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JQC vs. JCE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JQC vs. JCE - Performance Comparison

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

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JQC vs. JCE - 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%
JCE
Nuveen Core Equity Alpha Fund
-5.16%9.06%27.90%10.67%-14.29%47.67%3.59%30.50%-11.11%31.98%

Returns By Period

In the year-to-date period, JQC achieves a 0.13% return, which is significantly higher than JCE's -5.16% return. Over the past 10 years, JQC has underperformed JCE with an annualized return of 6.23%, while JCE has yielded a comparatively higher 11.60% 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%

JCE

1D
4.75%
1M
-4.62%
YTD
-5.16%
6M
-1.92%
1Y
10.24%
3Y*
16.14%
5Y*
11.11%
10Y*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JQC vs. JCE - Expense Ratio Comparison

JQC has a 4.34% expense ratio, which is higher than JCE's 1.00% expense ratio.


Return for Risk

JQC vs. JCE — 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

JCE
JCE Risk / Return Rank: 2828
Overall Rank
JCE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JCE Sortino Ratio Rank: 2424
Sortino Ratio Rank
JCE Omega Ratio Rank: 2222
Omega Ratio Rank
JCE Calmar Ratio Rank: 3535
Calmar Ratio Rank
JCE Martin Ratio Rank: 3838
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. JCE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and Nuveen Core Equity Alpha Fund (JCE). 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.


JQCJCEDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.57

-0.41

Sortino ratio

Return per unit of downside risk

0.34

0.96

-0.62

Omega ratio

Gain probability vs. loss probability

1.05

1.13

-0.08

Calmar ratio

Return relative to maximum drawdown

0.24

0.96

-0.72

Martin ratio

Return relative to average drawdown

0.53

4.01

-3.48

JQC vs. JCE - Sharpe Ratio Comparison

The current JQC Sharpe Ratio is 0.16, which is lower than the JCE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of JQC and JCE, 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


JQCJCEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.57

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.49

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.52

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.41

-0.18

Correlation

The correlation between JQC and JCE is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JQC vs. JCE - Dividend Comparison

JQC's dividend yield for the trailing twelve months is around 13.21%, more than JCE's 8.80% 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%
JCE
Nuveen Core Equity Alpha Fund
8.80%8.03%8.05%9.45%17.22%9.89%6.57%6.84%9.23%17.33%8.68%19.27%

Drawdowns

JQC vs. JCE - Drawdown Comparison

The maximum JQC drawdown since its inception was -75.18%, which is greater than JCE's maximum drawdown of -57.63%. Use the drawdown chart below to compare losses from any high point for JQC and JCE.


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Drawdown Indicators


JQCJCEDifference

Max Drawdown

Largest peak-to-trough decline

-75.18%

-57.63%

-17.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-11.74%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

-30.24%

+10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-43.56%

-4.43%

Current Drawdown

Current decline from peak

-5.90%

-6.63%

+0.73%

Average Drawdown

Average peak-to-trough decline

-8.84%

-9.33%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

2.87%

+1.84%

Volatility

JQC vs. JCE - Volatility Comparison

The current volatility for Nuveen Credit Strategies Income Fund (JQC) is 6.14%, while Nuveen Core Equity Alpha Fund (JCE) has a volatility of 6.95%. This indicates that JQC experiences smaller price fluctuations and is considered to be less risky than JCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JQCJCEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

6.95%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

10.79%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

18.18%

-2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

22.92%

-9.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

22.52%

-4.96%