NPCT vs. RCS
NPCT (Nuveen Core Plus Impact Fund) and RCS (PIMCO Strategic Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, NPCT returned -2.55%/yr vs 1.56%/yr for RCS. At a 0.31 correlation, their price movements are largely independent.
Performance
NPCT vs. RCS - Performance Comparison
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Returns By Period
In the year-to-date period, NPCT achieves a 2.62% return, which is significantly higher than RCS's -1.28% return.
NPCT
- 1D
- 0.20%
- 1M
- 0.19%
- YTD
- 2.62%
- 6M
- 1.92%
- 1Y
- 1.56%
- 3Y*
- 11.94%
- 5Y*
- -2.55%
- 10Y*
- —
RCS
- 1D
- -0.94%
- 1M
- -1.69%
- YTD
- -1.28%
- 6M
- -13.13%
- 1Y
- -17.84%
- 3Y*
- 9.13%
- 5Y*
- 1.56%
- 10Y*
- 3.21%
NPCT vs. RCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NPCT Nuveen Core Plus Impact Fund | 2.62% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
RCS PIMCO Strategic Income Fund | -1.28% | -21.48% | 37.47% | 37.60% | -18.72% | -3.33% |
Correlation
The correlation between NPCT and RCS is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021 | 0.31 |
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Return for Risk
NPCT vs. RCS — Risk / Return Rank
NPCT
RCS
NPCT vs. RCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Core Plus Impact Fund (NPCT) and PIMCO Strategic Income Fund (RCS). 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 | RCS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.88 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.23 | -0.54 | +0.77 |
| Martin ratioReturn relative to average drawdown | 0.53 | -0.91 | +1.45 |
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Drawdowns
NPCT vs. RCS - Drawdown Comparison
The maximum NPCT drawdown since its inception was -46.77%, roughly equal to the maximum RCS drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for NPCT and RCS.
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Drawdown Indicators
| NPCT | RCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.77% | -46.69% | -0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -32.94% | +26.15% |
Max Drawdown (3Y)Largest decline over 3 years | -12.59% | -32.94% | +20.35% |
Max Drawdown (5Y)Largest decline over 5 years | -46.77% | -36.18% | -10.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.69% | — |
Current DrawdownCurrent decline from peak | -16.68% | -29.58% | +12.90% |
Average DrawdownAverage peak-to-trough decline | -25.12% | -9.41% | -15.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 19.57% | -16.64% |
Volatility
NPCT vs. RCS - Volatility Comparison
The current volatility for Nuveen Core Plus Impact Fund (NPCT) is 2.58%, while PIMCO Strategic Income Fund (RCS) has a volatility of 6.06%. This indicates that NPCT experiences smaller price fluctuations and is considered to be less risky than RCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NPCT | RCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 6.06% | -3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.22% | 20.85% | -13.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.78% | 23.85% | -14.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 25.19% | -12.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.02% | 25.83% | -12.81% |
Dividends
NPCT vs. RCS - Dividend Comparison
NPCT's dividend yield for the trailing twelve months is around 12.37%, more than RCS's 9.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NPCT Nuveen Core Plus Impact Fund | 12.37% | 13.15% | 12.20% | 10.28% | 11.93% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCS PIMCO Strategic Income Fund | 9.11% | 8.62% | 8.03% | 10.07% | 12.39% | 9.01% | 9.57% | 8.44% | 8.93% | 9.50% | 10.92% | 11.17% |
Frequently Asked Questions
NPCT and RCS have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCS has higher volatility (6.06%) compared to NPCT (2.58%). In terms of maximum drawdown, NPCT dropped -46.77% vs RCS's -46.69%.
NPCT currently has the higher Sharpe Ratio (0.16 vs -0.75), 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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