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BBIIX vs. NPV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBIIX vs. NPV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Intermediate Municipal Bond Fund (BBIIX) and Nuveen Virginia Quality Municipal Income Fund (NPV). The values are adjusted to include any dividend payments, if applicable.

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BBIIX vs. NPV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBIIX
BBH Intermediate Municipal Bond Fund
-0.31%5.45%2.43%6.09%-6.45%0.01%5.01%6.72%1.85%6.15%
NPV
Nuveen Virginia Quality Municipal Income Fund
4.12%-5.91%24.61%0.42%-31.53%10.93%13.15%29.60%-4.42%3.20%

Returns By Period

In the year-to-date period, BBIIX achieves a -0.31% return, which is significantly lower than NPV's 4.12% return. Over the past 10 years, BBIIX has outperformed NPV with an annualized return of 2.58%, while NPV has yielded a comparatively lower 2.40% annualized return.


BBIIX

1D
0.10%
1M
-2.37%
YTD
-0.31%
6M
1.18%
1Y
4.58%
3Y*
3.68%
5Y*
1.50%
10Y*
2.58%

NPV

1D
1.34%
1M
-2.61%
YTD
4.12%
6M
1.08%
1Y
2.00%
3Y*
5.94%
5Y*
-1.81%
10Y*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBIIX vs. NPV - Expense Ratio Comparison

BBIIX has a 0.46% expense ratio, which is lower than NPV's 1.51% expense ratio.


Return for Risk

BBIIX vs. NPV — Risk / Return Rank

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

BBIIX
BBIIX Risk / Return Rank: 7676
Overall Rank
BBIIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BBIIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
BBIIX Omega Ratio Rank: 9292
Omega Ratio Rank
BBIIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
BBIIX Martin Ratio Rank: 6262
Martin Ratio Rank

NPV
NPV Risk / Return Rank: 88
Overall Rank
NPV Sharpe Ratio Rank: 99
Sharpe Ratio Rank
NPV Sortino Ratio Rank: 88
Sortino Ratio Rank
NPV Omega Ratio Rank: 88
Omega Ratio Rank
NPV Calmar Ratio Rank: 99
Calmar Ratio Rank
NPV Martin Ratio Rank: 88
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.

BBIIX vs. NPV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Intermediate Municipal Bond Fund (BBIIX) and Nuveen Virginia Quality Municipal Income Fund (NPV). 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.


BBIIXNPVDifference

Sharpe ratio

Return per unit of total volatility

1.49

0.22

+1.27

Sortino ratio

Return per unit of downside risk

2.02

0.36

+1.67

Omega ratio

Gain probability vs. loss probability

1.44

1.05

+0.39

Calmar ratio

Return relative to maximum drawdown

1.53

0.16

+1.38

Martin ratio

Return relative to average drawdown

5.92

0.37

+5.55

BBIIX vs. NPV - Sharpe Ratio Comparison

The current BBIIX Sharpe Ratio is 1.49, which is higher than the NPV Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of BBIIX and NPV, 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


BBIIXNPVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.22

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

-0.13

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.18

+0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.28

+0.58

Correlation

The correlation between BBIIX and NPV is 0.32, 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

BBIIX vs. NPV - Dividend Comparison

BBIIX's dividend yield for the trailing twelve months is around 3.30%, less than NPV's 7.19% yield.


TTM20252024202320222021202020192018201720162015
BBIIX
BBH Intermediate Municipal Bond Fund
3.30%3.60%3.67%3.09%1.52%1.20%1.64%2.69%2.20%3.64%3.31%2.00%
NPV
Nuveen Virginia Quality Municipal Income Fund
7.19%7.55%5.63%3.89%5.08%3.42%3.49%3.58%4.62%4.40%4.87%5.25%

Drawdowns

BBIIX vs. NPV - Drawdown Comparison

The maximum BBIIX drawdown since its inception was -11.53%, smaller than the maximum NPV drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for BBIIX and NPV.


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Drawdown Indicators


BBIIXNPVDifference

Max Drawdown

Largest peak-to-trough decline

-11.53%

-44.25%

+32.72%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-9.07%

+5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-11.53%

-44.25%

+32.72%

Max Drawdown (10Y)

Largest decline over 10 years

-11.53%

-44.25%

+32.72%

Current Drawdown

Current decline from peak

-2.37%

-17.90%

+15.53%

Average Drawdown

Average peak-to-trough decline

-1.70%

-10.15%

+8.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

3.77%

-2.89%

Volatility

BBIIX vs. NPV - Volatility Comparison

The current volatility for BBH Intermediate Municipal Bond Fund (BBIIX) is 0.91%, while Nuveen Virginia Quality Municipal Income Fund (NPV) has a volatility of 2.43%. This indicates that BBIIX experiences smaller price fluctuations and is considered to be less risky than NPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBIIXNPVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

2.43%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

5.20%

-3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

3.50%

9.05%

-5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.03%

13.52%

-10.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

13.19%

-9.95%