NPFD vs. JPC

Last updated Feb 7, 2026

Compare and contrast key facts about Nuveen Preferred and Income Securities Fund (NPFD) and Nuveen Preferred and Income Opportunities Fund (JPC).

JPC is managed by Nuveen. It was launched on Mar 26, 2003.

Performance

NPFD vs. JPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Preferred and Income Securities Fund (NPFD) and Nuveen Preferred and Income Opportunities Fund (JPC). The values are adjusted to include any dividend payments, if applicable.

NPFD vs. JPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NPFD Nuveen Preferred and Income Securities Fund	4.21%	15.94%	23.52%	-1.10%	-25.33%	1.40%
JPC Nuveen Preferred and Income Opportunities Fund	-4.85%	14.00%	27.58%	0.75%	-19.18%	4.39%

Returns By Period

NPFD

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JPC

• 1D: 4.00%
• 1M: -7.44%
• YTD: -4.85%
• 6M: -3.60%
• 1Y: 4.45%
• 3Y*: 14.81%
• 5Y*: 4.00%
• 10Y*: 6.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NPFD vs. JPC - Expense Ratio Comparison

JPC

Nuveen Preferred and Income Opportunities Fund

Return for Risk

NPFD vs. JPC — Risk / Return Rank

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

NPFD

NPFD Risk / Return Rank: 62
NPFD Sharpe Ratio Rank: 63
NPFD Sortino Ratio Rank: 59
NPFD Omega Ratio Rank: 63
NPFD Calmar Ratio Rank: 53
NPFD Martin Ratio Rank: 71

JPC

JPC Risk / Return Rank: 14
JPC Sharpe Ratio Rank: 12
JPC Sortino Ratio Rank: 11
JPC Omega Ratio Rank: 14
JPC Calmar Ratio Rank: 15
JPC Martin Ratio Rank: 19

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.

NPFD vs. JPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Preferred and Income Securities Fund (NPFD) and Nuveen Preferred and Income Opportunities Fund (JPC). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	NPFD	JPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.30	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.28	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.25	—

Correlation

The correlation between NPFD and JPC is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

NPFD vs. JPC - Dividend Comparison

NPFD's dividend yield for the trailing twelve months is around 10.11%, less than JPC's 10.37% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NPFD Nuveen Preferred and Income Securities Fund	8.40%	10.50%	9.57%	6.61%	8.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JPC Nuveen Preferred and Income Opportunities Fund	10.37%	9.79%	8.94%	8.00%	8.74%	6.52%	6.95%	7.00%	9.02%	7.50%	8.14%	8.65%

Drawdowns

Drawdown Indicators

	NPFD	JPC	Difference
Max Drawdown Largest peak-to-trough decline	-39.18%	-76.07%	+36.89%
Max Drawdown (1Y) Largest decline over 1 year	-9.15%	-11.43%	+2.28%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.26%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-52.53%	—
Current Drawdown Current decline from peak	-0.46%	-7.89%	+7.43%
Average Drawdown Average peak-to-trough decline	-18.61%	-10.00%	-8.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	2.50%	-0.64%

Volatility

Volatility by Period

	NPFD	JPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	14.79%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.32%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.65%	—