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JGH vs. DSU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JGH vs. DSU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Global High Income Fund (JGH) and BlackRock Debt Strategies Fund, Inc. (DSU). The values are adjusted to include any dividend payments, if applicable.

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JGH vs. DSU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JGH
Nuveen Global High Income Fund
0.85%8.62%15.98%20.89%-21.01%10.84%2.77%30.04%-12.02%15.25%
DSU
BlackRock Debt Strategies Fund, Inc.
-2.05%5.97%11.13%30.34%-15.51%19.36%1.60%23.84%-10.04%10.68%

Returns By Period

In the year-to-date period, JGH achieves a 0.85% return, which is significantly higher than DSU's -2.05% return. Both investments have delivered pretty close results over the past 10 years, with JGH having a 8.51% annualized return and DSU not far behind at 8.20%.


JGH

1D
1.55%
1M
-2.16%
YTD
0.85%
6M
-3.01%
1Y
6.05%
3Y*
14.91%
5Y*
5.74%
10Y*
8.51%

DSU

1D
0.94%
1M
-1.22%
YTD
-2.05%
6M
-3.63%
1Y
4.15%
3Y*
12.41%
5Y*
7.29%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JGH vs. DSU - Expense Ratio Comparison

JGH has a 1.68% expense ratio, which is lower than DSU's 2.47% expense ratio.


Return for Risk

JGH vs. DSU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JGH
JGH Risk / Return Rank: 1313
Overall Rank
JGH Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JGH Sortino Ratio Rank: 1212
Sortino Ratio Rank
JGH Omega Ratio Rank: 1515
Omega Ratio Rank
JGH Calmar Ratio Rank: 1313
Calmar Ratio Rank
JGH Martin Ratio Rank: 1111
Martin Ratio Rank

DSU
DSU Risk / Return Rank: 1212
Overall Rank
DSU Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DSU Sortino Ratio Rank: 99
Sortino Ratio Rank
DSU Omega Ratio Rank: 1212
Omega Ratio Rank
DSU Calmar Ratio Rank: 1111
Calmar Ratio Rank
DSU Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JGH vs. DSU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Global High Income Fund (JGH) and BlackRock Debt Strategies Fund, Inc. (DSU). 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.


JGHDSUDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.31

+0.13

Sortino ratio

Return per unit of downside risk

0.63

0.49

+0.14

Omega ratio

Gain probability vs. loss probability

1.11

1.09

+0.02

Calmar ratio

Return relative to maximum drawdown

0.43

0.32

+0.10

Martin ratio

Return relative to average drawdown

1.22

1.76

-0.54

JGH vs. DSU - Sharpe Ratio Comparison

The current JGH Sharpe Ratio is 0.44, which is higher than the DSU Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of JGH and DSU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JGHDSUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.31

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.62

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.52

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.23

+0.16

Correlation

The correlation between JGH and DSU is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JGH vs. DSU - Dividend Comparison

JGH's dividend yield for the trailing twelve months is around 9.98%, less than DSU's 12.24% yield.


TTM20252024202320222021202020192018201720162015
JGH
Nuveen Global High Income Fund
9.98%9.82%9.67%10.18%12.05%8.19%7.13%7.53%9.88%8.52%9.61%11.44%
DSU
BlackRock Debt Strategies Fund, Inc.
12.24%11.64%11.01%9.70%7.56%6.21%7.96%7.43%8.41%6.98%6.60%8.07%

Drawdowns

JGH vs. DSU - Drawdown Comparison

The maximum JGH drawdown since its inception was -43.79%, smaller than the maximum DSU drawdown of -72.03%. Use the drawdown chart below to compare losses from any high point for JGH and DSU.


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Drawdown Indicators


JGHDSUDifference

Max Drawdown

Largest peak-to-trough decline

-43.79%

-72.03%

+28.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-12.55%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

-24.23%

-4.43%

Max Drawdown (10Y)

Largest decline over 10 years

-43.79%

-45.36%

+1.57%

Current Drawdown

Current decline from peak

-4.36%

-3.94%

-0.42%

Average Drawdown

Average peak-to-trough decline

-7.09%

-11.67%

+4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

2.30%

+1.79%

Volatility

JGH vs. DSU - Volatility Comparison

Nuveen Global High Income Fund (JGH) has a higher volatility of 5.07% compared to BlackRock Debt Strategies Fund, Inc. (DSU) at 4.24%. This indicates that JGH's price experiences larger fluctuations and is considered to be riskier than DSU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGHDSUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

4.24%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

6.47%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

13.86%

13.37%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

11.75%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

15.90%

-0.05%