PortfoliosLab logoPortfoliosLab logo
JQC vs. BGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JQC vs. BGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Credit Strategies Income Fund (JQC) and BlackRock Floating Rate Income Trust (BGT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JQC achieves a 1.97% return, which is significantly lower than BGT's 3.20% return. Over the past 10 years, JQC has underperformed BGT with an annualized return of 5.56%, while BGT has yielded a comparatively higher 6.51% annualized return.


JQC

1D
-0.21%
1M
-0.42%
6M
-1.83%
YTD
1.97%
1Y
-2.16%
3Y*
10.59%
5Y*
4.73%
10Y*
5.56%
ALL TIME*
4.93%

BGT

1D
0.74%
1M
2.93%
6M
1.06%
YTD
3.20%
1Y
-3.09%
3Y*
8.77%
5Y*
6.83%
10Y*
6.51%
ALL TIME*
5.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.59M$1.30M$1.18M
$2.37M$2.54M$2.74M

JQC vs. BGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JQC
Nuveen Credit Strategies Income Fund
1.97%-0.36%22.29%15.26%-14.22%13.29%-2.96%21.78%-4.33%-0.27%
BGT
BlackRock Floating Rate Income Trust
3.20%-0.84%16.12%26.29%-16.57%25.89%-0.81%18.97%-11.95%3.91%

Correlation

The correlation between JQC and BGT is 0.46, which is low. Their historical price movements had little consistent relationship.


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

0.46

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

0.44

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

0.51

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

0.48

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2004

0.41

The correlation between JQC and BGT has been stable across timeframes, ranging from 0.41 to 0.51 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JQC vs. BGT — Risk / Return Rank

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

JQC
JQC Risk / Return Rank: 33
Overall Rank
JQC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
JQC Sortino Ratio Rank: 22
Sortino Ratio Rank
JQC Omega Ratio Rank: 33
Omega Ratio Rank
JQC Calmar Ratio Rank: 33
Calmar Ratio Rank
JQC Martin Ratio Rank: 33
Martin Ratio Rank

BGT
BGT Risk / Return Rank: 22
Overall Rank
BGT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BGT Sortino Ratio Rank: 22
Sortino Ratio Rank
BGT Omega Ratio Rank: 22
Omega Ratio Rank
BGT Calmar Ratio Rank: 33
Calmar Ratio Rank
BGT Martin Ratio Rank: 33
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.

JQC vs. BGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and BlackRock Floating Rate Income Trust (BGT). 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.


JQCBGTDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

0.97

0.96

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.25

-0.25

0.00

Martin ratioReturn relative to average drawdown

-0.47

-0.52

+0.04

JQC vs. BGT - Sharpe Ratio Comparison

The current JQC Sharpe Ratio is -0.23, which is comparable to the BGT Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of JQC and BGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JQC vs. BGT - Drawdown Comparison

The maximum JQC drawdown since its inception was -75.18%, which is greater than BGT's maximum drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for JQC and BGT.


Loading charts...

Drawdown Indicators


JQCBGTDifference

Max Drawdown

Largest peak-to-trough decline

-75.18%

-58.06%

-17.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-11.06%

+0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-15.37%

-15.91%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

-23.19%

+3.36%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-41.90%

-6.09%

Current Drawdown

Current decline from peak

-4.17%

-3.09%

-1.08%

Average Drawdown

Average peak-to-trough decline

-8.78%

-8.10%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

5.41%

-0.09%

Volatility

JQC vs. BGT - Volatility Comparison

The current volatility for Nuveen Credit Strategies Income Fund (JQC) is 1.47%, while BlackRock Floating Rate Income Trust (BGT) has a volatility of 3.08%. This indicates that JQC experiences smaller price fluctuations and is considered to be less risky than BGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JQCBGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

3.08%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

7.43%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

9.95%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.08%

13.60%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

15.35%

+2.14%

JQC vs. BGT - Expense Ratio Comparison

JQC has a 4.34% expense ratio, which is higher than BGT's 1.74% expense ratio.


Dividends

JQC vs. BGT - Dividend Comparison

JQC's dividend yield for the trailing twelve months is around 13.14%, less than BGT's 13.33% yield.


PositionTTM20252024202320222021202020192018201720162015
BGT
BlackRock Floating Rate Income Trust
13.33%12.74%11.22%10.36%6.87%5.55%7.58%6.33%6.64%5.03%5.03%6.04%
JQC
Nuveen Credit Strategies Income Fund
13.14%12.91%11.39%11.42%9.71%10.03%16.11%16.14%6.53%7.42%6.99%7.51%

Frequently Asked Questions


JQC and BGT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGT has higher volatility (3.08%) compared to JQC (1.47%). In terms of maximum drawdown, JQC dropped -75.18% vs BGT's -58.06%.

JQC currently has the higher Sharpe Ratio (-0.23 vs -0.28), 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.

Portfolio Optimizer

Find the right allocation for JQC and BGT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer