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RFCYX vs. NPCT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFCYX vs. NPCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Strategic Bond Fund (RFCYX) and Nuveen Core Plus Impact Fund (NPCT). The values are adjusted to include any dividend payments, if applicable.

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RFCYX vs. NPCT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RFCYX
Russell Investments Strategic Bond Fund
-0.30%7.55%1.11%4.92%-14.07%1.12%
NPCT
Nuveen Core Plus Impact Fund
2.93%9.87%17.23%7.78%-37.50%-4.98%

Returns By Period

In the year-to-date period, RFCYX achieves a -0.30% return, which is significantly lower than NPCT's 2.93% return.


RFCYX

1D
0.22%
1M
-1.66%
YTD
-0.30%
6M
0.52%
1Y
3.76%
3Y*
3.40%
5Y*
-0.12%
10Y*
1.78%

NPCT

1D
-0.10%
1M
-3.25%
YTD
2.93%
6M
-1.52%
1Y
7.52%
3Y*
12.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFCYX vs. NPCT - Expense Ratio Comparison

RFCYX has a 0.45% expense ratio, which is lower than NPCT's 5.08% expense ratio.


Return for Risk

RFCYX vs. NPCT — Risk / Return Rank

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

RFCYX
RFCYX Risk / Return Rank: 3737
Overall Rank
RFCYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
RFCYX Sortino Ratio Rank: 4040
Sortino Ratio Rank
RFCYX Omega Ratio Rank: 2929
Omega Ratio Rank
RFCYX Calmar Ratio Rank: 4444
Calmar Ratio Rank
RFCYX Martin Ratio Rank: 3131
Martin Ratio Rank

NPCT
NPCT Risk / Return Rank: 1919
Overall Rank
NPCT Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NPCT Sortino Ratio Rank: 1818
Sortino Ratio Rank
NPCT Omega Ratio Rank: 1717
Omega Ratio Rank
NPCT Calmar Ratio Rank: 2626
Calmar Ratio Rank
NPCT Martin Ratio Rank: 1717
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.

RFCYX vs. NPCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Strategic Bond Fund (RFCYX) 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.


RFCYXNPCTDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.63

+0.34

Sortino ratio

Return per unit of downside risk

1.41

0.98

+0.43

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

1.41

1.03

+0.38

Martin ratio

Return relative to average drawdown

4.27

2.58

+1.69

RFCYX vs. NPCT - Sharpe Ratio Comparison

The current RFCYX Sharpe Ratio is 0.97, which is higher than the NPCT Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of RFCYX and NPCT, 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


RFCYXNPCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.63

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

-0.25

+1.00

Correlation

The correlation between RFCYX and NPCT is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RFCYX vs. NPCT - Dividend Comparison

RFCYX's dividend yield for the trailing twelve months is around 5.20%, less than NPCT's 12.56% yield.


TTM20252024202320222021202020192018201720162015
RFCYX
Russell Investments Strategic Bond Fund
5.20%5.18%4.89%2.77%2.77%2.13%7.15%3.70%2.41%1.29%4.92%4.06%
NPCT
Nuveen Core Plus Impact Fund
12.56%13.15%12.20%10.28%11.93%3.94%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RFCYX vs. NPCT - Drawdown Comparison

The maximum RFCYX drawdown since its inception was -19.34%, smaller than the maximum NPCT drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for RFCYX and NPCT.


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Drawdown Indicators


RFCYXNPCTDifference

Max Drawdown

Largest peak-to-trough decline

-19.34%

-46.77%

+27.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-7.30%

+4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.34%

Max Drawdown (10Y)

Largest decline over 10 years

-19.34%

Current Drawdown

Current decline from peak

-4.19%

-16.44%

+12.25%

Average Drawdown

Average peak-to-trough decline

-3.38%

-25.60%

+22.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

2.91%

-1.90%

Volatility

RFCYX vs. NPCT - Volatility Comparison

The current volatility for Russell Investments Strategic Bond Fund (RFCYX) is 1.57%, while Nuveen Core Plus Impact Fund (NPCT) has a volatility of 4.85%. This indicates that RFCYX experiences smaller price fluctuations and is considered to be less risky 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


RFCYXNPCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

4.85%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

6.52%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

11.93%

-7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.94%

13.15%

-7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

13.15%

-8.16%