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FJSYX vs. ARDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJSYX vs. ARDC - Performance Comparison

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

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FJSYX vs. ARDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJSYX
Nuveen Credit Income Fund
-1.12%8.21%13.04%13.62%-10.00%4.81%1.43%16.84%-4.44%7.57%
ARDC
Ares Dynamic Credit Allocation Fund, Inc.
-6.14%-3.10%21.05%32.35%-22.21%23.12%2.56%21.26%-8.80%17.63%

Returns By Period

In the year-to-date period, FJSYX achieves a -1.12% return, which is significantly higher than ARDC's -6.14% return. Over the past 10 years, FJSYX has underperformed ARDC with an annualized return of 6.72%, while ARDC has yielded a comparatively higher 8.37% annualized return.


FJSYX

1D
0.15%
1M
-2.10%
YTD
-1.12%
6M
0.55%
1Y
6.16%
3Y*
10.15%
5Y*
5.17%
10Y*
6.72%

ARDC

1D
2.70%
1M
-3.27%
YTD
-6.14%
6M
-9.00%
1Y
-4.89%
3Y*
11.17%
5Y*
5.31%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FJSYX vs. ARDC — Risk / Return Rank

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

FJSYX
FJSYX Risk / Return Rank: 9191
Overall Rank
FJSYX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FJSYX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FJSYX Omega Ratio Rank: 9696
Omega Ratio Rank
FJSYX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FJSYX Martin Ratio Rank: 8787
Martin Ratio Rank

ARDC
ARDC Risk / Return Rank: 2727
Overall Rank
ARDC Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ARDC Sortino Ratio Rank: 2323
Sortino Ratio Rank
ARDC Omega Ratio Rank: 2121
Omega Ratio Rank
ARDC Calmar Ratio Rank: 3333
Calmar Ratio Rank
ARDC Martin Ratio Rank: 3030
Martin Ratio Rank
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.

FJSYX vs. ARDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Income Fund (FJSYX) and Ares Dynamic Credit Allocation Fund, Inc. (ARDC). 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.


FJSYXARDCDifference

Sharpe ratio

Return per unit of total volatility

1.99

-0.34

+2.33

Sortino ratio

Return per unit of downside risk

3.07

-0.34

+3.42

Omega ratio

Gain probability vs. loss probability

1.57

0.94

+0.62

Calmar ratio

Return relative to maximum drawdown

2.21

-0.31

+2.53

Martin ratio

Return relative to average drawdown

9.24

-0.77

+10.01

FJSYX vs. ARDC - Sharpe Ratio Comparison

The current FJSYX Sharpe Ratio is 1.99, which is higher than the ARDC Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of FJSYX and ARDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FJSYXARDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

-0.34

+2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.39

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

0.50

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.34

+0.58

Correlation

The correlation between FJSYX and ARDC is 0.33, 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

FJSYX vs. ARDC - Dividend Comparison

FJSYX's dividend yield for the trailing twelve months is around 7.30%, less than ARDC's 11.10% yield.


TTM20252024202320222021202020192018201720162015
FJSYX
Nuveen Credit Income Fund
7.30%8.29%9.72%7.32%6.12%4.71%4.73%6.17%7.83%7.07%7.09%8.07%
ARDC
Ares Dynamic Credit Allocation Fund, Inc.
11.10%10.19%9.33%9.85%10.31%7.16%8.40%8.40%9.35%7.58%8.45%10.51%

Drawdowns

FJSYX vs. ARDC - Drawdown Comparison

The maximum FJSYX drawdown since its inception was -36.44%, smaller than the maximum ARDC drawdown of -45.40%. Use the drawdown chart below to compare losses from any high point for FJSYX and ARDC.


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Drawdown Indicators


FJSYXARDCDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-45.40%

+8.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-15.57%

+12.70%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-26.48%

+12.20%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

-45.40%

+19.74%

Current Drawdown

Current decline from peak

-2.10%

-13.29%

+11.19%

Average Drawdown

Average peak-to-trough decline

-4.21%

-6.60%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

6.36%

-5.67%

Volatility

FJSYX vs. ARDC - Volatility Comparison

The current volatility for Nuveen Credit Income Fund (FJSYX) is 1.01%, while Ares Dynamic Credit Allocation Fund, Inc. (ARDC) has a volatility of 4.94%. This indicates that FJSYX experiences smaller price fluctuations and is considered to be less risky than ARDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJSYXARDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

4.94%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

7.42%

-5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

14.48%

-11.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.33%

13.73%

-9.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.84%

16.85%

-11.01%