NCOIX vs. FQTIX
Compare and contrast key facts about Nuveen High Yield Income Fund (NCOIX) and Franklin Templeton SMACS: Series I (FQTIX).
NCOIX is managed by Nuveen. It was launched on Apr 28, 2010. FQTIX is managed by Franklin Templeton. It was launched on Jun 3, 2019.
Performance
NCOIX vs. FQTIX - Performance Comparison
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NCOIX vs. FQTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NCOIX Nuveen High Yield Income Fund | -1.11% | 9.61% | 9.44% | 17.36% | -9.98% | 6.64% | 2.08% | 5.65% |
FQTIX Franklin Templeton SMACS: Series I | 0.52% | 7.51% | 8.03% | 13.44% | -14.39% | 8.51% | 3.68% | 4.11% |
Returns By Period
In the year-to-date period, NCOIX achieves a -1.11% return, which is significantly lower than FQTIX's 0.52% return.
NCOIX
- 1D
- 0.17%
- 1M
- -2.12%
- YTD
- -1.11%
- 6M
- 1.27%
- 1Y
- 7.39%
- 3Y*
- 10.39%
- 5Y*
- 5.64%
- 10Y*
- 6.63%
FQTIX
- 1D
- 0.25%
- 1M
- -1.83%
- YTD
- 0.52%
- 6M
- 2.66%
- 1Y
- 9.72%
- 3Y*
- 7.86%
- 5Y*
- 3.61%
- 10Y*
- —
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NCOIX vs. FQTIX - Expense Ratio Comparison
NCOIX has a 0.74% expense ratio, which is higher than FQTIX's 0.00% expense ratio.
Return for Risk
NCOIX vs. FQTIX — Risk / Return Rank
NCOIX
FQTIX
NCOIX vs. FQTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen High Yield Income Fund (NCOIX) and Franklin Templeton SMACS: Series I (FQTIX). 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.
| NCOIX | FQTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 2.55 | -0.54 |
Sortino ratioReturn per unit of downside risk | 3.02 | 3.46 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.61 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.85 | -1.50 |
Martin ratioReturn relative to average drawdown | 10.60 | 17.15 | -6.55 |
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
| NCOIX | FQTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 2.55 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | 0.61 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.55 | +0.58 |
Correlation
The correlation between NCOIX and FQTIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NCOIX vs. FQTIX - Dividend Comparison
NCOIX's dividend yield for the trailing twelve months is around 7.88%, more than FQTIX's 7.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCOIX Nuveen High Yield Income Fund | 7.88% | 9.10% | 7.41% | 10.49% | 5.79% | 5.12% | 5.51% | 5.38% | 6.28% | 6.88% | 7.29% | 7.59% |
FQTIX Franklin Templeton SMACS: Series I | 7.03% | 5.70% | 7.86% | 7.64% | 8.10% | 7.15% | 6.89% | 5.63% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NCOIX vs. FQTIX - Drawdown Comparison
The maximum NCOIX drawdown since its inception was -23.02%, smaller than the maximum FQTIX drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for NCOIX and FQTIX.
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Drawdown Indicators
| NCOIX | FQTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.02% | -24.62% | +1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -2.41% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -14.41% | -18.81% | +4.40% |
Max Drawdown (10Y)Largest decline over 10 years | -23.02% | — | — |
Current DrawdownCurrent decline from peak | -2.12% | -1.95% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -2.33% | -4.42% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 0.54% | +0.16% |
Volatility
NCOIX vs. FQTIX - Volatility Comparison
The current volatility for Nuveen High Yield Income Fund (NCOIX) is 1.20%, while Franklin Templeton SMACS: Series I (FQTIX) has a volatility of 1.57%. This indicates that NCOIX experiences smaller price fluctuations and is considered to be less risky than FQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NCOIX | FQTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | 1.57% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 2.38% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.97% | 3.85% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.05% | 5.92% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.63% | 7.80% | -2.17% |