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NUGIX vs. JQC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUGIX vs. JQC - Performance Comparison

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

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NUGIX vs. JQC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NUGIX
Nuveen Global Dividend Growth Fund
-4.45%11.76%15.34%14.49%-9.86%19.98%4.02%28.15%-9.00%19.91%
JQC
Nuveen Credit Strategies Income Fund
0.13%-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, NUGIX achieves a -4.45% return, which is significantly lower than JQC's 0.13% return. Over the past 10 years, NUGIX has outperformed JQC with an annualized return of 8.86%, while JQC has yielded a comparatively lower 6.23% annualized return.


NUGIX

1D
0.03%
1M
-8.36%
YTD
-4.45%
6M
-2.71%
1Y
8.75%
3Y*
10.88%
5Y*
7.69%
10Y*
8.86%

JQC

1D
4.06%
1M
0.64%
YTD
0.13%
6M
-1.52%
1Y
2.50%
3Y*
10.88%
5Y*
5.01%
10Y*
6.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUGIX vs. JQC - Expense Ratio Comparison

NUGIX has a 0.89% expense ratio, which is lower than JQC's 4.34% expense ratio.


Return for Risk

NUGIX vs. JQC — Risk / Return Rank

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

NUGIX
NUGIX Risk / Return Rank: 2626
Overall Rank
NUGIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NUGIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
NUGIX Omega Ratio Rank: 2424
Omega Ratio Rank
NUGIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
NUGIX Martin Ratio Rank: 2929
Martin Ratio Rank

JQC
JQC Risk / Return Rank: 99
Overall Rank
JQC Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JQC Sortino Ratio Rank: 88
Sortino Ratio Rank
JQC Omega Ratio Rank: 99
Omega Ratio Rank
JQC Calmar Ratio Rank: 1111
Calmar Ratio Rank
JQC Martin Ratio Rank: 99
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.

NUGIX vs. JQC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Global Dividend Growth Fund (NUGIX) 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.


NUGIXJQCDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.16

+0.45

Sortino ratio

Return per unit of downside risk

0.96

0.34

+0.62

Omega ratio

Gain probability vs. loss probability

1.14

1.05

+0.09

Calmar ratio

Return relative to maximum drawdown

0.74

0.24

+0.50

Martin ratio

Return relative to average drawdown

3.21

0.53

+2.67

NUGIX vs. JQC - Sharpe Ratio Comparison

The current NUGIX Sharpe Ratio is 0.61, which is higher than the JQC Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of NUGIX 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.


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Sharpe Ratios by Period


NUGIXJQCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.16

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.38

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.36

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.23

+0.39

Correlation

The correlation between NUGIX and JQC is 0.36, 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

NUGIX vs. JQC - Dividend Comparison

NUGIX's dividend yield for the trailing twelve months is around 11.98%, less than JQC's 13.21% yield.


TTM20252024202320222021202020192018201720162015
NUGIX
Nuveen Global Dividend Growth Fund
11.98%11.74%7.84%1.53%4.27%7.70%1.86%3.76%4.98%15.70%2.02%1.95%
JQC
Nuveen Credit Strategies Income Fund
13.21%12.91%11.39%11.42%9.71%10.03%16.11%16.14%6.53%7.42%6.99%7.51%

Drawdowns

NUGIX vs. JQC - Drawdown Comparison

The maximum NUGIX drawdown since its inception was -33.65%, smaller than the maximum JQC drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for NUGIX and JQC.


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Drawdown Indicators


NUGIXJQCDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-75.18%

+41.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-10.15%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

-19.83%

-1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-47.99%

+14.34%

Current Drawdown

Current decline from peak

-8.57%

-5.90%

-2.67%

Average Drawdown

Average peak-to-trough decline

-3.57%

-8.84%

+5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

4.71%

-2.22%

Volatility

NUGIX vs. JQC - Volatility Comparison

The current volatility for Nuveen Global Dividend Growth Fund (NUGIX) is 4.16%, while Nuveen Credit Strategies Income Fund (JQC) has a volatility of 6.14%. This indicates that NUGIX 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.


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Volatility by Period


NUGIXJQCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

6.14%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

9.33%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.01%

15.55%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

13.12%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.48%

17.56%

-2.08%