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 11.91%/yr vs 14.12%/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 2.20% return, which is significantly higher than FSCO's -19.08% return.
JQC
- 1D
- 0.63%
- 1M
- 1.88%
- YTD
- 2.20%
- 6M
- 2.60%
- 1Y
- 3.34%
- 3Y*
- 11.91%
- 5Y*
- 4.40%
- 10Y*
- 6.15%
FSCO
- 1D
- -0.45%
- 1M
- -4.78%
- YTD
- -19.08%
- 6M
- -15.88%
- 1Y
- -24.75%
- 3Y*
- 14.12%
- 5Y*
- —
- 10Y*
- —
JQC vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | 2.20% | -0.36% | 22.29% | 15.26% | 0.49% |
FSCO FS Credit Opportunities Corp. | -19.08% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between JQC and FSCO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
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 | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.84 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | -0.70 | +1.03 |
| Martin ratioReturn relative to average drawdown | 0.65 | -1.37 | +2.02 |
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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 | -3.96% | -29.35% | +25.39% |
Average DrawdownAverage peak-to-trough decline | -8.81% | -8.15% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 18.12% | -12.97% |
Volatility
JQC vs. FSCO - Volatility Comparison
The current volatility for Nuveen Credit Strategies Income Fund (JQC) is 2.45%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 6.29%. 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 | 2.45% | 6.29% | -3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 22.62% | -13.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 27.45% | -16.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 28.17% | -15.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 28.17% | -10.63% |
Dividends
JQC vs. FSCO - Dividend Comparison
JQC's dividend yield for the trailing twelve months is around 13.07%, less than FSCO's 16.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.29% | 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 | 13.07% | 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 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.29%) compared to JQC (2.45%). In terms of maximum drawdown, JQC dropped -75.18% vs FSCO's -35.53%.
JQC currently has the higher Sharpe Ratio (0.30 vs -0.90), 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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