NPCT vs. EINFX
NPCT (Nuveen Core Plus Impact Fund) and EINFX (Elfun Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, NPCT returned -2.56%/yr vs -0.79%/yr for EINFX. At a 0.49 correlation, their price movements are largely independent. NPCT charges 5.08%/yr vs 0.29%/yr for EINFX.
Performance
NPCT vs. EINFX - Performance Comparison
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Returns By Period
In the year-to-date period, NPCT achieves a 2.00% return, which is significantly higher than EINFX's 0.04% return.
NPCT
- 1D
- -0.41%
- 1M
- -0.42%
- YTD
- 2.00%
- 6M
- 1.70%
- 1Y
- 1.97%
- 3Y*
- 11.71%
- 5Y*
- -2.56%
- 10Y*
- —
EINFX
- 1D
- 0.21%
- 1M
- 0.99%
- YTD
- 0.04%
- 6M
- 0.46%
- 1Y
- 4.43%
- 3Y*
- 3.02%
- 5Y*
- -0.79%
- 10Y*
- 1.36%
NPCT vs. EINFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NPCT Nuveen Core Plus Impact Fund | 2.00% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
EINFX Elfun Income Fund | 0.04% | 7.35% | -0.73% | 4.75% | -13.82% | 1.26% |
Correlation
The correlation between NPCT and EINFX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021 | 0.49 |
The correlation between NPCT and EINFX has been stable across timeframes, ranging from 0.47 to 0.50 - a consistent structural relationship.
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Return for Risk
NPCT vs. EINFX — Risk / Return Rank
NPCT
EINFX
NPCT vs. EINFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Core Plus Impact Fund (NPCT) and Elfun Income Fund (EINFX). 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.
| NPCT | EINFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.19 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 1.34 | -1.05 |
| Martin ratioReturn relative to average drawdown | 0.68 | 3.78 | -3.10 |
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Drawdowns
NPCT vs. EINFX - Drawdown Comparison
The maximum NPCT drawdown since its inception was -46.77%, which is greater than EINFX's maximum drawdown of -19.78%. Use the drawdown chart below to compare losses from any high point for NPCT and EINFX.
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Drawdown Indicators
| NPCT | EINFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.77% | -19.78% | -26.99% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -3.40% | -3.39% |
Max Drawdown (3Y)Largest decline over 3 years | -12.59% | -8.10% | -4.49% |
Max Drawdown (5Y)Largest decline over 5 years | -46.77% | -19.78% | -26.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.78% | — |
Current DrawdownCurrent decline from peak | -17.19% | -5.26% | -11.93% |
Average DrawdownAverage peak-to-trough decline | -25.13% | -3.58% | -21.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 1.20% | +1.69% |
Volatility
NPCT vs. EINFX - Volatility Comparison
Nuveen Core Plus Impact Fund (NPCT) has a higher volatility of 2.54% compared to Elfun Income Fund (EINFX) at 1.28%. This indicates that NPCT's price experiences larger fluctuations and is considered to be riskier than EINFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NPCT | EINFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 1.28% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.21% | 3.00% | +4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.79% | 4.15% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 6.51% | +6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.03% | 5.24% | +7.79% |
NPCT vs. EINFX - Expense Ratio Comparison
NPCT has a 5.08% expense ratio, which is higher than EINFX's 0.29% expense ratio.
Dividends
NPCT vs. EINFX - Dividend Comparison
NPCT's dividend yield for the trailing twelve months is around 12.45%, more than EINFX's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EINFX Elfun Income Fund | 3.85% | 3.84% | 3.04% | 2.76% | 4.09% | 3.31% | 3.15% | 2.78% | 2.88% | 2.42% | 3.34% | 2.87% |
NPCT Nuveen Core Plus Impact Fund | 12.45% | 13.15% | 12.20% | 10.28% | 11.93% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NPCT and EINFX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NPCT has higher volatility (2.54%) compared to EINFX (1.28%). In terms of maximum drawdown, NPCT dropped -46.77% vs EINFX's -19.78%.
EINFX currently has the higher Sharpe Ratio (1.10 vs 0.20), 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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