JQC vs. ECAT
JQC (Nuveen Credit Strategies Income Fund) and ECAT (BlackRock ESG Capital Allocation Term Trust) are both mutual funds - JQC is a Bank Loan fund managed by Nuveen, while ECAT is a Tactical Allocation fund managed by BlackRock. Over the past 3 years, JQC returned 11.68%/yr vs 19.58%/yr for ECAT. At a 0.41 correlation, their price movements are largely independent. JQC charges 4.34%/yr vs 1.43%/yr for ECAT.
Performance
JQC vs. ECAT - Performance Comparison
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Returns By Period
In the year-to-date period, JQC achieves a 1.56% return, which is significantly lower than ECAT's 12.06% return.
JQC
- 1D
- -0.21%
- 1M
- 1.25%
- YTD
- 1.56%
- 6M
- 2.17%
- 1Y
- 2.89%
- 3Y*
- 11.68%
- 5Y*
- 4.37%
- 10Y*
- 6.09%
ECAT
- 1D
- 0.00%
- 1M
- 2.19%
- YTD
- 12.06%
- 6M
- 10.41%
- 1Y
- 22.26%
- 3Y*
- 19.58%
- 5Y*
- —
- 10Y*
- —
JQC vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | 1.56% | -0.36% | 22.29% | 15.26% | -14.22% | 2.75% |
ECAT BlackRock ESG Capital Allocation Term Trust | 12.06% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Correlation
The correlation between JQC and ECAT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2021 | 0.41 |
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Return for Risk
JQC vs. ECAT — Risk / Return Rank
JQC
ECAT
JQC vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and BlackRock ESG Capital Allocation Term Trust (ECAT). 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.
| JQC | ECAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.29 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 1.90 | -1.61 |
| Martin ratioReturn relative to average drawdown | 0.56 | 7.04 | -6.48 |
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Drawdowns
JQC vs. ECAT - Drawdown Comparison
The maximum JQC drawdown since its inception was -75.18%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for JQC and ECAT.
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Drawdown Indicators
| JQC | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.18% | -32.23% | -42.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -11.80% | +1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.37% | -15.79% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.99% | — | — |
Current DrawdownCurrent decline from peak | -4.56% | -0.46% | -4.10% |
Average DrawdownAverage peak-to-trough decline | -8.81% | -9.04% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 3.17% | +1.98% |
Volatility
JQC vs. ECAT - Volatility Comparison
The current volatility for Nuveen Credit Strategies Income Fund (JQC) is 2.39%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 4.36%. This indicates that JQC experiences smaller price fluctuations and is considered to be less risky than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JQC | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 4.36% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 10.99% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 13.79% | -2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 16.89% | -3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 16.89% | +0.67% |
JQC vs. ECAT - Expense Ratio Comparison
JQC has a 4.34% expense ratio, which is higher than ECAT's 1.43% expense ratio.
Dividends
JQC vs. ECAT - Dividend Comparison
JQC's dividend yield for the trailing twelve months is around 13.15%, less than ECAT's 21.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECAT BlackRock ESG Capital Allocation Term Trust | 21.78% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JQC Nuveen Credit Strategies Income Fund | 13.15% | 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 ECAT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECAT has higher volatility (4.36%) compared to JQC (2.39%). In terms of maximum drawdown, JQC dropped -75.18% vs ECAT's -32.23%.
ECAT currently has the higher Sharpe Ratio (1.62 vs 0.26), 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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