FJSYX vs. SPXX
Compare and contrast key facts about Nuveen Credit Income Fund (FJSYX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX).
FJSYX is managed by Nuveen. It was launched on Aug 30, 2001. SPXX is an actively managed fund by Nuveen. It was launched on Nov 23, 2005.
Performance
FJSYX vs. SPXX - Performance Comparison
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FJSYX vs. SPXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPXX Nuveen S&P 500 Dynamic Overwrite Fund | -9.14% | 9.78% | 27.10% | 0.85% | -6.92% | 29.03% | -0.37% | 25.36% | -13.42% | 27.92% |
Returns By Period
In the year-to-date period, FJSYX achieves a -1.12% return, which is significantly higher than SPXX's -9.14% return. Over the past 10 years, FJSYX has underperformed SPXX with an annualized return of 6.72%, while SPXX has yielded a comparatively higher 9.09% 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%
SPXX
- 1D
- 1.52%
- 1M
- -7.65%
- YTD
- -9.14%
- 6M
- -4.47%
- 1Y
- 2.68%
- 3Y*
- 9.06%
- 5Y*
- 6.83%
- 10Y*
- 9.09%
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FJSYX vs. SPXX - Expense Ratio Comparison
FJSYX has a 0.75% expense ratio, which is lower than SPXX's 0.89% expense ratio.
Return for Risk
FJSYX vs. SPXX — Risk / Return Rank
FJSYX
SPXX
FJSYX vs. SPXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Income Fund (FJSYX) and Nuveen S&P 500 Dynamic Overwrite Fund (SPXX). 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.
| FJSYX | SPXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 0.15 | +1.84 |
Sortino ratioReturn per unit of downside risk | 3.07 | 0.35 | +2.73 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.05 | +0.52 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 0.20 | +2.01 |
Martin ratioReturn relative to average drawdown | 9.24 | 0.69 | +8.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FJSYX | SPXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.15 | +1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.20 | 0.43 | +0.77 |
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 | 0.36 | +0.56 |
Correlation
The correlation between FJSYX and SPXX 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. SPXX - Dividend Comparison
FJSYX's dividend yield for the trailing twelve months is around 7.30%, less than SPXX's 8.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPXX Nuveen S&P 500 Dynamic Overwrite Fund | 8.40% | 7.48% | 6.87% | 7.82% | 7.30% | 5.27% | 6.56% | 6.44% | 7.98% | 5.69% | 5.14% | 7.75% |
Drawdowns
FJSYX vs. SPXX - Drawdown Comparison
The maximum FJSYX drawdown since its inception was -36.44%, smaller than the maximum SPXX drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for FJSYX and SPXX.
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Drawdown Indicators
| FJSYX | SPXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.44% | -52.39% | +15.95% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -13.00% | +10.13% |
Max Drawdown (5Y)Largest decline over 5 years | -14.28% | -18.09% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -25.66% | -43.99% | +18.33% |
Current DrawdownCurrent decline from peak | -2.10% | -10.52% | +8.42% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -7.51% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 3.70% | -3.01% |
Volatility
FJSYX vs. SPXX - Volatility Comparison
The current volatility for Nuveen Credit Income Fund (FJSYX) is 1.01%, while Nuveen S&P 500 Dynamic Overwrite Fund (SPXX) has a volatility of 4.63%. This indicates that FJSYX experiences smaller price fluctuations and is considered to be less risky than SPXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJSYX | SPXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 4.63% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 9.36% | -7.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.47% | 17.91% | -14.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.33% | 15.79% | -11.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.84% | 18.39% | -12.55% |