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NGRRX vs. JQC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NGRRX vs. JQC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen International Value Fund (NGRRX) and Nuveen Credit Strategies Income Fund (JQC). The values are adjusted to include any dividend payments, if applicable.

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NGRRX vs. JQC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NGRRX
Nuveen International Value Fund
-0.50%36.06%4.57%20.60%-8.85%12.34%3.92%18.46%-18.08%20.75%
JQC
Nuveen Credit Strategies Income Fund
-0.69%-0.36%22.29%15.26%-14.22%13.29%-2.96%21.78%-4.33%-0.27%

Returns By Period

In the year-to-date period, NGRRX achieves a -0.50% return, which is significantly higher than JQC's -0.69% return. Over the past 10 years, NGRRX has outperformed JQC with an annualized return of 8.36%, while JQC has yielded a comparatively lower 6.15% annualized return.


NGRRX

1D
3.38%
1M
-7.56%
YTD
-0.50%
6M
4.56%
1Y
23.83%
3Y*
15.60%
5Y*
9.85%
10Y*
8.36%

JQC

1D
-0.82%
1M
-0.39%
YTD
-0.69%
6M
-3.79%
1Y
2.42%
3Y*
10.57%
5Y*
4.84%
10Y*
6.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NGRRX vs. JQC - Expense Ratio Comparison

NGRRX has a 0.89% expense ratio, which is lower than JQC's 4.34% expense ratio.


Return for Risk

NGRRX vs. JQC — Risk / Return Rank

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

NGRRX
NGRRX Risk / Return Rank: 6464
Overall Rank
NGRRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
NGRRX Sortino Ratio Rank: 7070
Sortino Ratio Rank
NGRRX Omega Ratio Rank: 6969
Omega Ratio Rank
NGRRX Calmar Ratio Rank: 5454
Calmar Ratio Rank
NGRRX Martin Ratio Rank: 5353
Martin Ratio Rank

JQC
JQC Risk / Return Rank: 77
Overall Rank
JQC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JQC Sortino Ratio Rank: 77
Sortino Ratio Rank
JQC Omega Ratio Rank: 77
Omega Ratio Rank
JQC Calmar Ratio Rank: 88
Calmar Ratio Rank
JQC Martin Ratio Rank: 77
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.

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.


NGRRXJQCDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.16

+1.25

Sortino ratio

Return per unit of downside risk

1.91

0.33

+1.59

Omega ratio

Gain probability vs. loss probability

1.28

1.05

+0.24

Calmar ratio

Return relative to maximum drawdown

1.52

0.16

+1.36

Martin ratio

Return relative to average drawdown

5.91

0.35

+5.55

NGRRX vs. JQC - Sharpe Ratio Comparison

The current NGRRX Sharpe Ratio is 1.41, which is higher than the JQC Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of NGRRX and JQC, 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


NGRRXJQCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.16

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.37

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.35

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.23

+0.08

Correlation

The correlation between NGRRX and JQC is 0.39, 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

NGRRX vs. JQC - Dividend Comparison

NGRRX's dividend yield for the trailing twelve months is around 0.23%, less than JQC's 13.32% yield.


TTM20252024202320222021202020192018201720162015
NGRRX
Nuveen International Value Fund
0.23%0.23%2.48%2.07%5.15%4.09%2.15%3.17%1.56%3.13%2.15%1.67%
JQC
Nuveen Credit Strategies Income Fund
13.32%12.91%11.39%11.42%9.71%10.03%16.11%16.14%6.53%7.42%6.99%7.51%

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


NGRRXJQCDifference

Max Drawdown

Largest 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 (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 Drawdown

Current decline from peak

-10.10%

-6.67%

-3.43%

Average Drawdown

Average peak-to-trough decline

-15.45%

-8.84%

-6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

4.67%

-1.11%

Volatility

NGRRX vs. JQC - Volatility Comparison

Nuveen International Value Fund (NGRRX) has a higher volatility of 7.77% compared to Nuveen Credit Strategies Income Fund (JQC) at 6.02%. 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


NGRRXJQCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

6.02%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

9.36%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

15.57%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

13.12%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

17.56%

-1.25%