FCBYX vs. VVR

Last updated Apr 1, 2026

Compare and contrast key facts about Nuveen Strategic Income Fund (FCBYX) and Invesco Senior Income Trust (VVR).

FCBYX is managed by Nuveen. It was launched on Jan 31, 2000.

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.

FCBYX vs. VVR - 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%
VVR Invesco Senior Income Trust	2.05%	-6.18%	8.97%	20.86%	-1.11%	17.00%	-0.22%	16.97%	-5.36%	0.19%

Returns By Period

In the year-to-date period, FCBYX achieves a -0.67% return, which is significantly lower than VVR's 2.05% return. Over the past 10 years, FCBYX has underperformed VVR with an annualized return of 4.42%, while VVR has yielded a comparatively higher 6.92% 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%

VVR

• 1D: 3.87%
• 1M: 5.52%
• YTD: 2.05%
• 6M: -0.18%
• 1Y: -1.93%
• 3Y*: 8.46%
• 5Y*: 6.22%
• 10Y*: 6.92%

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

Return for Risk

FCBYX vs. VVR — Risk / Return Rank

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

FCBYX

FCBYX Risk / Return Rank: 91
FCBYX Sharpe Ratio Rank: 92
FCBYX Sortino Ratio Rank: 95
FCBYX Omega Ratio Rank: 92
FCBYX Calmar Ratio Rank: 90
FCBYX Martin Ratio Rank: 87

VVR

VVR Risk / Return Rank: 36
VVR Sharpe Ratio Rank: 37
VVR Sortino Ratio Rank: 30
VVR Omega Ratio Rank: 30
VVR Calmar Ratio Rank: 41
VVR Martin Ratio Rank: 40

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.

FCBYX vs. VVR - Risk-Adjusted Trends 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.

	FCBYX	VVR	Difference
Sharpe ratio Return per unit of total volatility	1.97	-0.11	+2.07
Sortino ratio Return per unit of downside risk	3.09	-0.02	+3.11
Omega ratio Gain probability vs. loss probability	1.43	1.00	+0.43
Calmar ratio Return relative to maximum drawdown	2.55	-0.03	+2.58
Martin ratio Return relative to average drawdown	9.27	-0.05	+9.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCBYX vs. VVR - Sharpe Ratio Comparison

The current FCBYX Sharpe Ratio is 1.97, which is higher than the VVR Sharpe Ratio of -0.11. 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.

Sharpe Ratios by Period

	FCBYX	VVR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.97	-0.11	+2.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.40	+0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.05	0.30	+0.76
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.20	+0.87

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.

Dividends

FCBYX vs. VVR - Dividend Comparison

FCBYX's dividend yield for the trailing twelve months is around 5.59%, less than VVR's 14.16% 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%
VVR Invesco Senior Income Trust	14.16%	13.94%	13.06%	11.54%	11.46%	7.22%	6.71%	6.22%	6.68%	5.95%	6.41%	7.97%

Drawdowns

FCBYX vs. VVR - Drawdown Comparison

The maximum FCBYX drawdown since its inception was -24.49%, smaller than the maximum VVR drawdown of -73.79%. Use the drawdown chart below to compare losses from any high point for FCBYX and VVR.

Drawdown Indicators

	FCBYX	VVR	Difference
Max Drawdown Largest peak-to-trough decline	-24.49%	-73.79%	+49.30%
Max Drawdown (1Y) Largest decline over 1 year	-2.43%	-12.65%	+10.22%
Max Drawdown (5Y) Largest decline over 5 years	-15.74%	-19.50%	+3.76%
Max Drawdown (10Y) Largest decline over 10 years	-15.93%	-55.92%	+39.99%
Current Drawdown Current decline from peak	-2.19%	-10.55%	+8.36%
Average Drawdown Average peak-to-trough decline	-2.41%	-10.89%	+8.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.67%	7.17%	-6.50%

Volatility

FCBYX vs. VVR - Volatility Comparison

The current volatility for Nuveen Strategic Income Fund (FCBYX) is 0.89%, while Invesco Senior Income Trust (VVR) has a volatility of 7.06%. 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.

Volatility by Period

	FCBYX	VVR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.89%	7.06%	-6.17%
Volatility (6M) Calculated over the trailing 6-month period	1.80%	10.18%	-8.38%
Volatility (1Y) Calculated over the trailing 1-year period	3.13%	18.25%	-15.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.10%	15.70%	-11.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.21%	23.47%	-19.26%