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FJSYX vs. RSIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FJSYX vs. RSIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Credit Income Fund (FJSYX) and RiverPark Strategic Income Fund (RSIIX). 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 1.30% return, which is significantly lower than RSIIX's 2.32% return. Over the past 10 years, FJSYX has outperformed RSIIX with an annualized return of 5.68%, while RSIIX has yielded a comparatively lower 5.02% annualized return.


FJSYX

1D
0.00%
1M
-0.60%
6M
0.55%
YTD
1.30%
1Y
4.97%
3Y*
9.09%
5Y*
4.75%
10Y*
5.68%
ALL TIME*
5.23%

RSIIX

1D
-0.12%
1M
0.50%
6M
1.66%
YTD
2.32%
1Y
4.31%
3Y*
6.93%
5Y*
5.27%
10Y*
5.02%
ALL TIME*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FJSYX vs. RSIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJSYX
Nuveen Credit Income Fund
1.30%8.21%11.55%13.62%-10.00%4.81%1.43%16.84%-4.44%7.57%
RSIIX
RiverPark Strategic Income Fund
2.32%6.04%8.44%9.59%-3.31%11.60%3.42%3.50%1.36%4.84%

Correlation

The correlation between FJSYX and RSIIX is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (3Y)
Balances recent behavior with more history.

0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.40

Correlation (10Y)
Provides a long-term view across more market conditions.

0.38

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2014

0.40

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Return for Risk

FJSYX vs. RSIIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FJSYX
FJSYX Risk / Return Rank: 8686
Overall Rank
FJSYX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FJSYX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FJSYX Omega Ratio Rank: 9191
Omega Ratio Rank
FJSYX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FJSYX Martin Ratio Rank: 8888
Martin Ratio Rank

RSIIX
RSIIX Risk / Return Rank: 6969
Overall Rank
RSIIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
RSIIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
RSIIX Omega Ratio Rank: 8383
Omega Ratio Rank
RSIIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
RSIIX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FJSYX vs. RSIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Income Fund (FJSYX) and RiverPark Strategic Income Fund (RSIIX). 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.


FJSYXRSIIXDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.51

1.39

+0.12

Calmar ratioReturn relative to maximum drawdown

2.57

2.35

+0.22

Martin ratioReturn relative to average drawdown

11.49

15.46

-3.97

FJSYX vs. RSIIX - Sharpe Ratio Comparison

The current FJSYX Sharpe Ratio is 1.96, which is higher than the RSIIX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FJSYX and RSIIX, 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. RSIIX - Drawdown Comparison

The maximum FJSYX drawdown since its inception was -36.44%, which is greater than RSIIX's maximum drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for FJSYX and RSIIX.


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Drawdown Indicators


FJSYXRSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.44%

-15.55%

-20.89%

Max Drawdown (1Y)

Largest decline over 1 year

-2.25%

-1.79%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-3.71%

-1.79%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-5.61%

-8.67%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

-15.55%

-10.11%

Current Drawdown

Current decline from peak

-0.60%

-0.21%

-0.39%

Average Drawdown

Average peak-to-trough decline

-4.16%

-1.15%

-3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.27%

+0.23%

Volatility

FJSYX vs. RSIIX - Volatility Comparison

The current volatility for Nuveen Credit Income Fund (FJSYX) is 0.47%, while RiverPark Strategic Income Fund (RSIIX) has a volatility of 0.56%. This indicates that FJSYX experiences smaller price fluctuations and is considered to be less risky than RSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FJSYXRSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

0.56%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.26%

2.89%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

2.95%

3.12%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

2.51%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.77%

2.88%

+2.89%

FJSYX vs. RSIIX - Expense Ratio Comparison

FJSYX has a 0.75% expense ratio, which is lower than RSIIX's 1.18% expense ratio.


Dividends

FJSYX vs. RSIIX - Dividend Comparison

FJSYX's dividend yield for the trailing twelve months is around 5.97%, less than RSIIX's 6.63% yield.


PositionTTM20252024202320222021202020192018201720162015
FJSYX
Nuveen Credit Income Fund
5.97%8.29%8.42%7.32%6.12%4.71%4.73%6.17%7.83%7.07%7.09%8.07%
RSIIX
RiverPark Strategic Income Fund
6.63%7.75%7.67%7.61%6.58%5.12%5.77%4.84%4.59%4.98%5.10%6.57%

Frequently Asked Questions


FJSYX and RSIIX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSIIX has higher volatility (0.56%) compared to FJSYX (0.47%). In terms of maximum drawdown, FJSYX dropped -36.44% vs RSIIX's -15.55%.

FJSYX currently has the higher Sharpe Ratio (1.96 vs 1.35), 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.

Portfolio Optimizer

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