FJSYX vs. VWEAX
FJSYX (Nuveen Credit Income Fund) and VWEAX (Vanguard High-Yield Corporate Fund Admiral Shares) are both High Yield Bonds funds. Over the past 10 years, FJSYX returned 6.12%/yr vs 5.28%/yr for VWEAX. A 0.74 correlation means they provide meaningful diversification when combined. FJSYX charges 0.75%/yr vs 0.12%/yr for VWEAX.
Performance
FJSYX vs. VWEAX - Performance Comparison
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Returns By Period
In the year-to-date period, FJSYX achieves a 1.35% return, which is significantly higher than VWEAX's 1.01% return. Over the past 10 years, FJSYX has outperformed VWEAX with an annualized return of 6.12%, while VWEAX has yielded a comparatively lower 5.28% 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%
VWEAX
- 1D
- 0.00%
- 1M
- 0.72%
- YTD
- 1.01%
- 6M
- 1.72%
- 1Y
- 6.34%
- 3Y*
- 8.49%
- 5Y*
- 4.12%
- 10Y*
- 5.28%
FJSYX vs. VWEAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | 1.01% | 9.49% | 6.42% | 11.79% | -8.95% | 3.04% | 5.41% | 15.92% | -2.80% | 7.17% |
Correlation
The correlation between FJSYX and VWEAX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2001 | 0.74 |
The correlation between FJSYX and VWEAX has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
FJSYX vs. VWEAX — Risk / Return Rank
FJSYX
VWEAX
FJSYX vs. VWEAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Income Fund (FJSYX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX). 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.
| FJSYX | VWEAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 1.49 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 2.60 | +0.63 |
| Martin ratioReturn relative to average drawdown | 14.69 | 13.17 | +1.52 |
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Drawdowns
FJSYX vs. VWEAX - Drawdown Comparison
The maximum FJSYX drawdown since its inception was -36.44%, which is greater than VWEAX's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for FJSYX and VWEAX.
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Drawdown Indicators
| FJSYX | VWEAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.44% | -30.05% | -6.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.25% | -2.52% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -3.71% | -3.32% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -14.28% | -13.77% | -0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -25.66% | -19.68% | -5.98% |
Current DrawdownCurrent decline from peak | -0.30% | -0.18% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -2.12% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 0.50% | -0.01% |
Volatility
FJSYX vs. VWEAX - Volatility Comparison
Nuveen Credit Income Fund (FJSYX) and Vanguard High-Yield Corporate Fund Admiral Shares (VWEAX) have volatilities of 0.91% and 0.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJSYX | VWEAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 0.87% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 2.62% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.98% | 3.29% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.35% | 4.92% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.81% | 5.27% | +0.54% |
FJSYX vs. VWEAX - Expense Ratio Comparison
FJSYX has a 0.75% expense ratio, which is higher than VWEAX's 0.12% expense ratio.
Dividends
FJSYX vs. VWEAX - Dividend Comparison
FJSYX's dividend yield for the trailing twelve months is around 6.82%, more than VWEAX's 6.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | 6.37% | 6.25% | 6.20% | 5.79% | 5.21% | 3.49% | 4.71% | 5.33% | 6.07% | 5.39% | 5.51% | 6.53% |
Frequently Asked Questions
FJSYX and VWEAX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FJSYX has higher volatility (0.91%) compared to VWEAX (0.87%). In terms of maximum drawdown, FJSYX dropped -36.44% vs VWEAX's -30.05%.
FJSYX currently has the higher Sharpe Ratio (2.43 vs 2.00), 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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