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JQC vs. FARCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JQC vs. FARCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Credit Strategies Income Fund (JQC) and Nuveen Real Estate Securities Fund (FARCX). The values are adjusted to include any dividend payments, if applicable.

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JQC vs. FARCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JQC
Nuveen Credit Strategies Income Fund
0.13%-0.36%22.29%15.26%-14.22%13.29%-2.96%21.78%-4.33%-0.27%
FARCX
Nuveen Real Estate Securities Fund
2.69%2.56%6.04%11.55%-24.57%41.57%-6.14%25.63%-5.57%5.67%

Returns By Period

In the year-to-date period, JQC achieves a 0.13% return, which is significantly lower than FARCX's 2.69% return. Over the past 10 years, JQC has outperformed FARCX with an annualized return of 6.23%, while FARCX has yielded a comparatively lower 4.78% annualized return.


JQC

1D
4.06%
1M
0.64%
YTD
0.13%
6M
-1.52%
1Y
2.50%
3Y*
10.88%
5Y*
5.01%
10Y*
6.23%

FARCX

1D
0.27%
1M
-7.18%
YTD
2.69%
6M
2.07%
1Y
3.76%
3Y*
6.66%
5Y*
4.44%
10Y*
4.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JQC vs. FARCX - Expense Ratio Comparison

JQC has a 4.34% expense ratio, which is higher than FARCX's 0.97% expense ratio.


Return for Risk

JQC vs. FARCX — Risk / Return Rank

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

JQC
JQC Risk / Return Rank: 99
Overall Rank
JQC Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JQC Sortino Ratio Rank: 88
Sortino Ratio Rank
JQC Omega Ratio Rank: 99
Omega Ratio Rank
JQC Calmar Ratio Rank: 1111
Calmar Ratio Rank
JQC Martin Ratio Rank: 99
Martin Ratio Rank

FARCX
FARCX Risk / Return Rank: 1313
Overall Rank
FARCX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FARCX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FARCX Omega Ratio Rank: 1111
Omega Ratio Rank
FARCX Calmar Ratio Rank: 1313
Calmar Ratio Rank
FARCX 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.

JQC vs. FARCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and Nuveen Real Estate Securities Fund (FARCX). 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.


JQCFARCXDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.30

-0.14

Sortino ratio

Return per unit of downside risk

0.34

0.52

-0.18

Omega ratio

Gain probability vs. loss probability

1.05

1.07

-0.02

Calmar ratio

Return relative to maximum drawdown

0.24

0.36

-0.11

Martin ratio

Return relative to average drawdown

0.53

1.51

-0.98

JQC vs. FARCX - Sharpe Ratio Comparison

The current JQC Sharpe Ratio is 0.16, which is lower than the FARCX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of JQC and FARCX, 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


JQCFARCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.30

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.24

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.24

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.40

-0.17

Correlation

The correlation between JQC and FARCX is 0.34, 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

JQC vs. FARCX - Dividend Comparison

JQC's dividend yield for the trailing twelve months is around 13.21%, more than FARCX's 4.91% yield.


TTM20252024202320222021202020192018201720162015
JQC
Nuveen Credit Strategies Income Fund
13.21%12.91%11.39%11.42%9.71%10.03%16.11%16.14%6.53%7.42%6.99%7.51%
FARCX
Nuveen Real Estate Securities Fund
4.91%5.77%9.34%3.30%20.25%15.12%2.89%11.46%6.19%13.43%10.99%8.24%

Drawdowns

JQC vs. FARCX - Drawdown Comparison

The maximum JQC drawdown since its inception was -75.18%, which is greater than FARCX's maximum drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for JQC and FARCX.


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Drawdown Indicators


JQCFARCXDifference

Max Drawdown

Largest peak-to-trough decline

-75.18%

-70.62%

-4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-12.35%

+2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

-31.77%

+11.94%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-41.05%

-6.94%

Current Drawdown

Current decline from peak

-5.90%

-7.58%

+1.68%

Average Drawdown

Average peak-to-trough decline

-8.84%

-10.51%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

2.93%

+1.78%

Volatility

JQC vs. FARCX - Volatility Comparison

Nuveen Credit Strategies Income Fund (JQC) has a higher volatility of 6.14% compared to Nuveen Real Estate Securities Fund (FARCX) at 4.11%. This indicates that JQC's price experiences larger fluctuations and is considered to be riskier than FARCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JQCFARCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

4.11%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

9.04%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

16.15%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

18.36%

-5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

20.16%

-2.60%