RCS vs. NPCT
RCS (PIMCO Strategic Income Fund) and NPCT (Nuveen Core Plus Impact Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, RCS returned 2.02%/yr vs -3.39%/yr for NPCT. At a 0.31 correlation, their price movements are largely independent.
Performance
RCS vs. NPCT - Performance Comparison
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Returns By Period
In the year-to-date period, RCS achieves a -0.54% return, which is significantly lower than NPCT's 3.14% return.
RCS
- 1D
- -1.31%
- 1M
- -2.76%
- 6M
- -11.50%
- YTD
- -0.54%
- 1Y
- -19.55%
- 3Y*
- 7.02%
- 5Y*
- 2.02%
- 10Y*
- 2.71%
NPCT
- 1D
- -0.70%
- 1M
- 0.20%
- 6M
- 2.64%
- YTD
- 3.14%
- 1Y
- -0.92%
- 3Y*
- 11.38%
- 5Y*
- -3.39%
- 10Y*
- —
RCS vs. NPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RCS PIMCO Strategic Income Fund | -0.54% | -21.48% | 37.47% | 37.60% | -18.72% | -3.33% |
NPCT Nuveen Core Plus Impact Fund | 3.14% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
Correlation
The correlation between RCS and NPCT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021 | 0.31 |
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Return for Risk
RCS vs. NPCT — Risk / Return Rank
RCS
NPCT
RCS vs. NPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Strategic Income Fund (RCS) and Nuveen Core Plus Impact Fund (NPCT). 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.
| RCS | NPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.99 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | -0.14 | -0.46 |
| Martin ratioReturn relative to average drawdown | -0.96 | -0.31 | -0.65 |
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Drawdowns
RCS vs. NPCT - Drawdown Comparison
The maximum RCS drawdown since its inception was -46.69%, roughly equal to the maximum NPCT drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for RCS and NPCT.
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Drawdown Indicators
| RCS | NPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -46.77% | +0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -32.94% | -6.79% | -26.15% |
Max Drawdown (3Y)Largest decline over 3 years | -32.94% | -12.59% | -20.35% |
Max Drawdown (5Y)Largest decline over 5 years | -36.18% | -46.77% | +10.59% |
Max Drawdown (10Y)Largest decline over 10 years | -46.69% | — | — |
Current DrawdownCurrent decline from peak | -29.05% | -16.26% | -12.79% |
Average DrawdownAverage peak-to-trough decline | -9.44% | -25.03% | +15.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.48% | 3.01% | +17.47% |
Volatility
RCS vs. NPCT - Volatility Comparison
PIMCO Strategic Income Fund (RCS) has a higher volatility of 5.49% compared to Nuveen Core Plus Impact Fund (NPCT) at 2.44%. This indicates that RCS's price experiences larger fluctuations and is considered to be riskier than NPCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RCS | NPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 2.44% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 17.01% | 7.48% | +9.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.23% | 9.79% | +14.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.23% | 13.10% | +12.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.84% | 13.00% | +12.84% |
Dividends
RCS vs. NPCT - Dividend Comparison
RCS's dividend yield for the trailing twelve months is around 9.11%, less than NPCT's 12.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NPCT Nuveen Core Plus Impact Fund | 12.31% | 13.15% | 12.20% | 10.28% | 11.93% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RCS PIMCO Strategic Income Fund | 9.11% | 8.62% | 8.03% | 10.07% | 12.39% | 9.01% | 9.57% | 8.44% | 8.93% | 9.50% | 10.92% | 11.17% |
Frequently Asked Questions
RCS and NPCT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCS has higher volatility (5.49%) compared to NPCT (2.44%). In terms of maximum drawdown, RCS dropped -46.69% vs NPCT's -46.77%.
NPCT currently has the higher Sharpe Ratio (-0.09 vs -0.81), 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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