PortfoliosLab logoPortfoliosLab logo
FJSYX vs. NSBRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJSYX vs. NSBRX - Performance Comparison

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

Loading graphics...

FJSYX vs. NSBRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJSYX
Nuveen Credit Income Fund
-0.26%8.21%13.04%13.62%-10.00%4.81%1.43%16.84%-4.44%7.57%
NSBRX
Nuveen Dividend Growth Fund
-2.40%10.03%17.56%15.08%-9.63%27.17%9.79%41.88%-4.36%20.07%

Returns By Period

In the year-to-date period, FJSYX achieves a -0.26% return, which is significantly higher than NSBRX's -2.40% return. Over the past 10 years, FJSYX has underperformed NSBRX with an annualized return of 6.81%, while NSBRX has yielded a comparatively higher 12.44% annualized return.


FJSYX

1D
0.87%
1M
-1.10%
YTD
-0.26%
6M
1.28%
1Y
6.92%
3Y*
10.47%
5Y*
5.32%
10Y*
6.81%

NSBRX

1D
1.84%
1M
-5.23%
YTD
-2.40%
6M
-2.56%
1Y
8.82%
3Y*
12.65%
5Y*
9.33%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FJSYX vs. NSBRX - Expense Ratio Comparison

FJSYX has a 0.75% expense ratio, which is higher than NSBRX's 0.67% expense ratio.


Return for Risk

FJSYX vs. NSBRX — Risk / Return Rank

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

FJSYX
FJSYX Risk / Return Rank: 9393
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: 8989
Calmar Ratio Rank
FJSYX Martin Ratio Rank: 9090
Martin Ratio Rank

NSBRX
NSBRX Risk / Return Rank: 2424
Overall Rank
NSBRX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
NSBRX Sortino Ratio Rank: 2222
Sortino Ratio Rank
NSBRX Omega Ratio Rank: 2323
Omega Ratio Rank
NSBRX Calmar Ratio Rank: 2626
Calmar Ratio Rank
NSBRX Martin Ratio Rank: 3131
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. NSBRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Income Fund (FJSYX) and Nuveen Dividend Growth Fund (NSBRX). 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.


FJSYXNSBRXDifference

Sharpe ratio

Return per unit of total volatility

2.03

0.61

+1.42

Sortino ratio

Return per unit of downside risk

3.19

0.97

+2.21

Omega ratio

Gain probability vs. loss probability

1.59

1.14

+0.44

Calmar ratio

Return relative to maximum drawdown

2.59

0.82

+1.77

Martin ratio

Return relative to average drawdown

10.75

3.53

+7.22

FJSYX vs. NSBRX - Sharpe Ratio Comparison

The current FJSYX Sharpe Ratio is 2.03, which is higher than the NSBRX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FJSYX and NSBRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FJSYXNSBRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

0.61

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.66

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

0.75

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.58

+0.34

Correlation

The correlation between FJSYX and NSBRX is 0.38, 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. NSBRX - Dividend Comparison

FJSYX's dividend yield for the trailing twelve months is around 7.84%, less than NSBRX's 9.19% yield.


TTM20252024202320222021202020192018201720162015
FJSYX
Nuveen Credit Income Fund
7.84%8.29%9.72%7.32%6.12%4.71%4.73%6.17%7.83%7.07%7.09%8.07%
NSBRX
Nuveen Dividend Growth Fund
9.19%9.26%6.82%3.01%3.58%3.67%4.68%15.68%7.04%4.57%1.75%6.24%

Drawdowns

FJSYX vs. NSBRX - Drawdown Comparison

The maximum FJSYX drawdown since its inception was -36.44%, smaller than the maximum NSBRX drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for FJSYX and NSBRX.


Loading graphics...

Drawdown Indicators


FJSYXNSBRXDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-45.14%

+8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-10.75%

+7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-19.79%

+5.51%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

-33.69%

+8.03%

Current Drawdown

Current decline from peak

-1.25%

-6.10%

+4.85%

Average Drawdown

Average peak-to-trough decline

-4.21%

-5.28%

+1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

2.50%

-1.81%

Volatility

FJSYX vs. NSBRX - Volatility Comparison

The current volatility for Nuveen Credit Income Fund (FJSYX) is 1.40%, while Nuveen Dividend Growth Fund (NSBRX) has a volatility of 4.11%. This indicates that FJSYX experiences smaller price fluctuations and is considered to be less risky than NSBRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FJSYXNSBRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

4.11%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

7.73%

-5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.56%

15.14%

-11.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.34%

14.29%

-9.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.85%

16.59%

-10.74%