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 9.11%/yr vs 5.73%/yr for JQC. At a 0.39 correlation, their price movements are largely independent. 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 7.13% return, which is significantly higher than JQC's 1.77% return. Over the past 10 years, NGRRX has outperformed JQC with an annualized return of 9.11%, while JQC has yielded a comparatively lower 5.73% annualized return.
NGRRX
- 1D
- 0.20%
- 1M
- 1.65%
- 6M
- 3.58%
- YTD
- 7.13%
- 1Y
- 20.95%
- 3Y*
- 17.36%
- 5Y*
- 10.80%
- 10Y*
- 9.11%
JQC
- 1D
- -0.21%
- 1M
- 0.41%
- 6M
- -0.60%
- YTD
- 1.77%
- 1Y
- -0.85%
- 3Y*
- 10.59%
- 5Y*
- 4.53%
- 10Y*
- 5.73%
NGRRX vs. JQC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGRRX Nuveen International Value Fund | 7.13% | 36.06% | 4.57% | 20.60% | -8.85% | 12.34% | 3.92% | 18.46% | -18.08% | 20.75% |
JQC Nuveen Credit Strategies Income Fund | 1.77% | -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 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 0.15 - 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 | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.00 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | -0.08 | +1.55 |
| Martin ratioReturn relative to average drawdown | 4.78 | -0.16 | +4.94 |
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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 | -3.20% | -4.36% | +1.16% |
Average DrawdownAverage peak-to-trough decline | -15.34% | -8.80% | -6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 5.23% | -0.99% |
Volatility
NGRRX vs. JQC - Volatility Comparison
Nuveen International Value Fund (NGRRX) has a higher volatility of 4.61% compared to Nuveen Credit Strategies Income Fund (JQC) at 1.77%. 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 | 4.61% | 1.77% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 8.72% | +4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 11.19% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 13.13% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 17.52% | -1.39% |
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 13.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | 13.13% | 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 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGRRX has higher volatility (4.61%) compared to JQC (1.77%). In terms of maximum drawdown, NGRRX dropped -59.12% vs JQC's -75.18%.
NGRRX currently has the higher Sharpe Ratio (1.33 vs -0.08), 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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