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FCBYX vs. VVR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCBYX and VVR is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

FCBYX vs. VVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Strategic Income Fund (FCBYX) and Invesco Senior Income Trust (VVR). The values are adjusted to include any dividend payments, if applicable.

230.00%240.00%250.00%260.00%270.00%JulyAugustSeptemberOctoberNovemberDecember
240.24%
238.50%
FCBYX
VVR

Key characteristics

Sharpe Ratio

FCBYX:

1.84

VVR:

0.47

Sortino Ratio

FCBYX:

2.79

VVR:

0.71

Omega Ratio

FCBYX:

1.34

VVR:

1.09

Calmar Ratio

FCBYX:

1.80

VVR:

0.58

Martin Ratio

FCBYX:

8.27

VVR:

1.46

Ulcer Index

FCBYX:

0.86%

VVR:

4.24%

Daily Std Dev

FCBYX:

3.88%

VVR:

13.25%

Max Drawdown

FCBYX:

-25.72%

VVR:

-73.78%

Current Drawdown

FCBYX:

-1.59%

VVR:

-8.51%

Returns By Period

In the year-to-date period, FCBYX achieves a 6.37% return, which is significantly higher than VVR's 5.94% return. Over the past 10 years, FCBYX has underperformed VVR with an annualized return of 3.39%, while VVR has yielded a comparatively higher 6.95% annualized return.


FCBYX

YTD

6.37%

1M

0.25%

6M

3.30%

1Y

7.14%

5Y*

2.75%

10Y*

3.39%

VVR

YTD

5.94%

1M

0.04%

6M

-4.50%

1Y

5.42%

5Y*

8.61%

10Y*

6.95%

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Risk-Adjusted Performance

FCBYX vs. VVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Strategic Income Fund (FCBYX) and Invesco Senior Income Trust (VVR). 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.


Sharpe ratio
The chart of Sharpe ratio for FCBYX, currently valued at 1.84, compared to the broader market-1.000.001.002.003.004.001.840.41
The chart of Sortino ratio for FCBYX, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.0010.002.790.64
The chart of Omega ratio for FCBYX, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.003.501.341.08
The chart of Calmar ratio for FCBYX, currently valued at 1.80, compared to the broader market0.002.004.006.008.0010.0012.0014.001.800.50
The chart of Martin ratio for FCBYX, currently valued at 8.27, compared to the broader market0.0020.0040.0060.008.271.28
FCBYX
VVR

The current FCBYX Sharpe Ratio is 1.84, which is higher than the VVR Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of FCBYX and VVR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.84
0.41
FCBYX
VVR

Dividends

FCBYX vs. VVR - Dividend Comparison

FCBYX's dividend yield for the trailing twelve months is around 6.38%, less than VVR's 13.44% yield.


TTM20232022202120202019201820172016201520142013
FCBYX
Nuveen Strategic Income Fund
6.38%5.59%4.47%3.09%3.58%3.70%3.92%4.94%5.34%5.54%5.19%5.00%
VVR
Invesco Senior Income Trust
13.44%11.54%11.46%7.23%6.71%6.22%6.83%6.08%6.49%7.97%7.11%7.18%

Drawdowns

FCBYX vs. VVR - Drawdown Comparison

The maximum FCBYX drawdown since its inception was -25.72%, smaller than the maximum VVR drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for FCBYX and VVR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.59%
-8.51%
FCBYX
VVR

Volatility

FCBYX vs. VVR - Volatility Comparison

The current volatility for Nuveen Strategic Income Fund (FCBYX) is 1.20%, while Invesco Senior Income Trust (VVR) has a volatility of 3.86%. This indicates that FCBYX experiences smaller price fluctuations and is considered to be less risky than VVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.20%
3.86%
FCBYX
VVR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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