NRIIX vs. JQC

Last updated Apr 2, 2026

Compare and contrast key facts about Nuveen Real Asset Income Fund (NRIIX) and Nuveen Credit Strategies Income Fund (JQC).

NRIIX is managed by Nuveen. It was launched on Sep 12, 2011. JQC is managed by Nuveen. It was launched on Jun 26, 2003.

Performance

NRIIX vs. JQC - Performance Comparison

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

NRIIX vs. JQC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NRIIX Nuveen Real Asset Income Fund	2.36%	12.55%	7.56%	10.38%	-11.50%	10.58%	-3.45%	22.74%	-6.10%	12.39%
JQC Nuveen Credit Strategies Income Fund	-0.69%	-0.36%	22.29%	15.26%	-14.22%	13.29%	-2.96%	21.78%	-4.33%	-0.27%

Returns By Period

In the year-to-date period, NRIIX achieves a 2.36% return, which is significantly higher than JQC's -0.69% return. Over the past 10 years, NRIIX has underperformed JQC with an annualized return of 5.84%, while JQC has yielded a comparatively higher 6.15% annualized return.

NRIIX

• 1D: 0.92%
• 1M: -3.72%
• YTD: 2.36%
• 6M: 3.41%
• 1Y: 11.07%
• 3Y*: 10.16%
• 5Y*: 5.35%
• 10Y*: 5.84%

JQC

• 1D: -0.82%
• 1M: -0.39%
• YTD: -0.69%
• 6M: -3.79%
• 1Y: 2.42%
• 3Y*: 10.57%
• 5Y*: 4.84%
• 10Y*: 6.15%

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

NRIIX vs. JQC - Expense Ratio Comparison

NRIIX has a 0.91% expense ratio, which is lower than JQC's 4.34% expense ratio.

JQC

Nuveen Credit Strategies Income Fund

NRIIX

Nuveen Real Asset Income Fund

Return for Risk

NRIIX vs. JQC — Risk / Return Rank

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

NRIIX

NRIIX Risk / Return Rank: 81
NRIIX Sharpe Ratio Rank: 83
NRIIX Sortino Ratio Rank: 80
NRIIX Omega Ratio Rank: 80
NRIIX Calmar Ratio Rank: 79
NRIIX Martin Ratio Rank: 83

JQC

JQC Risk / Return Rank: 7
JQC Sharpe Ratio Rank: 7
JQC Sortino Ratio Rank: 7
JQC Omega Ratio Rank: 7
JQC Calmar Ratio Rank: 8
JQC Martin Ratio Rank: 7

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.

NRIIX vs. JQC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Asset Income Fund (NRIIX) 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.

	NRIIX	JQC	Difference
Sharpe ratio Return per unit of total volatility	1.64	0.16	+1.48
Sortino ratio Return per unit of downside risk	2.16	0.33	+1.83
Omega ratio Gain probability vs. loss probability	1.33	1.05	+0.28
Calmar ratio Return relative to maximum drawdown	2.07	0.16	+1.90
Martin ratio Return relative to average drawdown	9.00	0.35	+8.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NRIIX vs. JQC - Sharpe Ratio Comparison

The current NRIIX Sharpe Ratio is 1.64, which is higher than the JQC Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of NRIIX and JQC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NRIIX	JQC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	0.16	+1.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.37	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.35	+0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.23	+0.51

Correlation

The correlation between NRIIX and JQC is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

NRIIX vs. JQC - Dividend Comparison

NRIIX's dividend yield for the trailing twelve months is around 6.32%, less than JQC's 13.32% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NRIIX Nuveen Real Asset Income Fund	6.32%	6.71%	5.39%	6.70%	5.81%	4.34%	4.63%	5.99%	5.82%	5.73%	5.47%	5.70%
JQC Nuveen Credit Strategies Income Fund	13.32%	12.91%	11.39%	11.42%	9.71%	10.03%	16.11%	16.14%	6.53%	7.42%	6.99%	7.51%

Drawdowns

NRIIX vs. JQC - Drawdown Comparison

The maximum NRIIX drawdown since its inception was -37.35%, smaller than the maximum JQC drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for NRIIX and JQC.

Drawdown Indicators

	NRIIX	JQC	Difference
Max Drawdown Largest peak-to-trough decline	-37.35%	-75.18%	+37.83%
Max Drawdown (1Y) Largest decline over 1 year	-5.74%	-10.15%	+4.41%
Max Drawdown (5Y) Largest decline over 5 years	-18.44%	-19.83%	+1.39%
Max Drawdown (10Y) Largest decline over 10 years	-37.35%	-47.99%	+10.64%
Current Drawdown Current decline from peak	-3.84%	-6.67%	+2.83%
Average Drawdown Average peak-to-trough decline	-3.68%	-8.84%	+5.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.32%	4.67%	-3.35%

Volatility

NRIIX vs. JQC - Volatility Comparison

The current volatility for Nuveen Real Asset Income Fund (NRIIX) is 2.57%, while Nuveen Credit Strategies Income Fund (JQC) has a volatility of 6.02%. This indicates that NRIIX experiences smaller price fluctuations and is considered to be less risky than JQC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NRIIX	JQC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.57%	6.02%	-3.45%
Volatility (6M) Calculated over the trailing 6-month period	4.11%	9.36%	-5.25%
Volatility (1Y) Calculated over the trailing 1-year period	6.98%	15.57%	-8.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.37%	13.12%	-4.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.21%	17.56%	-7.35%