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ISIN
US67065Q5586
CUSIP
67065Q558
Issuer
Nuveen
Inception Date
Jun 30, 2016
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

NHMFX Performance Chart

Nuveen High Yield Municipal Bond Fund Class R6 (NHMFX) is up 3.5% since the beginning of the year. NHMFX is currently trading at $14 per share. Investors who bought $1,000 worth of NHMFX shares 5 years ago would now be looking at an investment worth $1,047.


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S&P 500 Index

Returns By Period

Nuveen High Yield Municipal Bond Fund Class R6 (NHMFX) has returned 3.49% so far this year and 9.86% over the past 12 months.


Nuveen High Yield Municipal Bond Fund Class R6

1D
0.07%
1M
2.53%
YTD
3.49%
6M
4.62%
1Y
9.86%
3Y*
4.69%
5Y*
0.93%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NHMFX Monthly Returns History

Based on dividend-adjusted daily data since Jul 5, 2016, NHMFX's average daily return is +0.01%, while the average monthly return is +0.31%. At this rate, an investment would double in approximately 18.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +10.1%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, NHMFX closed higher 45% of trading days. The best single day was Mar 25, 2020 with a return of +5.6%, while the worst single day was Mar 19, 2020 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.62%2.01%-2.42%1.83%1.04%0.42%3.49%
20250.45%1.53%-2.06%-1.74%-0.86%0.63%-2.08%1.09%4.64%1.45%0.20%0.12%3.21%
20240.52%1.19%0.65%-1.49%1.81%2.86%0.63%0.76%-1.00%-1.61%2.75%-1.81%5.23%
20234.56%-3.60%2.29%0.40%-0.18%0.01%0.21%-2.01%-4.11%-3.36%10.11%3.09%6.74%
2022-2.80%-0.94%-3.56%-4.65%2.49%-5.95%5.65%-2.34%-8.32%-1.39%7.74%-0.79%-14.90%
20211.87%-0.82%1.57%1.70%1.62%1.55%0.72%-0.15%-0.64%0.05%1.98%0.11%9.94%

Benchmark Metrics

Nuveen High Yield Municipal Bond Fund Class R6 has an annualized alpha of 2.73%, beta of 0.06, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since July 05, 2016.

  • This fund participated in 38.32% of S&P 500 Index downside but only 25.69% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.06 may look defensive, but with R2 of 0.03 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.03 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.73%
Beta
0.06
0.03
Upside Capture
25.69%
Downside Capture
38.32%

Expense Ratio

NHMFX has an expense ratio of 0.69%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NHMFX ranks 67 for risk / return — better than 67% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


NHMFX Risk / Return Rank: 6767
Overall Rank
NHMFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NHMFX Sortino Ratio Rank: 8282
Sortino Ratio Rank
NHMFX Omega Ratio Rank: 8383
Omega Ratio Rank
NHMFX Calmar Ratio Rank: 5757
Calmar Ratio Rank
NHMFX Martin Ratio Rank: 4141
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Nuveen High Yield Municipal Bond Fund Class R6 (NHMFX) and compare them to S&P 500 Index.

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.


NHMFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.51

1.37

+0.14

Calmar ratioReturn relative to maximum drawdown

2.78

2.78

0.00

Martin ratioReturn relative to average drawdown

8.33

12.44

-4.11

Dividends

Dividend History

Nuveen High Yield Municipal Bond Fund Class R6 provided a 6.12% dividend yield over the last twelve months, with an annual payout of $0.88 per share.


3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.80$1.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.88$0.94$0.79$1.04$0.85$0.87$0.89$0.91$0.92$0.94$0.42

Dividend yield

6.12%6.59%5.35%6.99%5.68%4.71%5.05%5.03%5.46%5.37%2.52%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen High Yield Municipal Bond Fund Class R6. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.07$0.07$0.07$0.07$0.07$0.00$0.34
2025$0.07$0.07$0.13$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.14$0.94
2024$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.79
2023$0.07$0.07$0.07$0.07$0.14$0.07$0.07$0.07$0.14$0.07$0.13$0.07$1.04
2022$0.07$0.07$0.07$0.07$0.07$0.07$0.00$0.14$0.00$0.14$0.07$0.07$0.85
2021$0.00$0.07$0.15$0.07$0.07$0.07$0.07$0.07$0.07$0.00$0.14$0.07$0.87

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Nuveen High Yield Municipal Bond Fund Class R6. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Nuveen High Yield Municipal Bond Fund Class R6 was 22.25%, occurring on Mar 23, 2020. Recovery took 217 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-22.25%Mar 2020
21d10mo 15d
11mo 6dMar 2020 - Feb 2021
Bear market2022
-21.55%Oct 2022
9mo 24d3y 3mo
4y 1moJan 2022 - Feb 2026
2016 pullback2016
-8.37%Dec 2016
3mo 8d7mo 21d
10mo 29dAug 2016 - Jul 2017
2026 pullback2026
-3.58%Mar 2026
25d2mo 3d
2mo 28dMar 2026 - May 2026
Rate-hike selloffLate 2018
-2.41%Nov 2018
2mo 16d2mo 13d
4mo 29dSep 2018 - Jan 2019

Drawdown Indicators


NHMFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.25%

-56.78%

+34.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.58%

-9.10%

+5.52%

Max Drawdown (3Y)

Largest decline over 3 years

-10.66%

-18.90%

+8.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-25.43%

+3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-4.84%

-10.71%

+5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

2.03%

-0.84%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with NHMFX

Add Nuveen High Yield Municipal Bond Fund Class R6 to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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