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BATEX vs. NMHIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BATEX vs. NMHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Allocation Target Shares Series E Portfolio (BATEX) and Neuberger Berman Municipal High Income Fund (NMHIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BATEX

1D
0.00%
1M
1.21%
6M
3.25%
YTD
3.87%
1Y
8.76%
3Y*
5.65%
5Y*
0.61%
10Y*
3.00%

NMHIX

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BATEX vs. NMHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BATEX
BlackRock Allocation Target Shares Series E Portfolio
3.87%3.22%4.74%6.45%-14.23%8.28%5.77%10.92%1.75%8.76%
NMHIX
Neuberger Berman Municipal High Income Fund
0.48%3.56%6.27%4.34%-14.26%4.90%4.04%8.28%2.19%8.75%

Correlation

The correlation between BATEX and NMHIX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.78

The correlation between BATEX and NMHIX has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.

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Return for Risk

BATEX vs. NMHIX — Risk / Return Rank

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

BATEX
BATEX Risk / Return Rank: 8080
Overall Rank
BATEX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BATEX Sortino Ratio Rank: 8787
Sortino Ratio Rank
BATEX Omega Ratio Rank: 8989
Omega Ratio Rank
BATEX Calmar Ratio Rank: 7676
Calmar Ratio Rank
BATEX Martin Ratio Rank: 6262
Martin Ratio Rank

NMHIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BATEX vs. NMHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Allocation Target Shares Series E Portfolio (BATEX) and Neuberger Berman Municipal High Income Fund (NMHIX). 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.

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.


BATEXNMHIXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.52

Calmar ratioReturn relative to maximum drawdown

2.73

Martin ratioReturn relative to average drawdown

9.50

BATEX vs. NMHIX - Sharpe Ratio Comparison


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Drawdowns

BATEX vs. NMHIX - Drawdown Comparison


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Drawdown Indicators


BATEXNMHIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

Max Drawdown (10Y)

Largest decline over 10 years

-19.90%

Current Drawdown

Current decline from peak

-0.49%

Average Drawdown

Average peak-to-trough decline

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

BATEX vs. NMHIX - Volatility Comparison


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Volatility by Period


BATEXNMHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

BATEX vs. NMHIX - Expense Ratio Comparison

BATEX has a 0.11% expense ratio, which is lower than NMHIX's 0.52% expense ratio.


Dividends

BATEX vs. NMHIX - Dividend Comparison

BATEX's dividend yield for the trailing twelve months is around 5.01%, more than NMHIX's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
BATEX
BlackRock Allocation Target Shares Series E Portfolio
5.01%5.01%3.74%2.98%5.41%3.29%3.50%3.80%4.75%2.88%0.98%0.13%
NMHIX
Neuberger Berman Municipal High Income Fund
3.82%3.98%3.81%3.11%2.43%2.74%2.90%3.36%3.64%3.44%4.42%0.00%

Frequently Asked Questions


BATEX and NMHIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BATEX and NMHIX

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