JLS vs IGI

Comparison between Nuveen Mortgage and Income Fund (JLS, ETF) and Western Asset Investment Grade Defined Opportunity Trust Inc (IGI, ETF).

5-Year PerformanceJLS has outperformed IGI, delivering a return of +5.3% compared to -1.2%

JLS vs IGI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JLS(ETF)	IGI(ETF)
Net Assets	$104M	$104M
Max Drawdown	51.18%	37.46%
Sharpe Ratio	0.50	-0.15
5Y Beta	0.17	0.13
5Y Dividends CAGR	18.31%	2.61%

Net Assets

JLS

$104M

IGI

$104M

Max Drawdown

JLS

51.18%

Winner

IGI

37.46%

Sharpe Ratio

Winner

JLS

0.50

IGI

-0.15

5Y Beta

JLS

0.17

Winner

IGI

0.13

5Y Dividends CAGR

Winner

JLS

18.31%

IGI

2.61%

JLS vs IGI - Historical Returns

Returns include dividend reinvestment.

Period	JLS	IGI
1 month	-2.51%	-0.24%
3 months	+0.05%	-0.78%
6 months	+0.62%	-0.46%
1 year	+7.89%	+2.38%
5 years(CAGR)	+5.28%	-1.18%
10 years(CAGR)	+5.74%	+1.74%
Max(CAGR)	+6.26%	+4.09%

JLS

-2.51%

Winner

IGI

-0.24%

Winner

JLS

+0.05%

IGI

-0.78%

Winner

JLS

+0.62%

IGI

-0.46%

Winner

JLS

+7.89%

IGI

+2.38%

5Y(CAGR)

Winner

JLS

+5.28%

IGI

-1.18%

10Y(CAGR)

Winner

JLS

+5.74%

IGI

+1.74%

Max(CAGR)

Winner

JLS

+6.26%

IGI

+4.09%

JLS vs IGI - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	JLS	IGI
2026	+2.28%	-1.01%
2025	+10.68%	+6.25%
2024	+17.77%	-2.08%
2023	+15.34%	+8.33%
2022	-17.75%	-21.47%
2021	+12.20%	+1.86%
2020	-5.36%	+2.02%
2019	+4.30%	+30.79%
2018	-0.52%	-10.67%
2017	+17.60%	+17.39%
2016	+13.96%	+7.25%
2015	+4.93%	+2.91%
2014	+6.40%	+11.47%
2013	-7.06%	-7.47%
2012	+42.96%	+11.77%
2011	-11.61%	+16.98%
2010	+10.36%	+7.42%
2009	-0.04%	+1.53%

JLS vs IGI Drawdown Comparison

The maximum drawdown for JLS was -35.17%, occurring on Mar 26, 2020. Recovery took 390 trading sessions.

The maximum drawdown for IGI was -31.83%, occurring on Sep 30, 2022. This drawdown has not yet recovered.

The current JLS drawdown is -3.73%. The current IGI drawdown is -14.50%.

Rank	JLS	IGI
#1	-35.17% Jan 24, 2020 - Aug 11, 2021	-31.83% Sep 21, 2021 - Sep 30, 2022
#2	-23.51% Oct 28, 2021 - Mar 11, 2024	-29.54% Jan 10, 2020 - Jun 16, 2020
#3	-20.88% Apr 1, 2013 - Jul 6, 2016	-20.24% Dec 29, 2017 - Jun 7, 2019
#4	-17.47% Mar 4, 2011 - Feb 17, 2012	-18.01% Jan 10, 2013 - Dec 30, 2014
#5	-9.28% Mar 10, 2025 - Jun 24, 2025	-13.15% Sep 27, 2016 - Aug 1, 2017
#6	-7.28% Oct 3, 2012 - Dec 6, 2012	-12.89% Aug 14, 2020 - Sep 13, 2021
#7	-6.69% Dec 21, 2009 - Sep 8, 2010	-11.87% Oct 20, 2010 - Jun 1, 2011
#8	-5.33% Feb 13, 2026 - Apr 8, 2026	-10.70% Oct 9, 2012 - Dec 21, 2012
#9	-5.25% Nov 27, 2018 - Feb 13, 2019	-9.94% Aug 19, 2011 - Dec 16, 2011
#10	-4.91% Dec 12, 2024 - Feb 4, 2025	-8.13% Jan 23, 2012 - May 31, 2012
#11	-4.01% Nov 12, 2010 - Dec 23, 2010	-7.92% Dec 1, 2015 - Mar 31, 2016
#12	-3.98% Sep 30, 2019 - Jan 24, 2020	-6.19% Jun 17, 2020 - Jul 24, 2020
#13	-3.95% Dec 29, 2017 - Aug 14, 2018	-6.09% Aug 3, 2009 - Dec 2, 2009
#14	-3.88% Dec 7, 2012 - Jan 4, 2013	-5.90% May 1, 2015 - Oct 2, 2015
#15	-3.82% Sep 2, 2016 - Nov 25, 2016	-5.72% Aug 1, 2017 - Dec 20, 2017

Correlation

Correlation between JLS and IGI is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2009 - 2026)

JLS vs IGI dividend yield comparison.

Year	JLS	IGI
2026	4.31%	2.22%
2025	10.13%	5.16%
2024	9.91%	5.19%
2023	9.29%	4.59%
2022	6.56%	4.90%
2021	4.61%	3.65%
2020	4.94%	3.78%
2019	6.20%	4.42%
2018	9.31%	5.50%
2017	13.44%	4.64%
2016	7.11%	5.83%
2015	6.68%	5.95%
2014	6.68%	5.71%
2013	12.20%	7.47%
2012	7.60%	5.72%
2011	10.17%	6.36%
2010	7.70%	6.44%
2009	0.00%	2.64%