JQC vs. JSI
JQC (Nuveen Credit Strategies Income Fund) and JSI (Janus Henderson Securitized Income ETF) are both funds - JQC is a Bank Loan fund managed by Nuveen, while JSI is a Short-Term Bond fund actively managed by Janus Henderson. Over the past year, JQC returned -0.85% vs 3.65% for JSI. At a 0.13 correlation, their price movements are largely independent. JQC charges 4.34%/yr vs 0.50%/yr for JSI.
Performance
JQC vs. JSI - 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 JSI's 1.08% 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%
JSI
- 1D
- -0.16%
- 1M
- -0.08%
- 6M
- 0.79%
- YTD
- 1.08%
- 1Y
- 3.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JQC vs. JSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | 1.77% | -0.36% | 22.29% | 5.77% |
JSI Janus Henderson Securitized Income ETF | 1.08% | 6.46% | 7.27% | 3.29% |
Correlation
The correlation between JQC and JSI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2023 | 0.13 |
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Return for Risk
JQC vs. JSI — Risk / Return Rank
JQC
JSI
JQC vs. JSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and Janus Henderson Securitized Income ETF (JSI). 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 | JSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.30 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 2.18 | -2.27 |
| Martin ratioReturn relative to average drawdown | -0.16 | 6.93 | -7.10 |
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Drawdowns
JQC vs. JSI - Drawdown Comparison
The maximum JQC drawdown since its inception was -75.18%, which is greater than JSI's maximum drawdown of -2.31%. Use the drawdown chart below to compare losses from any high point for JQC and JSI.
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Drawdown Indicators
| JQC | JSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.18% | -2.31% | -72.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -1.68% | -8.47% |
Max Drawdown (3Y)Largest decline over 3 years | -15.37% | — | — |
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% | -0.36% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -0.34% | -8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | 0.53% | +4.70% |
Volatility
JQC vs. JSI - Volatility Comparison
Nuveen Credit Strategies Income Fund (JQC) has a higher volatility of 1.77% compared to Janus Henderson Securitized Income ETF (JSI) at 0.74%. This indicates that JQC's price experiences larger fluctuations and is considered to be riskier than JSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JQC | JSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 0.74% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 1.66% | +7.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 2.45% | +8.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 2.87% | +10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 2.87% | +14.65% |
JQC vs. JSI - Expense Ratio Comparison
JQC has a 4.34% expense ratio, which is higher than JSI's 0.50% expense ratio.
Dividends
JQC vs. JSI - Dividend Comparison
JQC's dividend yield for the trailing twelve months is around 13.13%, more than JSI's 5.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JSI Janus Henderson Securitized Income ETF | 5.87% | 5.80% | 6.16% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JQC and JSI have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JQC has higher volatility (1.77%) compared to JSI (0.74%). In terms of maximum drawdown, JQC dropped -75.18% vs JSI's -2.31%.
JSI currently has the higher Sharpe Ratio (1.50 vs -0.08), 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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