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DSU vs. JGH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSU vs. JGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Debt Strategies Fund, Inc. (DSU) and Nuveen Global High Income Fund (JGH). The values are adjusted to include any dividend payments, if applicable.

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DSU vs. JGH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSU
BlackRock Debt Strategies Fund, Inc.
-2.05%5.97%11.13%30.34%-15.51%19.36%1.60%23.84%-10.04%10.68%
JGH
Nuveen Global High Income Fund
0.85%8.62%15.98%20.89%-21.01%10.84%2.77%30.04%-12.02%15.25%

Returns By Period

In the year-to-date period, DSU achieves a -2.05% return, which is significantly lower than JGH's 0.85% return. Both investments have delivered pretty close results over the past 10 years, with DSU having a 8.20% annualized return and JGH not far ahead at 8.51%.


DSU

1D
0.94%
1M
-1.22%
YTD
-2.05%
6M
-3.63%
1Y
4.15%
3Y*
12.41%
5Y*
7.29%
10Y*
8.20%

JGH

1D
1.55%
1M
-2.16%
YTD
0.85%
6M
-3.01%
1Y
6.05%
3Y*
14.91%
5Y*
5.74%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSU vs. JGH - Expense Ratio Comparison

DSU has a 2.47% expense ratio, which is higher than JGH's 1.68% expense ratio.


Return for Risk

DSU vs. JGH — Risk / Return Rank

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

DSU
DSU Risk / Return Rank: 1212
Overall Rank
DSU Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DSU Sortino Ratio Rank: 99
Sortino Ratio Rank
DSU Omega Ratio Rank: 1212
Omega Ratio Rank
DSU Calmar Ratio Rank: 1111
Calmar Ratio Rank
DSU Martin Ratio Rank: 1616
Martin Ratio Rank

JGH
JGH Risk / Return Rank: 1313
Overall Rank
JGH Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JGH Sortino Ratio Rank: 1212
Sortino Ratio Rank
JGH Omega Ratio Rank: 1515
Omega Ratio Rank
JGH Calmar Ratio Rank: 1313
Calmar Ratio Rank
JGH Martin Ratio Rank: 1111
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.

DSU vs. JGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Debt Strategies Fund, Inc. (DSU) and Nuveen Global High Income Fund (JGH). 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.


DSUJGHDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.44

-0.13

Sortino ratio

Return per unit of downside risk

0.49

0.63

-0.14

Omega ratio

Gain probability vs. loss probability

1.09

1.11

-0.02

Calmar ratio

Return relative to maximum drawdown

0.32

0.43

-0.10

Martin ratio

Return relative to average drawdown

1.76

1.22

+0.54

DSU vs. JGH - Sharpe Ratio Comparison

The current DSU Sharpe Ratio is 0.31, which is comparable to the JGH Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of DSU and JGH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DSUJGHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.44

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.42

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.54

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.39

-0.16

Correlation

The correlation between DSU and JGH is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DSU vs. JGH - Dividend Comparison

DSU's dividend yield for the trailing twelve months is around 12.24%, more than JGH's 9.98% yield.


TTM20252024202320222021202020192018201720162015
DSU
BlackRock Debt Strategies Fund, Inc.
12.24%11.64%11.01%9.70%7.56%6.21%7.96%7.43%8.41%6.98%6.60%8.07%
JGH
Nuveen Global High Income Fund
9.98%9.82%9.67%10.18%12.05%8.19%7.13%7.53%9.88%8.52%9.61%11.44%

Drawdowns

DSU vs. JGH - Drawdown Comparison

The maximum DSU drawdown since its inception was -72.03%, which is greater than JGH's maximum drawdown of -43.79%. Use the drawdown chart below to compare losses from any high point for DSU and JGH.


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Drawdown Indicators


DSUJGHDifference

Max Drawdown

Largest peak-to-trough decline

-72.03%

-43.79%

-28.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-11.69%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-28.66%

+4.43%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

-43.79%

-1.57%

Current Drawdown

Current decline from peak

-3.94%

-4.36%

+0.42%

Average Drawdown

Average peak-to-trough decline

-11.67%

-7.09%

-4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

4.09%

-1.79%

Volatility

DSU vs. JGH - Volatility Comparison

The current volatility for BlackRock Debt Strategies Fund, Inc. (DSU) is 4.24%, while Nuveen Global High Income Fund (JGH) has a volatility of 5.07%. This indicates that DSU experiences smaller price fluctuations and is considered to be less risky than JGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSUJGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

5.07%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

8.26%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

13.86%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

13.67%

-1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

15.85%

+0.05%