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BAB vs. NVG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAB vs. NVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Taxable Municipal Bond ETF (BAB) and Nuveen AMT-Free Municipal Credit Income Fund (NVG). The values are adjusted to include any dividend payments, if applicable.

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BAB vs. NVG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAB
Invesco Taxable Municipal Bond ETF
0.13%8.30%1.03%8.67%-19.50%1.00%9.11%10.85%0.93%9.87%
NVG
Nuveen AMT-Free Municipal Credit Income Fund
-0.81%11.61%10.79%1.94%-28.47%12.14%6.40%25.63%-4.03%13.19%

Returns By Period

In the year-to-date period, BAB achieves a 0.13% return, which is significantly higher than NVG's -0.81% return. Over the past 10 years, BAB has underperformed NVG with an annualized return of 2.59%, while NVG has yielded a comparatively higher 3.74% annualized return.


BAB

1D
0.97%
1M
-2.43%
YTD
0.13%
6M
0.79%
1Y
5.22%
3Y*
4.12%
5Y*
0.02%
10Y*
2.59%

NVG

1D
2.84%
1M
-6.72%
YTD
-0.81%
6M
4.12%
1Y
7.56%
3Y*
8.43%
5Y*
-0.35%
10Y*
3.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BAB vs. NVG — Risk / Return Rank

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

BAB
BAB Risk / Return Rank: 4343
Overall Rank
BAB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BAB Sortino Ratio Rank: 4343
Sortino Ratio Rank
BAB Omega Ratio Rank: 3636
Omega Ratio Rank
BAB Calmar Ratio Rank: 5050
Calmar Ratio Rank
BAB Martin Ratio Rank: 4141
Martin Ratio Rank

NVG
NVG Risk / Return Rank: 6161
Overall Rank
NVG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NVG Sortino Ratio Rank: 5555
Sortino Ratio Rank
NVG Omega Ratio Rank: 5757
Omega Ratio Rank
NVG Calmar Ratio Rank: 6161
Calmar Ratio Rank
NVG Martin Ratio Rank: 6666
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.

BAB vs. NVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Taxable Municipal Bond ETF (BAB) and Nuveen AMT-Free Municipal Credit Income Fund (NVG). 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.


BABNVGDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.66

+0.14

Sortino ratio

Return per unit of downside risk

1.17

0.95

+0.22

Omega ratio

Gain probability vs. loss probability

1.14

1.14

0.00

Calmar ratio

Return relative to maximum drawdown

1.27

0.82

+0.45

Martin ratio

Return relative to average drawdown

3.79

2.68

+1.10

BAB vs. NVG - Sharpe Ratio Comparison

The current BAB Sharpe Ratio is 0.79, which is comparable to the NVG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of BAB and NVG, 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


BABNVGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.66

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

-0.03

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.29

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.39

+0.13

Correlation

The correlation between BAB and NVG is 0.29, 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

BAB vs. NVG - Dividend Comparison

BAB's dividend yield for the trailing twelve months is around 4.03%, less than NVG's 7.69% yield.


TTM20252024202320222021202020192018201720162015
BAB
Invesco Taxable Municipal Bond ETF
4.03%3.96%3.97%3.65%3.40%2.63%2.96%3.77%4.20%3.96%4.26%4.71%
NVG
Nuveen AMT-Free Municipal Credit Income Fund
7.69%7.49%6.74%4.45%6.18%4.69%5.24%4.94%6.07%5.67%6.17%5.46%

Drawdowns

BAB vs. NVG - Drawdown Comparison

The maximum BAB drawdown since its inception was -27.80%, smaller than the maximum NVG drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for BAB and NVG.


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Drawdown Indicators


BABNVGDifference

Max Drawdown

Largest peak-to-trough decline

-27.80%

-41.72%

+13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-10.44%

+5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-40.58%

+15.63%

Max Drawdown (10Y)

Largest decline over 10 years

-27.80%

-40.58%

+12.78%

Current Drawdown

Current decline from peak

-5.64%

-10.57%

+4.93%

Average Drawdown

Average peak-to-trough decline

-5.30%

-7.92%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

3.18%

-1.68%

Volatility

BAB vs. NVG - Volatility Comparison

The current volatility for Invesco Taxable Municipal Bond ETF (BAB) is 2.16%, while Nuveen AMT-Free Municipal Credit Income Fund (NVG) has a volatility of 5.12%. This indicates that BAB experiences smaller price fluctuations and is considered to be less risky than NVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BABNVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

5.12%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

7.38%

-3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

6.62%

11.58%

-4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

12.88%

-4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.70%

12.79%

-3.09%