JQC vs. NVLIX

Last updated Apr 2, 2026

Compare and contrast key facts about Nuveen Credit Strategies Income Fund (JQC) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX).

JQC is managed by Nuveen. It was launched on Jun 26, 2003. NVLIX is managed by Nuveen. It was launched on May 15, 2009.

Performance

JQC vs. NVLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Credit Strategies Income Fund (JQC) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). The values are adjusted to include any dividend payments, if applicable.

JQC vs. NVLIX - 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%
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I	-11.60%	12.76%	29.48%	43.60%	-31.31%	27.62%	37.97%	33.54%	3.02%	33.09%

Returns By Period

In the year-to-date period, JQC achieves a -0.69% return, which is significantly higher than NVLIX's -11.60% return. Over the past 10 years, JQC has underperformed NVLIX with an annualized return of 6.15%, while NVLIX has yielded a comparatively higher 15.48% 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%

NVLIX

• 1D: 3.68%
• 1M: -6.71%
• YTD: -11.60%
• 6M: -11.36%
• 1Y: 9.95%
• 3Y*: 18.20%
• 5Y*: 9.66%
• 10Y*: 15.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JQC vs. NVLIX - Expense Ratio Comparison

JQC has a 4.34% expense ratio, which is higher than NVLIX's 0.83% expense ratio.

JQC

Nuveen Credit Strategies Income Fund

NVLIX

Nuveen Winslow Large-Cap Growth ESG Fund Class I

Return for Risk

JQC vs. NVLIX — Risk / Return Rank

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

JQC

JQC Risk / Return Rank: 7
JQC Sharpe Ratio Rank: 7
JQC Sortino Ratio Rank: 7
JQC Omega Ratio Rank: 7
JQC Calmar Ratio Rank: 8
JQC Martin Ratio Rank: 7

NVLIX

NVLIX Risk / Return Rank: 15
NVLIX Sharpe Ratio Rank: 15
NVLIX Sortino Ratio Rank: 17
NVLIX Omega Ratio Rank: 17
NVLIX Calmar Ratio Rank: 13
NVLIX Martin Ratio Rank: 13

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. NVLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). 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	NVLIX	Difference
Sharpe ratio Return per unit of total volatility	0.16	0.47	-0.32
Sortino ratio Return per unit of downside risk	0.33	0.84	-0.51
Omega ratio Gain probability vs. loss probability	1.05	1.12	-0.07
Calmar ratio Return relative to maximum drawdown	0.16	0.39	-0.23
Martin ratio Return relative to average drawdown	0.35	1.29	-0.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JQC vs. NVLIX - Sharpe Ratio Comparison

The current JQC Sharpe Ratio is 0.16, which is lower than the NVLIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of JQC and NVLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JQC	NVLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.16	0.47	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	0.43	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.71	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.74	-0.52

Correlation

The correlation between JQC and NVLIX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JQC vs. NVLIX - Dividend Comparison

JQC's dividend yield for the trailing twelve months is around 13.32%, less than NVLIX's 25.40% 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%
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I	25.40%	22.45%	14.35%	5.39%	8.93%	9.51%	5.47%	8.69%	18.81%	18.70%	17.11%	15.18%

Drawdowns

JQC vs. NVLIX - Drawdown Comparison

The maximum JQC drawdown since its inception was -75.18%, which is greater than NVLIX's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for JQC and NVLIX.

Drawdown Indicators

	JQC	NVLIX	Difference
Max Drawdown Largest peak-to-trough decline	-75.18%	-39.57%	-35.61%
Max Drawdown (1Y) Largest decline over 1 year	-10.15%	-19.01%	+8.86%
Max Drawdown (5Y) Largest decline over 5 years	-19.83%	-39.57%	+19.74%
Max Drawdown (10Y) Largest decline over 10 years	-47.99%	-39.57%	-8.42%
Current Drawdown Current decline from peak	-6.67%	-16.03%	+9.36%
Average Drawdown Average peak-to-trough decline	-8.84%	-6.20%	-2.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.67%	5.80%	-1.13%

Volatility

JQC vs. NVLIX - Volatility Comparison

The current volatility for Nuveen Credit Strategies Income Fund (JQC) is 6.02%, while Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) has a volatility of 6.85%. This indicates that JQC experiences smaller price fluctuations and is considered to be less risky than NVLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JQC	NVLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	6.85%	-0.83%
Volatility (6M) Calculated over the trailing 6-month period	9.36%	12.64%	-3.28%
Volatility (1Y) Calculated over the trailing 1-year period	15.57%	22.89%	-7.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.12%	22.40%	-9.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.56%	21.99%	-4.43%