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NELIX vs. JFR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NELIX vs. JFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Equity Long/Short Fund (NELIX) and Nuveen Floating Rate Income Fund (JFR). The values are adjusted to include any dividend payments, if applicable.

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NELIX vs. JFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NELIX
Nuveen Equity Long/Short Fund
-4.35%11.31%20.55%24.09%-14.94%32.92%-0.79%6.35%-2.36%19.32%
JFR
Nuveen Floating Rate Income Fund
-0.82%-0.68%21.92%16.61%-15.15%24.66%-8.05%19.65%-11.69%2.94%

Returns By Period

In the year-to-date period, NELIX achieves a -4.35% return, which is significantly lower than JFR's -0.82% return. Over the past 10 years, NELIX has outperformed JFR with an annualized return of 9.10%, while JFR has yielded a comparatively lower 6.13% annualized return.


NELIX

1D
-0.29%
1M
-4.44%
YTD
-4.35%
6M
-3.17%
1Y
11.79%
3Y*
15.32%
5Y*
9.56%
10Y*
9.10%

JFR

1D
3.87%
1M
0.26%
YTD
-0.82%
6M
-1.94%
1Y
0.69%
3Y*
9.60%
5Y*
5.55%
10Y*
6.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NELIX vs. JFR - Expense Ratio Comparison

NELIX has a 1.35% expense ratio, which is higher than JFR's 0.02% expense ratio.


Return for Risk

NELIX vs. JFR — Risk / Return Rank

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

NELIX
NELIX Risk / Return Rank: 4747
Overall Rank
NELIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
NELIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
NELIX Omega Ratio Rank: 5050
Omega Ratio Rank
NELIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
NELIX Martin Ratio Rank: 4949
Martin Ratio Rank

JFR
JFR Risk / Return Rank: 66
Overall Rank
JFR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
JFR Sortino Ratio Rank: 55
Sortino Ratio Rank
JFR Omega Ratio Rank: 66
Omega Ratio Rank
JFR Calmar Ratio Rank: 77
Calmar Ratio Rank
JFR Martin Ratio Rank: 88
Martin Ratio Rank
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.

NELIX vs. JFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Equity Long/Short Fund (NELIX) and Nuveen Floating Rate Income Fund (JFR). 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.


NELIXJFRDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.05

+0.86

Sortino ratio

Return per unit of downside risk

1.34

0.16

+1.18

Omega ratio

Gain probability vs. loss probability

1.20

1.03

+0.18

Calmar ratio

Return relative to maximum drawdown

1.11

0.08

+1.03

Martin ratio

Return relative to average drawdown

4.90

0.26

+4.63

NELIX vs. JFR - Sharpe Ratio Comparison

The current NELIX Sharpe Ratio is 0.92, which is higher than the JFR Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of NELIX and JFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NELIXJFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.05

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.44

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.37

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.27

+0.40

Correlation

The correlation between NELIX and JFR is 0.31, 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

NELIX vs. JFR - Dividend Comparison

NELIX's dividend yield for the trailing twelve months is around 3.98%, less than JFR's 13.47% yield.


TTM20252024202320222021202020192018201720162015
NELIX
Nuveen Equity Long/Short Fund
3.98%3.81%4.78%4.20%6.84%2.44%0.00%0.00%1.35%1.58%0.00%0.00%
JFR
Nuveen Floating Rate Income Fund
13.47%13.03%11.43%11.51%9.61%6.66%7.19%7.19%7.95%7.23%6.38%7.03%

Drawdowns

NELIX vs. JFR - Drawdown Comparison

The maximum NELIX drawdown since its inception was -28.72%, smaller than the maximum JFR drawdown of -62.61%. Use the drawdown chart below to compare losses from any high point for NELIX and JFR.


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Drawdown Indicators


NELIXJFRDifference

Max Drawdown

Largest peak-to-trough decline

-28.72%

-62.61%

+33.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-11.54%

+2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-20.40%

+1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-28.72%

-47.71%

+18.99%

Current Drawdown

Current decline from peak

-6.31%

-4.15%

-2.16%

Average Drawdown

Average peak-to-trough decline

-4.75%

-8.84%

+4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

3.53%

-1.50%

Volatility

NELIX vs. JFR - Volatility Comparison

The current volatility for Nuveen Equity Long/Short Fund (NELIX) is 3.34%, while Nuveen Floating Rate Income Fund (JFR) has a volatility of 4.96%. This indicates that NELIX experiences smaller price fluctuations and is considered to be less risky than JFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NELIXJFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

4.96%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

7.07%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

13.16%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.67%

12.73%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.71%

16.65%

-2.94%