JQC vs. JFR
Compare and contrast key facts about Nuveen Credit Strategies Income Fund (JQC) and Nuveen Floating Rate Income Fund (JFR).
JQC is managed by Nuveen. It was launched on Jun 26, 2003. JFR is managed by Nuveen. It was launched on Mar 24, 2004.
Performance
JQC vs. JFR - Performance Comparison
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JQC vs. JFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | -0.69% | -0.36% | 22.29% | 15.26% | -14.22% | 13.29% | -2.96% | 21.78% | -4.33% | -0.27% |
JFR Nuveen Floating Rate Income Fund | -1.74% | -0.68% | 21.92% | 16.61% | -15.15% | 24.66% | -8.05% | 19.65% | -11.69% | 2.94% |
Returns By Period
In the year-to-date period, JQC achieves a -0.69% return, which is significantly higher than JFR's -1.74% return. Both investments have delivered pretty close results over the past 10 years, with JQC having a 6.15% annualized return and JFR not far behind at 6.03%.
JQC
- 1D
- -0.82%
- 1M
- -0.39%
- YTD
- -0.69%
- 6M
- -3.79%
- 1Y
- 2.42%
- 3Y*
- 10.57%
- 5Y*
- 4.84%
- 10Y*
- 6.15%
JFR
- 1D
- -0.93%
- 1M
- -0.27%
- YTD
- -1.74%
- 6M
- -2.50%
- 1Y
- -0.48%
- 3Y*
- 9.26%
- 5Y*
- 5.35%
- 10Y*
- 6.03%
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JQC vs. JFR - Expense Ratio Comparison
JQC has a 4.34% expense ratio, which is higher than JFR's 0.02% expense ratio.
Return for Risk
JQC vs. JFR — Risk / Return Rank
JQC
JFR
JQC vs. JFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and Nuveen Floating Rate Income Fund (JFR). 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 | JFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | -0.04 | +0.19 |
Sortino ratioReturn per unit of downside risk | 0.33 | 0.04 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.01 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.02 | +0.18 |
Martin ratioReturn relative to average drawdown | 0.35 | -0.07 | +0.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JQC | JFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | -0.04 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.42 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.36 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.27 | -0.04 |
Correlation
The correlation between JQC and JFR is 0.47, 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. JFR - Dividend Comparison
JQC's dividend yield for the trailing twelve months is around 13.32%, less than JFR's 13.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | 13.32% | 12.91% | 11.39% | 11.42% | 9.71% | 10.03% | 16.11% | 16.14% | 6.53% | 7.42% | 6.99% | 7.51% |
JFR Nuveen Floating Rate Income Fund | 13.60% | 13.03% | 11.43% | 11.51% | 9.61% | 6.66% | 7.19% | 7.19% | 7.95% | 7.23% | 6.38% | 7.03% |
Drawdowns
JQC vs. JFR - Drawdown Comparison
The maximum JQC drawdown since its inception was -75.18%, which is greater than JFR's maximum drawdown of -62.61%. Use the drawdown chart below to compare losses from any high point for JQC and JFR.
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Drawdown Indicators
| JQC | JFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.18% | -62.61% | -12.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -11.33% | +1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -20.40% | +0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -47.99% | -47.71% | -0.28% |
Current DrawdownCurrent decline from peak | -6.67% | -5.05% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -8.84% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 3.54% | +1.13% |
Volatility
JQC vs. JFR - Volatility Comparison
Nuveen Credit Strategies Income Fund (JQC) has a higher volatility of 6.02% compared to Nuveen Floating Rate Income Fund (JFR) at 5.01%. This indicates that JQC's price experiences larger fluctuations and is considered to be riskier than JFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JQC | JFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 5.01% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 7.02% | +2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 13.19% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.12% | 12.74% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 16.65% | +0.91% |