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JPC vs. NVLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPC vs. NVLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Preferred and Income Opportunities Fund (JPC) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). The values are adjusted to include any dividend payments, if applicable.

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JPC vs. NVLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPC
Nuveen Preferred and Income Opportunities Fund
-1.70%14.00%27.58%0.75%-19.18%9.75%-2.09%35.25%-12.70%13.35%
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, JPC achieves a -1.70% return, which is significantly higher than NVLIX's -11.60% return. Over the past 10 years, JPC has underperformed NVLIX with an annualized return of 6.41%, while NVLIX has yielded a comparatively higher 15.48% annualized return.


JPC

1D
3.32%
1M
-4.72%
YTD
-1.70%
6M
-0.77%
1Y
8.19%
3Y*
16.06%
5Y*
4.68%
10Y*
6.41%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPC vs. NVLIX - Expense Ratio Comparison

JPC has a 0.01% expense ratio, which is lower than NVLIX's 0.83% expense ratio.


Return for Risk

JPC vs. NVLIX — Risk / Return Rank

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

JPC
JPC Risk / Return Rank: 2020
Overall Rank
JPC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JPC Sortino Ratio Rank: 1515
Sortino Ratio Rank
JPC Omega Ratio Rank: 2323
Omega Ratio Rank
JPC Calmar Ratio Rank: 1919
Calmar Ratio Rank
JPC Martin Ratio Rank: 2525
Martin Ratio Rank

NVLIX
NVLIX Risk / Return Rank: 1515
Overall Rank
NVLIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
NVLIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
NVLIX Omega Ratio Rank: 1717
Omega Ratio Rank
NVLIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVLIX Martin Ratio Rank: 1313
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.

JPC vs. NVLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Preferred and Income Opportunities Fund (JPC) 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.


JPCNVLIXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.47

+0.07

Sortino ratio

Return per unit of downside risk

0.80

0.84

-0.04

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

0.69

0.39

+0.30

Martin ratio

Return relative to average drawdown

3.19

1.29

+1.90

JPC vs. NVLIX - Sharpe Ratio Comparison

The current JPC Sharpe Ratio is 0.54, which is comparable to the NVLIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of JPC and NVLIX, 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


JPCNVLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.47

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.43

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.71

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.74

-0.49

Correlation

The correlation between JPC and NVLIX is 0.38, 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

JPC vs. NVLIX - Dividend Comparison

JPC's dividend yield for the trailing twelve months is around 10.04%, less than NVLIX's 25.40% yield.


TTM20252024202320222021202020192018201720162015
JPC
Nuveen Preferred and Income Opportunities Fund
10.04%9.79%8.94%8.00%8.74%6.52%6.95%7.00%9.02%7.50%8.14%8.65%
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

JPC vs. NVLIX - Drawdown Comparison

The maximum JPC drawdown since its inception was -76.07%, which is greater than NVLIX's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for JPC and NVLIX.


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Drawdown Indicators


JPCNVLIXDifference

Max Drawdown

Largest peak-to-trough decline

-76.07%

-39.57%

-36.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-19.01%

+7.58%

Max Drawdown (5Y)

Largest decline over 5 years

-32.26%

-39.57%

+7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-52.53%

-39.57%

-12.96%

Current Drawdown

Current decline from peak

-4.83%

-16.03%

+11.20%

Average Drawdown

Average peak-to-trough decline

-10.00%

-6.20%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

5.80%

-3.32%

Volatility

JPC vs. NVLIX - Volatility Comparison

Nuveen Preferred and Income Opportunities Fund (JPC) has a higher volatility of 8.15% compared to Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) at 6.85%. This indicates that JPC's price experiences larger fluctuations and is considered to be riskier 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


JPCNVLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

6.85%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

12.64%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

22.89%

-7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

22.40%

-8.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.67%

21.99%

-1.32%