RSF vs. JFR
Compare and contrast key facts about RiverNorth Capital and Income Fund (RSF) and Nuveen Floating Rate Income Fund (JFR).
RSF is managed by RiverNorth. JFR is managed by Nuveen. It was launched on Mar 24, 2004.
Performance
RSF vs. JFR - Performance Comparison
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RSF vs. JFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSF RiverNorth Capital and Income Fund | 4.23% | 4.62% | 9.26% | 9.03% | -1.62% | 27.59% | 3.10% | -12.10% | -1.41% | 5.37% |
JFR Nuveen Floating Rate Income Fund | -0.82% | -0.68% | 21.92% | 16.61% | -15.15% | 24.66% | -8.05% | 19.65% | -11.69% | 2.94% |
Returns By Period
In the year-to-date period, RSF achieves a 4.23% return, which is significantly higher than JFR's -0.82% return.
RSF
- 1D
- 0.48%
- 1M
- 2.27%
- YTD
- 4.23%
- 6M
- 4.54%
- 1Y
- 7.78%
- 3Y*
- 9.74%
- 5Y*
- 8.04%
- 10Y*
- —
JFR
- 1D
- 3.87%
- 1M
- 0.26%
- YTD
- -0.82%
- 6M
- -1.94%
- 1Y
- 0.69%
- 3Y*
- 9.60%
- 5Y*
- 5.55%
- 10Y*
- 6.13%
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RSF vs. JFR - Expense Ratio Comparison
RSF has a 6.38% expense ratio, which is higher than JFR's 0.02% expense ratio.
Return for Risk
RSF vs. JFR — Risk / Return Rank
RSF
JFR
RSF vs. JFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RiverNorth Capital and Income Fund (RSF) and Nuveen Floating Rate Income Fund (JFR). 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.
| RSF | JFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.05 | +0.81 |
Sortino ratioReturn per unit of downside risk | 1.28 | 0.16 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.03 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 0.08 | +1.79 |
Martin ratioReturn relative to average drawdown | 4.42 | 0.26 | +4.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RSF | JFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.05 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.44 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.27 | +0.16 |
Correlation
The correlation between RSF and JFR is 0.16, 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
RSF vs. JFR - Dividend Comparison
RSF's dividend yield for the trailing twelve months is around 11.21%, less than JFR's 13.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSF RiverNorth Capital and Income Fund | 11.21% | 11.30% | 10.87% | 10.85% | 11.78% | 9.52% | 11.76% | 6.92% | 8.21% | 9.22% | 1.41% | 0.00% |
JFR Nuveen Floating Rate Income Fund | 13.47% | 13.03% | 11.43% | 11.51% | 9.61% | 6.66% | 7.19% | 7.19% | 7.95% | 7.23% | 6.38% | 7.03% |
Drawdowns
RSF vs. JFR - Drawdown Comparison
The maximum RSF drawdown since its inception was -30.61%, smaller than the maximum JFR drawdown of -62.61%. Use the drawdown chart below to compare losses from any high point for RSF and JFR.
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Drawdown Indicators
| RSF | JFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.61% | -62.61% | +32.00% |
Max Drawdown (1Y)Largest decline over 1 year | -4.23% | -11.54% | +7.31% |
Max Drawdown (5Y)Largest decline over 5 years | -10.02% | -20.40% | +10.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.71% | — |
Current DrawdownCurrent decline from peak | -3.45% | -4.15% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -8.84% | +4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 3.53% | -1.74% |
Volatility
RSF vs. JFR - Volatility Comparison
RiverNorth Capital and Income Fund (RSF) has a higher volatility of 6.01% compared to Nuveen Floating Rate Income Fund (JFR) at 4.96%. This indicates that RSF's price experiences larger fluctuations and is considered to be riskier than JFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSF | JFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 4.96% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | 7.07% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 13.16% | -4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.55% | 12.73% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.32% | 16.65% | -5.33% |