FCBYX vs. BND
Compare and contrast key facts about Nuveen Strategic Income Fund (FCBYX) and Vanguard Total Bond Market ETF (BND).
FCBYX is managed by Nuveen. It was launched on Jan 31, 2000. BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007.
Performance
FCBYX vs. BND - Performance Comparison
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FCBYX vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCBYX Nuveen Strategic Income Fund | -0.67% | 8.55% | 6.86% | 9.14% | -10.36% | 1.47% | 8.45% | 13.18% | -3.07% | 5.54% |
BND Vanguard Total Bond Market ETF | 0.05% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Returns By Period
In the year-to-date period, FCBYX achieves a -0.67% return, which is significantly lower than BND's 0.05% return. Over the past 10 years, FCBYX has outperformed BND with an annualized return of 4.42%, while BND has yielded a comparatively lower 1.67% annualized return.
FCBYX
- 1D
- 0.20%
- 1M
- -2.19%
- YTD
- -0.67%
- 6M
- 0.76%
- 1Y
- 5.49%
- 3Y*
- 6.88%
- 5Y*
- 2.97%
- 10Y*
- 4.42%
BND
- 1D
- 0.22%
- 1M
- -1.74%
- YTD
- 0.05%
- 6M
- 0.95%
- 1Y
- 4.24%
- 3Y*
- 3.59%
- 5Y*
- 0.24%
- 10Y*
- 1.67%
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FCBYX vs. BND - Expense Ratio Comparison
FCBYX has a 0.59% expense ratio, which is higher than BND's 0.03% expense ratio.
Return for Risk
FCBYX vs. BND — Risk / Return Rank
FCBYX
BND
FCBYX vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Strategic Income Fund (FCBYX) and Vanguard Total Bond Market ETF (BND). 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.
| FCBYX | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 0.99 | +0.97 |
Sortino ratioReturn per unit of downside risk | 3.09 | 1.41 | +1.68 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.18 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.81 | +0.74 |
Martin ratioReturn relative to average drawdown | 9.27 | 4.98 | +4.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCBYX | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 0.99 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.04 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | 0.30 | +0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.59 | +0.48 |
Correlation
The correlation between FCBYX and BND is 0.60, 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
FCBYX vs. BND - Dividend Comparison
FCBYX's dividend yield for the trailing twelve months is around 5.59%, more than BND's 3.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCBYX Nuveen Strategic Income Fund | 5.59% | 6.22% | 6.44% | 5.59% | 4.71% | 3.08% | 3.58% | 3.69% | 3.91% | 4.92% | 5.28% | 5.53% |
BND Vanguard Total Bond Market ETF | 3.91% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Drawdowns
FCBYX vs. BND - Drawdown Comparison
The maximum FCBYX drawdown since its inception was -24.49%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for FCBYX and BND.
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Drawdown Indicators
| FCBYX | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.49% | -18.58% | -5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -2.44% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -15.74% | -17.91% | +2.17% |
Max Drawdown (10Y)Largest decline over 10 years | -15.93% | -18.58% | +2.65% |
Current DrawdownCurrent decline from peak | -2.19% | -2.58% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -3.07% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 0.89% | -0.22% |
Volatility
FCBYX vs. BND - Volatility Comparison
The current volatility for Nuveen Strategic Income Fund (FCBYX) is 0.89%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.63%. This indicates that FCBYX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCBYX | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.89% | 1.63% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 2.52% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 4.30% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.10% | 6.00% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.21% | 5.52% | -1.31% |