JQC vs. FFEIX

Last updated Jun 4, 2026

JQC (Nuveen Credit Strategies Income Fund) and FFEIX (Nuveen Dividend Value Fund) are both mutual funds - JQC is a Bank Loan fund managed by Nuveen, while FFEIX is a Large Cap Value Equities fund managed by Nuveen. Over the past 10 years, JQC returned 5.78%/yr vs 10.19%/yr for FFEIX. At a 0.41 correlation, their price movements are largely independent. JQC charges 4.34%/yr vs 0.96%/yr for FFEIX.

Performance

JQC vs. FFEIX - Performance Comparison

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

Returns By Period

In the year-to-date period, JQC achieves a 0.73% return, which is significantly lower than FFEIX's 9.40% return. Over the past 10 years, JQC has underperformed FFEIX with an annualized return of 5.78%, while FFEIX has yielded a comparatively higher 10.19% annualized return.

JQC

• 1D: -0.83%
• 1M: 1.03%
• YTD: 0.73%
• 6M: 0.62%
• 1Y: 2.31%
• 3Y*: 11.73%
• 5Y*: 4.75%
• 10Y*: 5.78%

FFEIX

• 1D: 1.24%
• 1M: 2.64%
• YTD: 9.40%
• 6M: 10.02%
• 1Y: 24.14%
• 3Y*: 16.12%
• 5Y*: 8.88%
• 10Y*: 10.19%

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

JQC vs. FFEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JQC Nuveen Credit Strategies Income Fund	0.73%	-0.36%	22.29%	15.26%	-14.22%	13.29%	-2.96%	21.78%	-4.33%	-0.27%
FFEIX Nuveen Dividend Value Fund	9.40%	14.58%	12.12%	10.90%	-6.42%	25.69%	-4.51%	26.17%	-9.49%	17.15%

Correlation

The correlation between JQC and FFEIX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jun 27, 2003	0.41

Over the past year, the correlation between JQC and FFEIX has dropped to 0.19 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

Return for Risk

JQC vs. FFEIX — Risk / Return Rank

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

JQC

JQC Risk / Return Rank: 4
JQC Sharpe Ratio Rank: 4
JQC Sortino Ratio Rank: 4
JQC Omega Ratio Rank: 4
JQC Calmar Ratio Rank: 4
JQC Martin Ratio Rank: 3

FFEIX

FFEIX Risk / Return Rank: 58
FFEIX Sharpe Ratio Rank: 54
FFEIX Sortino Ratio Rank: 54
FFEIX Omega Ratio Rank: 49
FFEIX Calmar Ratio Rank: 66
FFEIX Martin Ratio Rank: 70

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. FFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and Nuveen Dividend Value Fund (FFEIX). 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.

	JQC	FFEIX	Difference
Sharpe ratio: Return per unit of total volatility	0.21	2.16	-1.95
Sortino ratio: Return per unit of downside risk	0.38	3.08	-2.70
Omega ratio: Gain probability vs. loss probability	1.05	1.38	-0.34
Calmar ratio: Return relative to maximum drawdown	0.23	3.13	-2.90
Martin ratio: Return relative to average drawdown	0.46	13.43	-12.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JQC vs. FFEIX - Sharpe Ratio Comparison

The current JQC Sharpe Ratio is 0.21, which is lower than the FFEIX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of JQC and FFEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JQC	FFEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	2.16	-1.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.56	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.57	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.47	-0.24

Drawdowns

JQC vs. FFEIX - Drawdown Comparison

The maximum JQC drawdown since its inception was -75.18%, which is greater than FFEIX's maximum drawdown of -50.50%. Use the drawdown chart below to compare losses from any high point for JQC and FFEIX.

Drawdown Indicators

	JQC	FFEIX	Difference
Max Drawdown Largest peak-to-trough decline	-75.18%	-50.50%	-24.68%
Max Drawdown (1Y) Largest decline over 1 year	-10.15%	-8.01%	-2.14%
Max Drawdown (3Y) Largest decline over 3 years	-15.37%	-20.99%	+5.62%
Max Drawdown (5Y) Largest decline over 5 years	-19.83%	-20.99%	+1.16%
Max Drawdown (10Y) Largest decline over 10 years	-47.99%	-39.71%	-8.28%
Current Drawdown Current decline from peak	-5.34%	0.00%	-5.34%
Average Drawdown Average peak-to-trough decline	-8.82%	-7.17%	-1.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.04%	1.86%	+3.18%

Volatility

JQC vs. FFEIX - Volatility Comparison

The current volatility for Nuveen Credit Strategies Income Fund (JQC) is 2.16%, while Nuveen Dividend Value Fund (FFEIX) has a volatility of 3.34%. This indicates that JQC experiences smaller price fluctuations and is considered to be less risky than FFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JQC	FFEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.16%	3.34%	-1.18%
Volatility (6M) Calculated over the trailing 6-month period	8.80%	8.94%	-0.14%
Volatility (1Y) Calculated over the trailing 1-year period	11.11%	11.61%	-0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	16.01%	-2.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.56%	18.06%	-0.50%

JQC vs. FFEIX - Expense Ratio Comparison

JQC has a 4.34% expense ratio, which is higher than FFEIX's 0.96% expense ratio.

Dividends

JQC vs. FFEIX - Dividend Comparison

JQC's dividend yield for the trailing twelve months is around 13.22%, more than FFEIX's 6.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFEIX Nuveen Dividend Value Fund	6.73%	7.37%	10.69%	5.21%	9.21%	9.28%	1.59%	7.34%	10.85%	13.03%	16.86%	10.51%
JQC Nuveen Credit Strategies Income Fund	13.22%	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

Can I hold both JQC and FFEIX in my portfolio?

JQC and FFEIX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JQC or FFEIX?

FFEIX has higher volatility (3.34%) compared to JQC (2.16%). In terms of maximum drawdown, JQC dropped -75.18% vs FFEIX's -50.50%.

Which has better risk-adjusted returns?

FFEIX currently has the higher Sharpe Ratio (2.16 vs 0.21), 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.