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 0.68%/yr vs -3.39%/yr for NPCT. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
RCS vs. NPCT - Performance Comparison
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Returns By Period
In the year-to-date period, RCS achieves a -0.92% return, which is significantly lower than NPCT's 2.50% return.
RCS
- 1D
- 1.55%
- 1M
- -4.00%
- 6M
- -8.30%
- YTD
- -0.92%
- 1Y
- -19.96%
- 3Y*
- 6.69%
- 5Y*
- 0.68%
- 10Y*
- 2.85%
- ALL TIME*
- 6.17%
NPCT
- 1D
- 0.72%
- 1M
- -2.10%
- 6M
- -0.54%
- YTD
- 2.50%
- 1Y
- 0.19%
- 3Y*
- 11.89%
- 5Y*
- -3.39%
- 10Y*
- —
- ALL TIME*
- -3.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.09M | $1.14M | $1.20M | |
| $707.45K | $672.81K | $742.33K |
RCS vs. NPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RCS PIMCO Strategic Income Fund | -0.92% | -21.48% | 37.47% | 37.60% | -18.72% | -3.33% |
NPCT Nuveen Core Plus Impact Fund | 2.50% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
Correlation
The correlation between RCS and NPCT is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.01 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 0.03 | -0.64 |
| Martin ratioReturn relative to average drawdown | -0.92 | 0.06 | -0.98 |
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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% | -10.78% | -22.16% |
Max Drawdown (5Y)Largest decline over 5 years | -36.18% | -46.23% | +10.05% |
Max Drawdown (10Y)Largest decline over 10 years | -46.69% | — | — |
Current DrawdownCurrent decline from peak | -29.32% | -16.78% | -12.54% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -24.94% | +15.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.75% | 3.19% | +18.56% |
Volatility
RCS vs. NPCT - Volatility Comparison
PIMCO Strategic Income Fund (RCS) has a higher volatility of 3.44% compared to Nuveen Core Plus Impact Fund (NPCT) at 2.08%. 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 | 3.44% | 2.08% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 16.51% | 7.50% | +9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.32% | 9.25% | +15.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.23% | 13.07% | +12.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.81% | 12.95% | +12.86% |
Dividends
RCS vs. NPCT - Dividend Comparison
RCS's dividend yield for the trailing twelve months is around 9.14%, 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 | 9.14% | 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 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCS has higher volatility (3.44%) compared to NPCT (2.08%). In terms of maximum drawdown, RCS dropped -46.69% vs NPCT's -46.77%.
NPCT currently has the higher Sharpe Ratio (0.02 vs -0.83), 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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