There is but i think you need to set allowed zones first. When you have defined zones, NX will calculate the distances.
Analysis- Assembly Clearance- Clearance set - new... , -Advanced - Object zones, enter a fairly large value, larger than what you think is the zone + Assign to Objects pick one of the components. Now NX will measure the distance between this the selected component and the ones which interfere with the zone.
Interferences with component zones is called "soft interferences".
I.e , if you have a hot component, you can by using this feature verify if any other component interferes with an allowed clearance volume around the hot component.
Regards,
Tomas