FJSYX vs. ARCC
FJSYX (Nuveen Credit Income Fund) is High Yield Bonds fund managed by Nuveen, while ARCC (Ares Capital Corporation) is a stock. Over the past 10 years, FJSYX returned 6.05%/yr vs 12.43%/yr for ARCC. At a 0.28 correlation, their price movements are largely independent.
Performance
FJSYX vs. ARCC - Performance Comparison
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Returns By Period
In the year-to-date period, FJSYX achieves a 1.50% return, which is significantly higher than ARCC's -7.09% return. Over the past 10 years, FJSYX has underperformed ARCC with an annualized return of 6.05%, while ARCC has yielded a comparatively higher 12.43% annualized return.
FJSYX
- 1D
- 0.00%
- 1M
- 0.86%
- YTD
- 1.50%
- 6M
- 2.10%
- 1Y
- 7.35%
- 3Y*
- 10.11%
- 5Y*
- 4.93%
- 10Y*
- 6.05%
ARCC
- 1D
- -1.05%
- 1M
- -1.58%
- YTD
- -7.09%
- 6M
- -5.60%
- 1Y
- -8.51%
- 3Y*
- 9.49%
- 5Y*
- 8.23%
- 10Y*
- 12.43%
FJSYX vs. ARCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FJSYX Nuveen Credit Income Fund | 1.50% | 8.21% | 11.55% | 13.62% | -10.00% | 4.81% | 1.43% | 16.84% | -4.44% | 7.57% |
ARCC Ares Capital Corporation | -7.09% | 1.07% | 19.78% | 20.03% | -3.84% | 36.14% | 0.86% | 31.30% | 8.81% | 4.50% |
Correlation
The correlation between FJSYX and ARCC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2004 | 0.28 |
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Return for Risk
FJSYX vs. ARCC — Risk / Return Rank
FJSYX
ARCC
FJSYX vs. ARCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Income Fund (FJSYX) and Ares Capital Corporation (ARCC). 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.
| FJSYX | ARCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.00 | ||
| Sortino ratioReturn per unit of downside risk | +5.20 | ||
| Omega ratioGain probability vs. loss probability | 1.71 | 0.94 | +0.78 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | -0.44 | +3.81 |
| Martin ratioReturn relative to average drawdown | 15.37 | -0.79 | +16.15 |
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Drawdowns
FJSYX vs. ARCC - Drawdown Comparison
The maximum FJSYX drawdown since its inception was -36.44%, smaller than the maximum ARCC drawdown of -79.36%. Use the drawdown chart below to compare losses from any high point for FJSYX and ARCC.
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Drawdown Indicators
| FJSYX | ARCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.44% | -79.36% | +42.92% |
Max Drawdown (1Y)Largest decline over 1 year | -2.25% | -19.35% | +17.10% |
Max Drawdown (3Y)Largest decline over 3 years | -3.71% | -19.35% | +15.64% |
Max Drawdown (5Y)Largest decline over 5 years | -14.28% | -21.76% | +7.48% |
Max Drawdown (10Y)Largest decline over 10 years | -25.66% | -56.77% | +31.11% |
Current DrawdownCurrent decline from peak | -0.15% | -15.44% | +15.29% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -9.11% | +4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 10.85% | -10.36% |
Volatility
FJSYX vs. ARCC - Volatility Comparison
The current volatility for Nuveen Credit Income Fund (FJSYX) is 0.93%, while Ares Capital Corporation (ARCC) has a volatility of 4.64%. This indicates that FJSYX experiences smaller price fluctuations and is considered to be less risky than ARCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJSYX | ARCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 4.64% | -3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 15.11% | -12.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.98% | 18.68% | -15.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.34% | 19.95% | -15.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.81% | 25.60% | -19.79% |
Dividends
FJSYX vs. ARCC - Dividend Comparison
FJSYX's dividend yield for the trailing twelve months is around 6.81%, less than ARCC's 10.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 10.76% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
FJSYX Nuveen Credit Income Fund | 6.81% | 8.29% | 8.42% | 7.32% | 6.12% | 4.71% | 4.73% | 6.17% | 7.83% | 7.07% | 7.09% | 8.07% |
Frequently Asked Questions
FJSYX and ARCC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARCC has higher volatility (4.64%) compared to FJSYX (0.93%). In terms of maximum drawdown, FJSYX dropped -36.44% vs ARCC's -79.36%.
FJSYX currently has the higher Sharpe Ratio (2.55 vs -0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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