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TRIRX vs. JQC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRIRX vs. JQC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Large Cap Growth Index Fund Retirement Class (TRIRX) and Nuveen Credit Strategies Income Fund (JQC). The values are adjusted to include any dividend payments, if applicable.

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TRIRX vs. JQC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRIRX
Nuveen Large Cap Growth Index Fund Retirement Class
-13.10%18.13%32.98%42.30%-29.41%27.32%38.06%35.98%-1.91%28.50%
JQC
Nuveen Credit Strategies Income Fund
0.13%-0.36%22.29%15.26%-14.22%13.29%-2.96%21.78%-4.33%-0.27%

Returns By Period

In the year-to-date period, TRIRX achieves a -13.10% return, which is significantly lower than JQC's 0.13% return. Over the past 10 years, TRIRX has outperformed JQC with an annualized return of 15.83%, while JQC has yielded a comparatively lower 6.23% annualized return.


TRIRX

1D
-0.45%
1M
-8.66%
YTD
-13.10%
6M
-12.25%
1Y
14.10%
3Y*
19.35%
5Y*
11.60%
10Y*
15.83%

JQC

1D
4.06%
1M
0.64%
YTD
0.13%
6M
-1.52%
1Y
2.50%
3Y*
10.88%
5Y*
5.01%
10Y*
6.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRIRX vs. JQC - Expense Ratio Comparison

TRIRX has a 0.30% expense ratio, which is lower than JQC's 4.34% expense ratio.


Return for Risk

TRIRX vs. JQC — Risk / Return Rank

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

TRIRX
TRIRX Risk / Return Rank: 2424
Overall Rank
TRIRX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TRIRX Sortino Ratio Rank: 2828
Sortino Ratio Rank
TRIRX Omega Ratio Rank: 2727
Omega Ratio Rank
TRIRX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TRIRX Martin Ratio Rank: 2020
Martin Ratio Rank

JQC
JQC Risk / Return Rank: 99
Overall Rank
JQC Sharpe Ratio Rank: 99
Sharpe Ratio Rank
JQC Sortino Ratio Rank: 88
Sortino Ratio Rank
JQC Omega Ratio Rank: 99
Omega Ratio Rank
JQC Calmar Ratio Rank: 1111
Calmar Ratio Rank
JQC Martin Ratio Rank: 99
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.

TRIRX vs. JQC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Large Cap Growth Index Fund Retirement Class (TRIRX) 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.


TRIRXJQCDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.16

+0.48

Sortino ratio

Return per unit of downside risk

1.08

0.34

+0.75

Omega ratio

Gain probability vs. loss probability

1.15

1.05

+0.10

Calmar ratio

Return relative to maximum drawdown

0.65

0.24

+0.41

Martin ratio

Return relative to average drawdown

2.24

0.53

+1.71

TRIRX vs. JQC - Sharpe Ratio Comparison

The current TRIRX Sharpe Ratio is 0.64, which is higher than the JQC Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of TRIRX and JQC, 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


TRIRXJQCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.16

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.38

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.36

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.23

+0.36

Correlation

The correlation between TRIRX and JQC is 0.37, 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

TRIRX vs. JQC - Dividend Comparison

TRIRX's dividend yield for the trailing twelve months is around 4.78%, less than JQC's 13.21% yield.


TTM20252024202320222021202020192018201720162015
TRIRX
Nuveen Large Cap Growth Index Fund Retirement Class
4.78%4.15%3.00%1.67%10.58%8.44%1.69%2.13%3.69%0.68%1.09%1.31%
JQC
Nuveen Credit Strategies Income Fund
13.21%12.91%11.39%11.42%9.71%10.03%16.11%16.14%6.53%7.42%6.99%7.51%

Drawdowns

TRIRX vs. JQC - Drawdown Comparison

The maximum TRIRX drawdown since its inception was -51.49%, smaller than the maximum JQC drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for TRIRX and JQC.


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Drawdown Indicators


TRIRXJQCDifference

Max Drawdown

Largest peak-to-trough decline

-51.49%

-75.18%

+23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-16.32%

-10.15%

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-32.82%

-19.83%

-12.99%

Max Drawdown (10Y)

Largest decline over 10 years

-32.82%

-47.99%

+15.17%

Current Drawdown

Current decline from peak

-16.32%

-5.90%

-10.42%

Average Drawdown

Average peak-to-trough decline

-6.92%

-8.84%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

4.71%

+0.05%

Volatility

TRIRX vs. JQC - Volatility Comparison

The current volatility for Nuveen Large Cap Growth Index Fund Retirement Class (TRIRX) is 5.34%, while Nuveen Credit Strategies Income Fund (JQC) has a volatility of 6.14%. This indicates that TRIRX experiences smaller price fluctuations and is considered to be less risky 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


TRIRXJQCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

6.14%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.81%

9.33%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

22.37%

15.55%

+6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

13.12%

+8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

17.56%

+3.46%