JRS vs. NPCT
JRS (Nuveen Real Estate Income Fund) is a stock, while NPCT (Nuveen Core Plus Impact Fund) is Intermediate Core-Plus Bond fund actively managed by Nuveen. Over the past 5 years, JRS returned 3.31%/yr vs -3.47%/yr for NPCT. At a 0.44 correlation, their price movements are largely independent. JRS charges 1.53%/yr vs 5.08%/yr for NPCT.
Performance
JRS vs. NPCT - Performance Comparison
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Returns By Period
In the year-to-date period, JRS achieves a 18.64% return, which is significantly higher than NPCT's 2.61% return.
JRS
- 1D
- 0.35%
- 1M
- 6.63%
- 6M
- 15.32%
- YTD
- 18.64%
- 1Y
- 21.05%
- 3Y*
- 13.56%
- 5Y*
- 3.31%
- 10Y*
- 5.15%
- ALL TIME*
- 7.27%
NPCT
- 1D
- 0.10%
- 1M
- 0.19%
- 6M
- 1.62%
- YTD
- 2.61%
- 1Y
- -1.24%
- 3Y*
- 11.48%
- 5Y*
- -3.47%
- 10Y*
- —
- ALL TIME*
- -3.15%
JRS vs. NPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRS Nuveen Real Estate Income Fund | 18.64% | -3.38% | 19.74% | 13.42% | -35.61% | 31.64% |
NPCT Nuveen Core Plus Impact Fund | 2.61% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
Correlation
The correlation between JRS and NPCT is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021 | 0.44 |
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Return for Risk
JRS vs. NPCT — Risk / Return Rank
JRS
NPCT
JRS vs. NPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Income Fund (JRS) and Nuveen Core Plus Impact Fund (NPCT). 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.
| JRS | NPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.99 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | -0.18 | +2.09 |
| Martin ratioReturn relative to average drawdown | 6.18 | -0.41 | +6.59 |
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Drawdowns
JRS vs. NPCT - Drawdown Comparison
The maximum JRS drawdown since its inception was -87.80%, which is greater than NPCT's maximum drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for JRS and NPCT.
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Drawdown Indicators
| JRS | NPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.80% | -46.77% | -41.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -6.79% | -4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -25.33% | -12.42% | -12.91% |
Max Drawdown (5Y)Largest decline over 5 years | -45.57% | -46.50% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -54.64% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -16.70% | +16.70% |
Average DrawdownAverage peak-to-trough decline | -18.99% | -25.00% | +6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.05% | +0.37% |
Volatility
JRS vs. NPCT - Volatility Comparison
Nuveen Real Estate Income Fund (JRS) has a higher volatility of 4.77% compared to Nuveen Core Plus Impact Fund (NPCT) at 2.40%. This indicates that JRS's price experiences larger fluctuations and is considered to be riskier than NPCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRS | NPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 2.40% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 7.50% | +4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.05% | 9.32% | +5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.91% | 13.09% | +8.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.33% | 12.98% | +11.35% |
JRS vs. NPCT - Expense Ratio Comparison
JRS has a 1.53% expense ratio, which is lower than NPCT's 5.08% expense ratio.
Dividends
JRS vs. NPCT - Dividend Comparison
JRS's dividend yield for the trailing twelve months is around 8.06%, less than NPCT's 12.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRS Nuveen Real Estate Income Fund | 8.06% | 8.88% | 7.88% | 8.70% | 11.06% | 5.93% | 9.00% | 7.16% | 9.99% | 8.88% | 9.10% | 9.04% |
NPCT Nuveen Core Plus Impact Fund | 12.30% | 13.15% | 12.20% | 10.28% | 11.93% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRS and NPCT have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JRS has higher volatility (4.77%) compared to NPCT (2.40%). In terms of maximum drawdown, JRS dropped -87.80% vs NPCT's -46.77%.
JRS currently has the higher Sharpe Ratio (1.41 vs -0.13), 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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