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FJSYX vs. PIAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FJSYX vs. PIAMX - Performance Comparison

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

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FJSYX vs. PIAMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FJSYX
Nuveen Credit Income Fund
-1.12%8.21%13.04%13.62%-10.00%4.81%1.43%16.84%-5.17%
PIAMX
PIA High Yield (MACS) Fund
-2.20%2.34%11.23%16.38%-10.93%7.82%9.05%11.77%-2.63%

Returns By Period

In the year-to-date period, FJSYX achieves a -1.12% return, which is significantly higher than PIAMX's -2.20% 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%

PIAMX

1D
0.26%
1M
-2.36%
YTD
-2.20%
6M
-2.91%
1Y
1.56%
3Y*
7.17%
5Y*
3.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FJSYX vs. PIAMX - Expense Ratio Comparison

FJSYX has a 0.75% expense ratio, which is higher than PIAMX's 0.20% expense ratio.


Return for Risk

FJSYX vs. PIAMX — 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

PIAMX
PIAMX Risk / Return Rank: 1111
Overall Rank
PIAMX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PIAMX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PIAMX Omega Ratio Rank: 1212
Omega Ratio Rank
PIAMX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PIAMX Martin Ratio Rank: 1010
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. PIAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Income Fund (FJSYX) and PIA High Yield (MACS) Fund (PIAMX). 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.


FJSYXPIAMXDifference

Sharpe ratio

Return per unit of total volatility

1.99

0.31

+1.68

Sortino ratio

Return per unit of downside risk

3.07

0.41

+2.66

Omega ratio

Gain probability vs. loss probability

1.57

1.07

+0.50

Calmar ratio

Return relative to maximum drawdown

2.21

0.20

+2.02

Martin ratio

Return relative to average drawdown

9.24

0.61

+8.63

FJSYX vs. PIAMX - Sharpe Ratio Comparison

The current FJSYX Sharpe Ratio is 1.99, which is higher than the PIAMX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of FJSYX and PIAMX, 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


FJSYXPIAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.31

+1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.97

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.15

-0.23

Correlation

The correlation between FJSYX and PIAMX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FJSYX vs. PIAMX - Dividend Comparison

FJSYX's dividend yield for the trailing twelve months is around 7.30%, less than PIAMX's 8.51% 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%
PIAMX
PIA High Yield (MACS) Fund
8.51%9.12%8.49%8.12%7.99%8.64%6.63%6.96%7.14%0.00%0.00%0.00%

Drawdowns

FJSYX vs. PIAMX - Drawdown Comparison

The maximum FJSYX drawdown since its inception was -36.44%, which is greater than PIAMX's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for FJSYX and PIAMX.


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Drawdown Indicators


FJSYXPIAMXDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-18.15%

-18.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-4.17%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-13.92%

-0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

Current Drawdown

Current decline from peak

-2.10%

-3.50%

+1.40%

Average Drawdown

Average peak-to-trough decline

-4.21%

-2.36%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

1.37%

-0.68%

Volatility

FJSYX vs. PIAMX - Volatility Comparison

The current volatility for Nuveen Credit Income Fund (FJSYX) is 1.01%, while PIA High Yield (MACS) Fund (PIAMX) has a volatility of 1.72%. This indicates that FJSYX experiences smaller price fluctuations and is considered to be less risky than PIAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJSYXPIAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.72%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

2.45%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

4.32%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.33%

4.01%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.84%

4.25%

+1.59%