JFR vs. VOO
Compare and contrast key facts about Nuveen Floating Rate Income Fund (JFR) and Vanguard S&P 500 ETF (VOO).
JFR is managed by Nuveen. It was launched on Mar 24, 2004. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
JFR vs. VOO - Performance Comparison
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JFR vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, JFR achieves a -1.74% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, JFR has underperformed VOO with an annualized return of 6.03%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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JFR vs. VOO - Expense Ratio Comparison
JFR has a 0.02% expense ratio, which is lower than VOO's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
JFR vs. VOO — Risk / Return Rank
JFR
VOO
JFR vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Floating Rate Income Fund (JFR) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | 1.01 | -1.04 |
Sortino ratioReturn per unit of downside risk | 0.04 | 1.53 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.23 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.55 | -1.57 |
Martin ratioReturn relative to average drawdown | -0.07 | 7.31 | -7.38 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 1.01 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.71 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.79 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.83 | -0.57 |
Correlation
The correlation between JFR and VOO is 0.34, 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. VOO - Dividend Comparison
JFR's dividend yield for the trailing twelve months is around 13.60%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
JFR vs. VOO - Drawdown Comparison
The maximum JFR drawdown since its inception was -62.61%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JFR and VOO.
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Drawdown Indicators
| JFR | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.61% | -33.99% | -28.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -11.98% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.40% | -24.52% | +4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -47.71% | -33.99% | -13.72% |
Current DrawdownCurrent decline from peak | -5.05% | -5.55% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -3.72% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 2.55% | +0.99% |
Volatility
JFR vs. VOO - Volatility Comparison
The current volatility for Nuveen Floating Rate Income Fund (JFR) is 5.01%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that JFR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFR | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 5.34% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.02% | 9.47% | -2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.19% | 18.11% | -4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.74% | 16.82% | -4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 17.99% | -1.34% |