JQC vs. TCPC
Compare and contrast key facts about Nuveen Credit Strategies Income Fund (JQC) and BlackRock TCP Capital Corp. (TCPC).
JQC is managed by Nuveen. It was launched on Jun 26, 2003.
Performance
JQC vs. TCPC - Performance Comparison
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JQC vs. TCPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TCPC BlackRock TCP Capital Corp. | -30.77% | -26.24% | -12.26% | 3.23% | 5.61% | 30.76% | -9.17% | 19.31% | -5.59% | -1.22% |
Returns By Period
In the year-to-date period, JQC achieves a 0.13% return, which is significantly higher than TCPC's -30.77% return. Over the past 10 years, JQC has outperformed TCPC with an annualized return of 6.23%, while TCPC has yielded a comparatively lower -2.38% 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%
TCPC
- 1D
- 1.98%
- 1M
- -7.41%
- YTD
- -30.77%
- 6M
- -36.20%
- 1Y
- -46.47%
- 3Y*
- -17.42%
- 5Y*
- -12.93%
- 10Y*
- -2.38%
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Return for Risk
JQC vs. TCPC — Risk / Return Rank
JQC
TCPC
JQC vs. TCPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and BlackRock TCP Capital Corp. (TCPC). 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 | TCPC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | -1.33 | +1.49 |
Sortino ratioReturn per unit of downside risk | 0.34 | -2.01 | +2.34 |
Omega ratioGain probability vs. loss probability | 1.05 | 0.75 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | -0.92 | +1.17 |
Martin ratioReturn relative to average drawdown | 0.53 | -2.02 | +2.55 |
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 | TCPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | -1.33 | +1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.51 | +0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | -0.07 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.04 | +0.19 |
Correlation
The correlation between JQC and TCPC is 0.23, 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. TCPC - Dividend Comparison
JQC's dividend yield for the trailing twelve months is around 13.21%, less than TCPC's 27.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TCPC BlackRock TCP Capital Corp. | 27.70% | 20.48% | 16.76% | 14.64% | 9.81% | 8.88% | 11.74% | 10.25% | 11.04% | 9.42% | 8.52% | 10.34% |
Drawdowns
JQC vs. TCPC - Drawdown Comparison
The maximum JQC drawdown since its inception was -75.18%, which is greater than TCPC's maximum drawdown of -69.08%. Use the drawdown chart below to compare losses from any high point for JQC and TCPC.
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Drawdown Indicators
| JQC | TCPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.18% | -69.08% | -6.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -50.21% | +40.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -58.91% | +39.08% |
Max Drawdown (10Y)Largest decline over 10 years | -47.99% | -69.08% | +21.09% |
Current DrawdownCurrent decline from peak | -5.90% | -56.88% | +50.98% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -9.39% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 22.89% | -18.18% |
Volatility
JQC vs. TCPC - Volatility Comparison
The current volatility for Nuveen Credit Strategies Income Fund (JQC) is 6.14%, while BlackRock TCP Capital Corp. (TCPC) has a volatility of 12.76%. This indicates that JQC experiences smaller price fluctuations and is considered to be less risky than TCPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JQC | TCPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 12.76% | -6.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 27.01% | -17.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.55% | 34.98% | -19.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.12% | 25.36% | -12.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 34.07% | -16.51% |