TIIRX vs. JQC
TIIRX (Nuveen Core Equity Fund Class A) and JQC (Nuveen Credit Strategies Income Fund) are both mutual funds - TIIRX is a Large Cap Blend Equities fund actively managed by Nuveen, while JQC is a Bank Loan fund managed by Nuveen. Over the past 10 years, TIIRX returned 13.80%/yr vs 5.56%/yr for JQC. Their 0.43 correlation means their historical movements had little consistent relationship. TIIRX charges 0.72%/yr vs 4.34%/yr for JQC.
Performance
TIIRX vs. JQC - Performance Comparison
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Returns By Period
In the year-to-date period, TIIRX achieves a 4.93% return, which is significantly higher than JQC's 1.97% return. Over the past 10 years, TIIRX has outperformed JQC with an annualized return of 13.80%, while JQC has yielded a comparatively lower 5.56% annualized return.
TIIRX
- 1D
- 1.61%
- 1M
- -1.00%
- 6M
- 4.23%
- YTD
- 4.93%
- 1Y
- 14.01%
- 3Y*
- 17.29%
- 5Y*
- 11.14%
- 10Y*
- 13.80%
- ALL TIME*
- 11.14%
JQC
- 1D
- -0.21%
- 1M
- -0.42%
- 6M
- -1.83%
- YTD
- 1.97%
- 1Y
- -2.16%
- 3Y*
- 10.59%
- 5Y*
- 4.73%
- 10Y*
- 5.56%
- ALL TIME*
- 4.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.37M | $2.54M | $2.74M | |
| $0.00 | $0.00 | $0.00 |
TIIRX vs. JQC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIIRX Nuveen Core Equity Fund Class A | 4.93% | 13.66% | 28.65% | 32.52% | -22.28% | 25.15% | 20.15% | 29.82% | -7.54% | 23.56% |
JQC Nuveen Credit Strategies Income Fund | 1.97% | -0.36% | 22.29% | 15.26% | -14.22% | 13.29% | -2.96% | 21.78% | -4.33% | -0.27% |
Correlation
The correlation between TIIRX and JQC is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2006 | 0.43 |
Over the past year, the correlation between TIIRX and JQC has dropped to 0.22 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
TIIRX vs. JQC — Risk / Return Rank
TIIRX
JQC
TIIRX vs. JQC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Core Equity Fund Class A (TIIRX) 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.
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.
| TIIRX | JQC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.97 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | -0.25 | +1.37 |
| Martin ratioReturn relative to average drawdown | 4.28 | -0.47 | +4.75 |
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Drawdowns
TIIRX vs. JQC - Drawdown Comparison
The maximum TIIRX drawdown since its inception was -49.41%, smaller than the maximum JQC drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for TIIRX and JQC.
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Drawdown Indicators
| TIIRX | JQC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.41% | -75.18% | +25.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -10.15% | -0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -20.85% | -15.37% | -5.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.25% | -19.83% | -7.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -47.99% | +12.41% |
Current DrawdownCurrent decline from peak | -3.44% | -4.17% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -8.78% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 5.32% | -2.43% |
Volatility
TIIRX vs. JQC - Volatility Comparison
Nuveen Core Equity Fund Class A (TIIRX) has a higher volatility of 3.64% compared to Nuveen Credit Strategies Income Fund (JQC) at 1.47%. This indicates that TIIRX's price experiences larger fluctuations and is considered to be riskier 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
| TIIRX | JQC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 1.47% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 8.52% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.21% | 11.13% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 13.08% | +6.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 17.49% | +2.35% |
TIIRX vs. JQC - Expense Ratio Comparison
TIIRX has a 0.72% expense ratio, which is lower than JQC's 4.34% expense ratio.
Dividends
TIIRX vs. JQC - Dividend Comparison
TIIRX's dividend yield for the trailing twelve months is around 6.85%, less than JQC's 13.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JQC Nuveen Credit Strategies Income Fund | 13.14% | 12.91% | 11.39% | 11.42% | 9.71% | 10.03% | 16.11% | 16.14% | 6.53% | 7.42% | 6.99% | 7.51% |
TIIRX Nuveen Core Equity Fund Class A | 6.85% | 7.20% | 6.33% | 14.05% | 5.87% | 12.85% | 4.98% | 4.48% | 6.96% | 3.24% | 2.03% | 6.11% |
Frequently Asked Questions
TIIRX and JQC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIIRX has higher volatility (3.64%) compared to JQC (1.47%). In terms of maximum drawdown, TIIRX dropped -49.41% vs JQC's -75.18%.
TIIRX currently has the higher Sharpe Ratio (0.87 vs -0.23), 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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