JFR vs. NVLIX
Compare and contrast key facts about Nuveen Floating Rate Income Fund (JFR) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX).
JFR is managed by Nuveen. It was launched on Mar 24, 2004. NVLIX is managed by Nuveen. It was launched on May 15, 2009.
Performance
JFR vs. NVLIX - Performance Comparison
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JFR vs. NVLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFR Nuveen Floating Rate Income Fund | -1.74% | -0.68% | 21.92% | 16.61% | -15.15% | 24.66% | -8.05% | 19.65% | -11.69% | 2.94% |
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I | -11.60% | 12.76% | 29.48% | 43.60% | -31.31% | 27.62% | 37.97% | 33.54% | 3.02% | 33.09% |
Returns By Period
In the year-to-date period, JFR achieves a -1.74% return, which is significantly higher than NVLIX's -11.60% return. Over the past 10 years, JFR has underperformed NVLIX with an annualized return of 6.03%, while NVLIX has yielded a comparatively higher 15.48% annualized return.
JFR
- 1D
- -0.93%
- 1M
- -0.27%
- YTD
- -1.74%
- 6M
- -2.50%
- 1Y
- -0.48%
- 3Y*
- 9.26%
- 5Y*
- 5.35%
- 10Y*
- 6.03%
NVLIX
- 1D
- 3.68%
- 1M
- -6.71%
- YTD
- -11.60%
- 6M
- -11.36%
- 1Y
- 9.95%
- 3Y*
- 18.20%
- 5Y*
- 9.66%
- 10Y*
- 15.48%
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JFR vs. NVLIX - Expense Ratio Comparison
JFR has a 0.02% expense ratio, which is lower than NVLIX's 0.83% expense ratio.
Return for Risk
JFR vs. NVLIX — Risk / Return Rank
JFR
NVLIX
JFR vs. NVLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Floating Rate Income Fund (JFR) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). 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.
| JFR | NVLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | 0.47 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.04 | 0.84 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.12 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.39 | -0.41 |
Martin ratioReturn relative to average drawdown | -0.07 | 1.29 | -1.36 |
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
| JFR | NVLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.47 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.43 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.71 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.74 | -0.48 |
Correlation
The correlation between JFR and NVLIX is 0.31, 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
JFR vs. NVLIX - Dividend Comparison
JFR's dividend yield for the trailing twelve months is around 13.60%, less than NVLIX's 25.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFR Nuveen Floating Rate Income Fund | 13.60% | 13.03% | 11.43% | 11.51% | 9.61% | 6.66% | 7.19% | 7.19% | 7.95% | 7.23% | 6.38% | 7.03% |
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I | 25.40% | 22.45% | 14.35% | 5.39% | 8.93% | 9.51% | 5.47% | 8.69% | 18.81% | 18.70% | 17.11% | 15.18% |
Drawdowns
JFR vs. NVLIX - Drawdown Comparison
The maximum JFR drawdown since its inception was -62.61%, which is greater than NVLIX's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for JFR and NVLIX.
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Drawdown Indicators
| JFR | NVLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.61% | -39.57% | -23.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -19.01% | +7.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.40% | -39.57% | +19.17% |
Max Drawdown (10Y)Largest decline over 10 years | -47.71% | -39.57% | -8.14% |
Current DrawdownCurrent decline from peak | -5.05% | -16.03% | +10.98% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -6.20% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 5.80% | -2.26% |
Volatility
JFR vs. NVLIX - Volatility Comparison
The current volatility for Nuveen Floating Rate Income Fund (JFR) is 5.01%, while Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a volatility of 6.85%. This indicates that JFR experiences smaller price fluctuations and is considered to be less risky than NVLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFR | NVLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 6.85% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 7.02% | 12.64% | -5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.19% | 22.89% | -9.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.74% | 22.40% | -9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 21.99% | -5.34% |