratio: Return relative to average drawdown	—	0.62	—

Drawdowns

Drawdown Indicators

	DFRPX	JQC	Difference
Max Drawdown Largest peak-to-trough decline	—	-75.18%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-10.15%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.37%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.83%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-47.99%	—
Current Drawdown Current decline from peak	—	-3.56%	—
Average Drawdown Average peak-to-trough decline	—	-8.81%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.16%	—

Volatility

Volatility by Period

	DFRPX	JQC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.37%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.77%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.23%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	13.14%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.54%	—

DFRPX vs. JQC - Expense Ratio Comparison

DFRPX has a 0.87% expense ratio, which is lower than JQC's 4.34% expense ratio.

Dividends

DFRPX vs. JQC - Dividend Comparison

DFRPX's dividend yield for the trailing twelve months is around 4.52%, less than JQC's 13.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFRPX DWS Floating Rate Fund Class S	4.52%	5.99%	8.67%	8.22%	4.25%	3.31%	3.75%	4.80%	4.21%	4.39%	4.76%	4.63%
JQC Nuveen Credit Strategies Income Fund	13.02%	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

Can I hold both DFRPX and JQC in my portfolio?

DFRPX and JQC have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.