NPCT vs. SAVYX
NPCT (Nuveen Core Plus Impact Fund) and SAVYX (Virtus Newfleet Core Plus Bond Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, NPCT returned -3.39%/yr vs 0.71%/yr for SAVYX. A 0.50 correlation means they provide meaningful diversification when combined. NPCT charges 5.08%/yr vs 0.55%/yr for SAVYX.
Performance
NPCT vs. SAVYX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NPCT achieves a 3.14% return, which is significantly higher than SAVYX's 0.53% return.
NPCT
- 1D
- -0.70%
- 1M
- 0.20%
- 6M
- 2.64%
- YTD
- 3.14%
- 1Y
- -0.92%
- 3Y*
- 11.38%
- 5Y*
- -3.39%
- 10Y*
- —
SAVYX
- 1D
- -0.10%
- 1M
- -0.19%
- 6M
- 0.43%
- YTD
- 0.53%
- 1Y
- 4.71%
- 3Y*
- 4.81%
- 5Y*
- 0.71%
- 10Y*
- 2.41%
NPCT vs. SAVYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NPCT Nuveen Core Plus Impact Fund | 3.14% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
SAVYX Virtus Newfleet Core Plus Bond Fund | 0.53% | 7.28% | 2.55% | 6.65% | -11.94% | 1.53% |
Correlation
The correlation between NPCT and SAVYX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021 | 0.50 |
The correlation between NPCT and SAVYX has been stable across timeframes, ranging from 0.50 to 0.53 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NPCT vs. SAVYX — Risk / Return Rank
NPCT
SAVYX
NPCT vs. SAVYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Core Plus Impact Fund (NPCT) and Virtus Newfleet Core Plus Bond Fund (SAVYX). 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 | SAVYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.51 | -1.65 |
| Martin ratioReturn relative to average drawdown | -0.31 | 4.69 | -5.00 |
Loading charts...
Drawdowns
NPCT vs. SAVYX - Drawdown Comparison
The maximum NPCT drawdown since its inception was -46.77%, which is greater than SAVYX's maximum drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for NPCT and SAVYX.
Loading charts...
Drawdown Indicators
| NPCT | SAVYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.77% | -16.46% | -30.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -2.78% | -4.01% |
Max Drawdown (3Y)Largest decline over 3 years | -12.59% | -5.79% | -6.80% |
Max Drawdown (5Y)Largest decline over 5 years | -46.77% | -16.46% | -30.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.46% | — |
Current DrawdownCurrent decline from peak | -16.26% | -1.21% | -15.05% |
Average DrawdownAverage peak-to-trough decline | -25.03% | -1.74% | -23.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 0.90% | +2.11% |
Volatility
NPCT vs. SAVYX - Volatility Comparison
Nuveen Core Plus Impact Fund (NPCT) has a higher volatility of 2.44% compared to Virtus Newfleet Core Plus Bond Fund (SAVYX) at 0.97%. This indicates that NPCT's price experiences larger fluctuations and is considered to be riskier than SAVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NPCT | SAVYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.44% | 0.97% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 2.71% | +4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.79% | 3.49% | +6.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 5.07% | +8.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.00% | 4.31% | +8.69% |
NPCT vs. SAVYX - Expense Ratio Comparison
NPCT has a 5.08% expense ratio, which is higher than SAVYX's 0.55% expense ratio.
Dividends
NPCT vs. SAVYX - Dividend Comparison
NPCT's dividend yield for the trailing twelve months is around 12.31%, more than SAVYX's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NPCT Nuveen Core Plus Impact Fund | 12.31% | 13.15% | 12.20% | 10.28% | 11.93% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SAVYX Virtus Newfleet Core Plus Bond Fund | 4.97% | 5.03% | 4.42% | 4.00% | 3.10% | 3.11% | 2.62% | 3.23% | 3.67% | 3.47% | 3.19% | 3.50% |
Frequently Asked Questions
NPCT and SAVYX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NPCT has higher volatility (2.44%) compared to SAVYX (0.97%). In terms of maximum drawdown, NPCT dropped -46.77% vs SAVYX's -16.46%.
SAVYX currently has the higher Sharpe Ratio (1.21 vs -0.09), 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.
Find the right allocation for NPCT and SAVYX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer