JQC vs. VIG

In the year-to-date period, JQC achieves a -2.15% return, which is significantly lower than VIG's 0.83% return. Over the past 10 years, JQC has underperformed VIG with an annualized return of 5.45%, while VIG has yielded a comparatively higher 11.29% annualized return.

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JQC has a 4.34% expense ratio, which is higher than VIG's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and Vanguard Dividend Appreciation ETF (VIG). 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.

The current JQC Sharpe Ratio is 0.41, which is lower than the VIG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of JQC and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JQC's dividend yield for the trailing twelve months is around 12.11%, more than VIG's 1.81% yield.

The maximum JQC drawdown since its inception was -75.18%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for JQC and VIG. For additional features, visit the drawdowns tool.

Nuveen Credit Strategies Income Fund (JQC) and Vanguard Dividend Appreciation ETF (VIG) have volatilities of 5.33% and 5.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.