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NPFD vs. JQC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NPFD vs. JQC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Variable Rate Preferred & Income Fund (NPFD) and Nuveen Credit Strategies Income Fund (JQC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NPFD achieves a 3.71% return, which is significantly higher than JQC's 1.77% return.


NPFD

1D
0.00%
1M
1.17%
6M
2.79%
YTD
3.71%
1Y
7.07%
3Y*
16.39%
5Y*
10Y*

JQC

1D
-0.21%
1M
0.41%
6M
-0.60%
YTD
1.77%
1Y
-0.85%
3Y*
10.59%
5Y*
4.53%
10Y*
5.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NPFD vs. JQC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NPFD
Nuveen Variable Rate Preferred & Income Fund
3.71%15.94%23.52%-1.10%-25.33%1.40%
JQC
Nuveen Credit Strategies Income Fund
1.77%-0.36%22.29%15.26%-14.22%2.20%

Correlation

The correlation between NPFD and JQC is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2021

0.32

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Return for Risk

NPFD vs. JQC — Risk / Return Rank

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

NPFD
NPFD Risk / Return Rank: 1414
Overall Rank
NPFD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
NPFD Sortino Ratio Rank: 1313
Sortino Ratio Rank
NPFD Omega Ratio Rank: 1616
Omega Ratio Rank
NPFD Calmar Ratio Rank: 1111
Calmar Ratio Rank
NPFD Martin Ratio Rank: 1818
Martin Ratio Rank

JQC
JQC Risk / Return Rank: 33
Overall Rank
JQC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
JQC Sortino Ratio Rank: 33
Sortino Ratio Rank
JQC Omega Ratio Rank: 33
Omega Ratio Rank
JQC Calmar Ratio Rank: 33
Calmar Ratio Rank
JQC Martin Ratio Rank: 33
Martin Ratio Rank
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. JQC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Variable Rate Preferred & Income Fund (NPFD) and Nuveen Credit Strategies Income Fund (JQC). 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.


NPFDJQCDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.15

1.00

+0.15

Calmar ratioReturn relative to maximum drawdown

0.72

-0.08

+0.80

Martin ratioReturn relative to average drawdown

3.32

-0.16

+3.48

NPFD vs. JQC - Sharpe Ratio Comparison

The current NPFD Sharpe Ratio is 0.74, which is higher than the JQC Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of NPFD and JQC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NPFD vs. JQC - Drawdown Comparison

The maximum NPFD drawdown since its inception was -39.18%, smaller than the maximum JQC drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for NPFD and JQC.


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Drawdown Indicators


NPFDJQCDifference

Max Drawdown

Largest peak-to-trough decline

-39.18%

-75.18%

+36.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-10.15%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-9.88%

-15.37%

+5.49%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

Current Drawdown

Current decline from peak

-1.82%

-4.36%

+2.54%

Average Drawdown

Average peak-to-trough decline

-17.08%

-8.80%

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

5.23%

-3.09%

Volatility

NPFD vs. JQC - Volatility Comparison

Nuveen Variable Rate Preferred & Income Fund (NPFD) has a higher volatility of 2.00% compared to Nuveen Credit Strategies Income Fund (JQC) at 1.77%. This indicates that NPFD's price experiences larger fluctuations and is considered to be riskier than JQC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NPFDJQCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

1.77%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

8.72%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

9.66%

11.19%

-1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.07%

13.13%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

17.52%

-2.45%

Dividends

NPFD vs. JQC - Dividend Comparison

NPFD's dividend yield for the trailing twelve months is around 10.29%, less than JQC's 13.13% yield.


PositionTTM20252024202320222021202020192018201720162015
JQC
Nuveen Credit Strategies Income Fund
13.13%12.91%11.39%11.42%9.71%10.03%16.11%16.14%6.53%7.42%6.99%7.51%
NPFD
Nuveen Variable Rate Preferred & Income Fund
10.29%10.50%9.57%6.61%8.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NPFD and JQC have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NPFD has higher volatility (2.00%) compared to JQC (1.77%). In terms of maximum drawdown, NPFD dropped -39.18% vs JQC's -75.18%.

NPFD currently has the higher Sharpe Ratio (0.74 vs -0.08), 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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