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FJSYX vs. JGH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FJSYX vs. JGH

Last updated Jun 24, 2026

FJSYX (Nuveen Credit Income Fund) and JGH (Nuveen Global High Income Fund) are both High Yield Bonds funds from Nuveen. Over the past 10 years, FJSYX returned 6.12%/yr vs 8.30%/yr for JGH. At a 0.42 correlation, their price movements are largely independent. FJSYX charges 0.75%/yr vs 1.68%/yr for JGH.

Performance

FJSYX vs. JGH - Performance Comparison

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

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Returns By Period

In the year-to-date period, FJSYX achieves a 1.35% return, which is significantly lower than JGH's 5.33% return. Over the past 10 years, FJSYX has underperformed JGH with an annualized return of 6.12%, while JGH has yielded a comparatively higher 8.30% annualized return.

FJSYX

1D
-0.15%
1M
0.70%
YTD
1.35%
6M
1.95%
1Y
7.19%
3Y*
10.29%
5Y*
4.90%
10Y*
6.12%

JGH

1D
0.32%
1M
0.97%
YTD
5.33%
6M
6.43%
1Y
11.00%
3Y*
15.99%
5Y*
5.54%
10Y*
8.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FJSYX vs. JGH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FJSYX
Nuveen Credit Income Fund		1.35%8.21%11.55%13.62%-10.00%4.81%1.43%16.84%-4.44%7.57%
JGH
Nuveen Global High Income Fund		5.33%8.62%15.98%20.89%-21.01%10.84%2.77%30.04%-12.02%15.25%

Correlation

The correlation between FJSYX and JGH is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2014

0.42

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Nuveen Credit Income Fund

Nuveen Global High Income Fund

Often compared with FJSYX:
FJSYX vs. PLFRXFJSYX vs. PAFRXFJSYX vs. NFIAXFJSYX vs. ARDCFJSYX vs. ARCCFJSYX vs. PIMIXFJSYX vs. NHMRX
Often compared with JGH:
JGH vs. VOOJGH vs. AGGJGH vs. OXLCJGH vs. QYLDJGH vs. PDTJGH vs. PDIJGH vs. SPYI

Return for Risk

FJSYX vs. JGH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FJSYX
FJSYX Risk / Return Rank: 8585
Overall Rank
FJSYX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FJSYX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FJSYX Omega Ratio Rank: 9393
Omega Ratio Rank
FJSYX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FJSYX Martin Ratio Rank: 8585
Martin Ratio Rank
JGH
JGH Risk / Return Rank: 1616
Overall Rank
JGH Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JGH Sortino Ratio Rank: 1515
Sortino Ratio Rank
JGH Omega Ratio Rank: 2020
Omega Ratio Rank
JGH Calmar Ratio Rank: 1616
Calmar Ratio Rank
JGH Martin Ratio Rank: 1212
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. JGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Income Fund (FJSYX) and Nuveen Global High Income Fund (JGH). 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.

FJSYXJGHDifference
Sharpe ratioReturn per unit of total volatility
2.43
1.07

+1.37

Sortino ratioReturn per unit of downside risk
4.47
1.50

+2.97

Omega ratioGain probability vs. loss probability

1.67

1.22

+0.46

Calmar ratioReturn relative to maximum drawdown

3.23

1.32

+1.91

Martin ratioReturn relative to average drawdown

14.69

3.20

+11.49

FJSYX vs. JGH - Sharpe Ratio Comparison

The current FJSYX Sharpe Ratio is 2.43, which is higher than the JGH Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FJSYX and JGH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

FJSYX vs. JGH - Drawdown Comparison

The maximum FJSYX drawdown since its inception was -36.44%, smaller than the maximum JGH drawdown of -43.79%. Use the drawdown chart below to compare losses from any high point for FJSYX and JGH.

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Drawdown Indicators

FJSYXJGHDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-43.79%

+7.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.25%

-8.37%

+6.12%

Max Drawdown (3Y)

Largest decline over 3 years

-3.71%

-13.70%

+9.99%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-28.66%

+14.38%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

-43.79%

+18.13%

Current Drawdown

Current decline from peak

-0.30%

-1.86%

+1.56%

Average Drawdown

Average peak-to-trough decline

-4.18%

-6.97%

+2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

3.44%

-2.95%

Volatility

FJSYX vs. JGH - Volatility Comparison

The current volatility for Nuveen Credit Income Fund (FJSYX) is 0.91%, while Nuveen Global High Income Fund (JGH) has a volatility of 2.25%. This indicates that FJSYX experiences smaller price fluctuations and is considered to be less risky than JGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FJSYXJGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

2.25%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

7.35%

-5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

2.98%

10.34%

-7.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

13.81%

-9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.81%

15.88%

-10.07%

FJSYX vs. JGH - Expense Ratio Comparison

FJSYX has a 0.75% expense ratio, which is lower than JGH's 1.68% expense ratio.

Dividends

FJSYX vs. JGH - Dividend Comparison

FJSYX's dividend yield for the trailing twelve months is around 6.82%, less than JGH's 9.81% yield.

PositionTTM20252024202320222021202020192018201720162015
FJSYX
Nuveen Credit Income Fund		6.82%8.29%8.42%7.32%6.12%4.71%4.73%6.17%7.83%7.07%7.09%8.07%
JGH
Nuveen Global High Income Fund		9.81%9.82%9.67%10.18%12.05%8.19%7.13%7.53%9.88%8.52%9.61%11.44%

Frequently Asked Questions

FJSYX and JGH have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JGH has higher volatility (2.25%) compared to FJSYX (0.91%). In terms of maximum drawdown, FJSYX dropped -36.44% vs JGH's -43.79%.

FJSYX currently has the higher Sharpe Ratio (2.43 vs 1.07), 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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