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FJSYX vs. ARCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FJSYX and ARCC is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FJSYX vs. ARCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Credit Income Fund (FJSYX) and Ares Capital Corporation (ARCC). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
211.24%
1,068.54%
FJSYX
ARCC

Key characteristics

Sharpe Ratio

FJSYX:

2.09

ARCC:

0.51

Sortino Ratio

FJSYX:

3.33

ARCC:

0.85

Omega Ratio

FJSYX:

1.54

ARCC:

1.13

Calmar Ratio

FJSYX:

2.11

ARCC:

0.56

Martin Ratio

FJSYX:

8.37

ARCC:

2.39

Ulcer Index

FJSYX:

0.97%

ARCC:

4.41%

Daily Std Dev

FJSYX:

3.90%

ARCC:

20.53%

Max Drawdown

FJSYX:

-36.44%

ARCC:

-79.36%

Current Drawdown

FJSYX:

-2.21%

ARCC:

-10.64%

Returns By Period

In the year-to-date period, FJSYX achieves a -0.27% return, which is significantly higher than ARCC's -2.80% return. Over the past 10 years, FJSYX has underperformed ARCC with an annualized return of 4.26%, while ARCC has yielded a comparatively higher 12.82% annualized return.


FJSYX

YTD

-0.27%

1M

-1.21%

6M

1.25%

1Y

7.81%

5Y*

7.25%

10Y*

4.26%

ARCC

YTD

-2.80%

1M

-7.18%

6M

3.57%

1Y

10.91%

5Y*

22.04%

10Y*

12.82%

*Annualized

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Risk-Adjusted Performance

FJSYX vs. ARCC — Risk-Adjusted Performance Rank

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

FJSYX
The Risk-Adjusted Performance Rank of FJSYX is 9393
Overall Rank
The Sharpe Ratio Rank of FJSYX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FJSYX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FJSYX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FJSYX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FJSYX is 9292
Martin Ratio Rank

ARCC
The Risk-Adjusted Performance Rank of ARCC is 6969
Overall Rank
The Sharpe Ratio Rank of ARCC is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ARCC is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ARCC is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ARCC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ARCC is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FJSYX vs. ARCC - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FJSYX, currently valued at 2.09, compared to the broader market-2.00-1.000.001.002.003.00
FJSYX: 2.09
ARCC: 0.51
The chart of Sortino ratio for FJSYX, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.00
FJSYX: 3.33
ARCC: 0.85
The chart of Omega ratio for FJSYX, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.00
FJSYX: 1.54
ARCC: 1.13
The chart of Calmar ratio for FJSYX, currently valued at 2.11, compared to the broader market0.002.004.006.008.00
FJSYX: 2.11
ARCC: 0.56
The chart of Martin ratio for FJSYX, currently valued at 8.37, compared to the broader market0.0010.0020.0030.0040.00
FJSYX: 8.37
ARCC: 2.39

The current FJSYX Sharpe Ratio is 2.09, which is higher than the ARCC Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FJSYX and ARCC, 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 Ratio0.001.002.003.004.005.00December2025FebruaryMarchAprilMay
2.09
0.51
FJSYX
ARCC

Dividends

FJSYX vs. ARCC - Dividend Comparison

FJSYX's dividend yield for the trailing twelve months is around 8.29%, less than ARCC's 9.23% yield.


TTM20242023202220212020201920182017201620152014
FJSYX
Nuveen Credit Income Fund
8.29%8.42%7.32%5.80%4.73%4.74%6.20%7.84%7.07%7.09%8.14%7.12%
ARCC
Ares Capital Corporation
9.23%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.21%
-10.64%
FJSYX
ARCC

Volatility

FJSYX vs. ARCC - Volatility Comparison

The current volatility for Nuveen Credit Income Fund (FJSYX) is 1.92%, while Ares Capital Corporation (ARCC) has a volatility of 16.00%. 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
1.92%
16.00%
FJSYX
ARCC