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 -3.53%/yr vs 2.27%/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 2.92% return, which is significantly higher than RCS's 0.03% return.
NPCT
- 1D
- -0.30%
- 1M
- -0.21%
- 6M
- 2.13%
- YTD
- 2.92%
- 1Y
- 1.25%
- 3Y*
- 11.16%
- 5Y*
- -3.53%
- 10Y*
- —
RCS
- 1D
- -0.19%
- 1M
- -2.91%
- 6M
- -9.25%
- YTD
- 0.03%
- 1Y
- -17.93%
- 3Y*
- 7.73%
- 5Y*
- 2.27%
- 10Y*
- 2.82%
NPCT vs. RCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NPCT Nuveen Core Plus Impact Fund | 2.92% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
RCS PIMCO Strategic Income Fund | 0.03% | -21.48% | 37.47% | 37.60% | -18.72% | -3.33% |
Correlation
The correlation between NPCT and RCS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
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 | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.88 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | -0.55 | +0.73 |
| Martin ratioReturn relative to average drawdown | 0.42 | -0.87 | +1.28 |
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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 | -16.44% | -28.65% | +12.21% |
Average DrawdownAverage peak-to-trough decline | -25.01% | -9.45% | -15.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 20.72% | -17.70% |
Volatility
NPCT vs. RCS - Volatility Comparison
The current volatility for Nuveen Core Plus Impact Fund (NPCT) is 2.42%, while PIMCO Strategic Income Fund (RCS) has a volatility of 5.37%. 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 | 2.42% | 5.37% | -2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.49% | 16.66% | -9.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.75% | 24.20% | -14.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 25.23% | -12.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 25.83% | -12.84% |
Dividends
NPCT vs. RCS - Dividend Comparison
NPCT's dividend yield for the trailing twelve months is around 12.26%, more than RCS's 9.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NPCT Nuveen Core Plus Impact Fund | 12.26% | 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 | 9.06% | 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 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCS has higher volatility (5.37%) compared to NPCT (2.42%). In terms of maximum drawdown, NPCT dropped -46.77% vs RCS's -46.69%.
NPCT currently has the higher Sharpe Ratio (0.13 vs -0.74), 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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