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JQC vs. JGH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JQC vs. JGH - Performance Comparison

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

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JQC vs. JGH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
JGH
Nuveen Global High Income Fund
0.85%8.62%15.98%20.89%-21.01%10.84%2.77%30.04%-12.02%15.25%

Returns By Period

In the year-to-date period, JQC achieves a -0.69% return, which is significantly lower than JGH's 0.85% return. Over the past 10 years, JQC has underperformed JGH with an annualized return of 6.15%, while JGH has yielded a comparatively higher 8.51% annualized return.


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%

JGH

1D
1.55%
1M
-2.16%
YTD
0.85%
6M
-3.01%
1Y
6.05%
3Y*
14.91%
5Y*
5.74%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JQC vs. JGH - Expense Ratio Comparison

JQC has a 4.34% expense ratio, which is higher than JGH's 1.68% expense ratio.


Return for Risk

JQC vs. JGH — Risk / Return Rank

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

JQC
JQC Risk / Return Rank: 77
Overall Rank
JQC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JQC Sortino Ratio Rank: 77
Sortino Ratio Rank
JQC Omega Ratio Rank: 77
Omega Ratio Rank
JQC Calmar Ratio Rank: 88
Calmar Ratio Rank
JQC Martin Ratio Rank: 77
Martin Ratio Rank

JGH
JGH Risk / Return Rank: 1313
Overall Rank
JGH Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JGH Sortino Ratio Rank: 1212
Sortino Ratio Rank
JGH Omega Ratio Rank: 1515
Omega Ratio Rank
JGH Calmar Ratio Rank: 1313
Calmar Ratio Rank
JGH Martin Ratio Rank: 1111
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. JGH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and Nuveen Global High Income Fund (JGH). 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.


JQCJGHDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.44

-0.28

Sortino ratio

Return per unit of downside risk

0.33

0.63

-0.30

Omega ratio

Gain probability vs. loss probability

1.05

1.11

-0.06

Calmar ratio

Return relative to maximum drawdown

0.16

0.43

-0.26

Martin ratio

Return relative to average drawdown

0.35

1.22

-0.87

JQC vs. JGH - Sharpe Ratio Comparison

The current JQC Sharpe Ratio is 0.16, which is lower than the JGH Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of JQC and JGH, 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


JQCJGHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.44

-0.28

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

0.54

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.39

-0.16

Correlation

The correlation between JQC and JGH is 0.41, 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. JGH - Dividend Comparison

JQC's dividend yield for the trailing twelve months is around 13.32%, more than JGH's 9.98% yield.


TTM20252024202320222021202020192018201720162015
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%
JGH
Nuveen Global High Income Fund
9.98%9.82%9.67%10.18%12.05%8.19%7.13%7.53%9.88%8.52%9.61%11.44%

Drawdowns

JQC vs. JGH - Drawdown Comparison

The maximum JQC drawdown since its inception was -75.18%, which is greater than JGH's maximum drawdown of -43.79%. Use the drawdown chart below to compare losses from any high point for JQC and JGH.


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Drawdown Indicators


JQCJGHDifference

Max Drawdown

Largest peak-to-trough decline

-75.18%

-43.79%

-31.39%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-11.69%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

-28.66%

+8.83%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-43.79%

-4.20%

Current Drawdown

Current decline from peak

-6.67%

-4.36%

-2.31%

Average Drawdown

Average peak-to-trough decline

-8.84%

-7.09%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

4.09%

+0.58%

Volatility

JQC vs. JGH - Volatility Comparison

Nuveen Credit Strategies Income Fund (JQC) has a higher volatility of 6.02% compared to Nuveen Global High Income Fund (JGH) at 5.07%. This indicates that JQC's price experiences larger fluctuations and is considered to be riskier than JGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JQCJGHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

5.07%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

8.26%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

13.86%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

13.67%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

15.85%

+1.71%