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JLS vs. PFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JLS vs. PFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Mortgage and Income Fund (JLS) and PIMCO Income Strategy Fund II (PFN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JLS achieves a 0.60% return, which is significantly lower than PFN's 1.29% return. Over the past 10 years, JLS has underperformed PFN with an annualized return of 5.28%, while PFN has yielded a comparatively higher 8.13% annualized return.


JLS

1D
0.06%
1M
0.07%
6M
-2.75%
YTD
0.60%
1Y
0.61%
3Y*
12.66%
5Y*
4.99%
10Y*
5.28%
ALL TIME*
6.13%

PFN

1D
0.28%
1M
0.31%
6M
1.68%
YTD
1.29%
1Y
5.81%
3Y*
12.15%
5Y*
2.52%
10Y*
8.13%
ALL TIME*
6.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$442.02K$421.06K$446.13K
$2.77M$4.68M$3.43M

JLS vs. PFN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JLS
Nuveen Mortgage and Income Fund
0.60%11.60%17.86%14.88%-17.88%11.02%-5.38%4.26%-1.02%17.03%
PFN
PIMCO Income Strategy Fund II
1.29%13.07%15.72%15.43%-17.65%5.14%3.97%21.84%0.94%20.58%

Correlation

The correlation between JLS and PFN is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.25

Correlation (10Y)
Provides a long-term view across more market conditions.

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2009

0.23

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Return for Risk

JLS vs. PFN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JLS
JLS Risk / Return Rank: 55
Overall Rank
JLS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
JLS Sortino Ratio Rank: 55
Sortino Ratio Rank
JLS Omega Ratio Rank: 55
Omega Ratio Rank
JLS Calmar Ratio Rank: 66
Calmar Ratio Rank
JLS Martin Ratio Rank: 66
Martin Ratio Rank

PFN
PFN Risk / Return Rank: 1515
Overall Rank
PFN Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PFN Sortino Ratio Rank: 1616
Sortino Ratio Rank
PFN Omega Ratio Rank: 1717
Omega Ratio Rank
PFN Calmar Ratio Rank: 1313
Calmar Ratio Rank
PFN Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JLS vs. PFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Mortgage and Income Fund (JLS) and PIMCO Income Strategy Fund II (PFN). 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.


JLSPFNDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.03

1.12

-0.09

Calmar ratioReturn relative to maximum drawdown

0.17

0.57

-0.40

Martin ratioReturn relative to average drawdown

0.41

2.06

-1.65

JLS vs. PFN - Sharpe Ratio Comparison

The current JLS Sharpe Ratio is 0.11, which is lower than the PFN Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of JLS and PFN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JLS vs. PFN - Drawdown Comparison

The maximum JLS drawdown since its inception was -35.18%, smaller than the maximum PFN drawdown of -80.08%. Use the drawdown chart below to compare losses from any high point for JLS and PFN.


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Drawdown Indicators


JLSPFNDifference

Max Drawdown

Largest peak-to-trough decline

-35.18%

-80.08%

+44.90%

Max Drawdown (1Y)

Largest decline over 1 year

-5.41%

-10.77%

+5.36%

Max Drawdown (3Y)

Largest decline over 3 years

-9.28%

-14.31%

+5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

-33.45%

+9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.18%

-45.70%

+10.52%

Current Drawdown

Current decline from peak

-5.12%

-1.12%

-4.00%

Average Drawdown

Average peak-to-trough decline

-5.80%

-11.75%

+5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.96%

-0.67%

Volatility

JLS vs. PFN - Volatility Comparison

Nuveen Mortgage and Income Fund (JLS) and PIMCO Income Strategy Fund II (PFN) have volatilities of 1.74% and 1.76%, 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


JLSPFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

1.76%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.03%

8.87%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

8.45%

10.30%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.57%

14.55%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.41%

18.18%

-5.77%

JLS vs. PFN - Expense Ratio Comparison

JLS has a 0.04% expense ratio, which is lower than PFN's 1.86% expense ratio.


Dividends

JLS vs. PFN - Dividend Comparison

JLS's dividend yield for the trailing twelve months is around 10.68%, less than PFN's 12.17% yield.


PositionTTM20252024202320222021202020192018201720162015
JLS
Nuveen Mortgage and Income Fund
10.68%10.13%9.91%9.29%6.56%4.61%4.94%6.20%9.31%13.44%7.11%6.68%
PFN
PIMCO Income Strategy Fund II
12.17%11.49%11.57%11.92%12.19%9.71%9.67%9.07%10.81%9.20%10.12%11.74%

Frequently Asked Questions


JLS and PFN have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFN has higher volatility (1.76%) compared to JLS (1.74%). In terms of maximum drawdown, JLS dropped -35.18% vs PFN's -80.08%.

PFN currently has the higher Sharpe Ratio (0.59 vs 0.11), 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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