NQVRX vs. JQC
NQVRX (Nuveen Multi Cap Value Fund) and JQC (Nuveen Credit Strategies Income Fund) are both mutual funds - NQVRX is a Mid Cap Value Equities fund managed by Nuveen, while JQC is a Bank Loan fund managed by Nuveen. Over the past 10 years, NQVRX returned 13.28%/yr vs 5.56%/yr for JQC. Their 0.42 correlation means their historical movements had little consistent relationship. NQVRX charges 1.00%/yr vs 4.34%/yr for JQC.
Performance
NQVRX vs. JQC - Performance Comparison
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Returns By Period
In the year-to-date period, NQVRX achieves a 16.81% return, which is significantly higher than JQC's 1.97% return. Over the past 10 years, NQVRX has outperformed JQC with an annualized return of 13.28%, while JQC has yielded a comparatively lower 5.56% annualized return.
NQVRX
- 1D
- 1.25%
- 1M
- 0.34%
- 6M
- 11.78%
- YTD
- 16.81%
- 1Y
- 29.50%
- 3Y*
- 18.78%
- 5Y*
- 14.02%
- 10Y*
- 13.28%
- ALL TIME*
- 8.58%
JQC
- 1D
- -0.21%
- 1M
- -0.42%
- 6M
- -1.83%
- YTD
- 1.97%
- 1Y
- -2.16%
- 3Y*
- 10.59%
- 5Y*
- 4.73%
- 10Y*
- 5.56%
- ALL TIME*
- 4.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.37M | $2.54M | $2.74M | |
| $0.00 | $0.00 | $0.00 |
NQVRX vs. JQC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NQVRX Nuveen Multi Cap Value Fund | 16.81% | 17.89% | 19.25% | 15.94% | -1.02% | 28.56% | -0.27% | 30.35% | -14.39% | 18.68% |
JQC Nuveen Credit Strategies Income Fund | 1.97% | -0.36% | 22.29% | 15.26% | -14.22% | 13.29% | -2.96% | 21.78% | -4.33% | -0.27% |
Correlation
The correlation between NQVRX and JQC is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2003 | 0.42 |
Over the past year, the correlation between NQVRX and JQC has dropped to 0.20 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
NQVRX vs. JQC — Risk / Return Rank
NQVRX
JQC
NQVRX vs. JQC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Multi Cap Value Fund (NQVRX) 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.
| NQVRX | JQC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.31 | ||
| Sortino ratioReturn per unit of downside risk | +3.18 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.97 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | -0.25 | +4.00 |
| Martin ratioReturn relative to average drawdown | 14.23 | -0.47 | +14.70 |
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Drawdowns
NQVRX vs. JQC - Drawdown Comparison
The maximum NQVRX drawdown since its inception was -67.80%, smaller than the maximum JQC drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for NQVRX and JQC.
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Drawdown Indicators
| NQVRX | JQC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.80% | -75.18% | +7.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.37% | -10.15% | +2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -15.37% | -2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -17.93% | -19.83% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -42.26% | -47.99% | +5.73% |
Current DrawdownCurrent decline from peak | -0.28% | -4.17% | +3.89% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -8.78% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 5.32% | -3.38% |
Volatility
NQVRX vs. JQC - Volatility Comparison
Nuveen Multi Cap Value Fund (NQVRX) has a higher volatility of 3.28% compared to Nuveen Credit Strategies Income Fund (JQC) at 1.47%. This indicates that NQVRX'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
| NQVRX | JQC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 1.47% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 8.52% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 11.13% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 13.08% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 17.49% | +1.48% |
NQVRX vs. JQC - Expense Ratio Comparison
NQVRX has a 1.00% expense ratio, which is lower than JQC's 4.34% expense ratio.
Dividends
NQVRX vs. JQC - Dividend Comparison
NQVRX's dividend yield for the trailing twelve months is around 1.60%, less than JQC's 13.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | 13.14% | 12.91% | 11.39% | 11.42% | 9.71% | 10.03% | 16.11% | 16.14% | 6.53% | 7.42% | 6.99% | 7.51% |
NQVRX Nuveen Multi Cap Value Fund | 1.60% | 1.87% | 1.86% | 1.29% | 1.42% | 1.23% | 3.40% | 1.34% | 0.00% | 1.99% | 1.02% | 1.05% |
Frequently Asked Questions
NQVRX and JQC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NQVRX has higher volatility (3.28%) compared to JQC (1.47%). In terms of maximum drawdown, NQVRX dropped -67.80% vs JQC's -75.18%.
NQVRX currently has the higher Sharpe Ratio (2.09 vs -0.23), 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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