JQC vs. FSCO
JQC (Nuveen Credit Strategies Income Fund) is Bank Loan fund managed by Nuveen, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, JQC returned 10.59%/yr vs 10.95%/yr for FSCO. At a 0.14 correlation, their price movements are largely independent.
Performance
JQC vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, JQC achieves a 1.77% return, which is significantly higher than FSCO's -17.89% return.
JQC
- 1D
- -0.21%
- 1M
- 0.41%
- 6M
- -0.60%
- YTD
- 1.77%
- 1Y
- -0.85%
- 3Y*
- 10.59%
- 5Y*
- 4.53%
- 10Y*
- 5.73%
FSCO
- 1D
- -1.02%
- 1M
- 1.64%
- 6M
- -18.92%
- YTD
- -17.89%
- 1Y
- -23.96%
- 3Y*
- 10.95%
- 5Y*
- —
- 10Y*
- —
JQC vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | 1.77% | -0.36% | 22.29% | 15.26% | 0.49% |
FSCO FS Credit Opportunities Corp. | -17.89% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between JQC and FSCO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.14 |
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Return for Risk
JQC vs. FSCO — Risk / Return Rank
JQC
FSCO
JQC vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and FS Credit Opportunities Corp. (FSCO). 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 | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.85 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | -0.68 | +0.59 |
| Martin ratioReturn relative to average drawdown | -0.16 | -1.25 | +1.09 |
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Drawdowns
JQC vs. FSCO - Drawdown Comparison
The maximum JQC drawdown since its inception was -75.18%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for JQC and FSCO.
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Drawdown Indicators
| JQC | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.18% | -35.53% | -39.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -35.53% | +25.38% |
Max Drawdown (3Y)Largest decline over 3 years | -15.37% | -35.53% | +20.16% |
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 | -4.36% | -28.31% | +23.95% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -8.43% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | 19.17% | -13.94% |
Volatility
JQC vs. FSCO - Volatility Comparison
The current volatility for Nuveen Credit Strategies Income Fund (JQC) is 1.77%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 5.20%. This indicates that JQC experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JQC | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 5.20% | -3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 22.60% | -13.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 27.62% | -16.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 28.03% | -14.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 28.03% | -10.51% |
Dividends
JQC vs. FSCO - Dividend Comparison
JQC's dividend yield for the trailing twelve months is around 13.13%, less than FSCO's 16.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.06% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JQC Nuveen Credit Strategies Income Fund | 13.13% | 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 FSCO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (5.20%) compared to JQC (1.77%). In terms of maximum drawdown, JQC dropped -75.18% vs FSCO's -35.53%.
JQC currently has the higher Sharpe Ratio (-0.08 vs -0.87), 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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