NGRRX vs. JQC
NGRRX (Nuveen International Value Fund) and JQC (Nuveen Credit Strategies Income Fund) are both mutual funds - NGRRX is a Foreign Large Cap Equities fund managed by Nuveen, while JQC is a Bank Loan fund managed by Nuveen. Over the past 10 years, NGRRX returned 9.44%/yr vs 5.49%/yr for JQC. Their 0.39 correlation means their historical movements had little consistent relationship. NGRRX charges 0.89%/yr vs 4.34%/yr for JQC.
Performance
NGRRX vs. JQC - Performance Comparison
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Returns By Period
In the year-to-date period, NGRRX achieves a 10.51% return, which is significantly higher than JQC's 2.40% return. Over the past 10 years, NGRRX has outperformed JQC with an annualized return of 9.44%, while JQC has yielded a comparatively lower 5.49% annualized return.
NGRRX
- 1D
- -0.50%
- 1M
- 3.08%
- 6M
- 3.85%
- YTD
- 10.51%
- 1Y
- 26.05%
- 3Y*
- 17.61%
- 5Y*
- 11.63%
- 10Y*
- 9.44%
- ALL TIME*
- 5.73%
JQC
- 1D
- 0.42%
- 1M
- -0.01%
- 6M
- -0.84%
- YTD
- 2.40%
- 1Y
- -1.75%
- 3Y*
- 10.82%
- 5Y*
- 4.66%
- 10Y*
- 5.49%
- ALL TIME*
- 4.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.47M | $2.59M | $2.73M | |
| $0.00 | $0.00 | $0.00 |
NGRRX vs. JQC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGRRX Nuveen International Value Fund | 10.51% | 36.06% | 4.57% | 20.60% | -8.85% | 12.34% | 3.92% | 18.46% | -18.08% | 20.75% |
JQC Nuveen Credit Strategies Income Fund | 2.40% | -0.36% | 22.29% | 15.26% | -14.22% | 13.29% | -2.96% | 21.78% | -4.33% | -0.27% |
Correlation
The correlation between NGRRX and JQC is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2003 | 0.39 |
Over the past year, the correlation between NGRRX and JQC has dropped to 0.18 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
NGRRX vs. JQC — Risk / Return Rank
NGRRX
JQC
NGRRX vs. JQC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen International Value Fund (NGRRX) and Nuveen Credit Strategies Income Fund (JQC). 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.
| NGRRX | JQC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.86 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.98 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | -0.17 | +2.05 |
| Martin ratioReturn relative to average drawdown | 6.11 | -0.33 | +6.44 |
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Drawdowns
NGRRX vs. JQC - Drawdown Comparison
The maximum NGRRX drawdown since its inception was -59.12%, smaller than the maximum JQC drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for NGRRX and JQC.
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Drawdown Indicators
| NGRRX | JQC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.12% | -75.18% | +16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.87% | -10.15% | -3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -14.53% | -15.37% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -26.36% | -19.83% | -6.53% |
Max Drawdown (10Y)Largest decline over 10 years | -41.91% | -47.99% | +6.08% |
Current DrawdownCurrent decline from peak | -0.50% | -3.76% | +3.26% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -8.78% | -6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 5.32% | -1.06% |
Volatility
NGRRX vs. JQC - Volatility Comparison
Nuveen International Value Fund (NGRRX) has a higher volatility of 4.49% compared to Nuveen Credit Strategies Income Fund (JQC) at 1.49%. This indicates that NGRRX's price experiences larger fluctuations and is considered to be riskier than JQC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGRRX | JQC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 1.49% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 8.51% | +4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 11.15% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 13.07% | +2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 17.49% | -1.35% |
NGRRX vs. JQC - Expense Ratio Comparison
NGRRX has a 0.89% expense ratio, which is lower than JQC's 4.34% expense ratio.
Dividends
NGRRX vs. JQC - Dividend Comparison
NGRRX's dividend yield for the trailing twelve months is around 0.21%, less than JQC's 13.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | 13.09% | 12.91% | 11.39% | 11.42% | 9.71% | 10.03% | 16.11% | 16.14% | 6.53% | 7.42% | 6.99% | 7.51% |
NGRRX Nuveen International Value Fund | 0.21% | 0.23% | 2.48% | 2.07% | 5.15% | 4.09% | 2.15% | 3.17% | 1.56% | 3.13% | 2.15% | 1.67% |
Frequently Asked Questions
NGRRX and JQC have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGRRX has higher volatility (4.49%) compared to JQC (1.49%). In terms of maximum drawdown, NGRRX dropped -59.12% vs JQC's -75.18%.
NGRRX currently has the higher Sharpe Ratio (1.70 vs -0.16), 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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