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DHMBX vs. NVHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHMBX vs. NVHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon High Yield Municipal Bond Fund (DHMBX) and Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX). The values are adjusted to include any dividend payments, if applicable.

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DHMBX vs. NVHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHMBX
BNY Mellon High Yield Municipal Bond Fund
-0.39%2.64%4.41%6.50%-17.25%5.58%2.85%10.76%1.64%12.78%
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
-0.04%2.43%6.88%3.54%-6.73%8.44%-0.10%8.27%3.47%8.17%

Returns By Period

In the year-to-date period, DHMBX achieves a -0.39% return, which is significantly lower than NVHIX's -0.04% return. Over the past 10 years, DHMBX has underperformed NVHIX with an annualized return of 2.36%, while NVHIX has yielded a comparatively higher 3.17% annualized return.


DHMBX

1D
0.19%
1M
-3.14%
YTD
-0.39%
6M
1.31%
1Y
2.43%
3Y*
3.52%
5Y*
-0.37%
10Y*
2.36%

NVHIX

1D
0.00%
1M
-1.79%
YTD
-0.04%
6M
0.91%
1Y
1.94%
3Y*
3.86%
5Y*
2.17%
10Y*
3.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHMBX vs. NVHIX - Expense Ratio Comparison

DHMBX has a 0.69% expense ratio, which is higher than NVHIX's 0.55% expense ratio.


Return for Risk

DHMBX vs. NVHIX — Risk / Return Rank

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

DHMBX
DHMBX Risk / Return Rank: 1616
Overall Rank
DHMBX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DHMBX Sortino Ratio Rank: 1313
Sortino Ratio Rank
DHMBX Omega Ratio Rank: 2121
Omega Ratio Rank
DHMBX Calmar Ratio Rank: 1717
Calmar Ratio Rank
DHMBX Martin Ratio Rank: 1414
Martin Ratio Rank

NVHIX
NVHIX Risk / Return Rank: 2828
Overall Rank
NVHIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NVHIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
NVHIX Omega Ratio Rank: 4545
Omega Ratio Rank
NVHIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
NVHIX Martin Ratio Rank: 1919
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.

DHMBX vs. NVHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon High Yield Municipal Bond Fund (DHMBX) and Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX). 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.


DHMBXNVHIXDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.67

-0.24

Sortino ratio

Return per unit of downside risk

0.61

0.92

-0.31

Omega ratio

Gain probability vs. loss probability

1.13

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

0.51

0.68

-0.17

Martin ratio

Return relative to average drawdown

1.33

2.00

-0.67

DHMBX vs. NVHIX - Sharpe Ratio Comparison

The current DHMBX Sharpe Ratio is 0.43, which is lower than the NVHIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of DHMBX and NVHIX, 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


DHMBXNVHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.67

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.66

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.92

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.08

-0.39

Correlation

The correlation between DHMBX and NVHIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DHMBX vs. NVHIX - Dividend Comparison

DHMBX's dividend yield for the trailing twelve months is around 4.08%, less than NVHIX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
DHMBX
BNY Mellon High Yield Municipal Bond Fund
4.08%5.37%3.96%3.13%3.09%2.47%3.46%4.19%4.13%3.66%4.95%4.50%
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
4.70%5.15%4.36%4.41%3.84%3.43%3.90%4.03%3.90%3.78%3.62%3.55%

Drawdowns

DHMBX vs. NVHIX - Drawdown Comparison

The maximum DHMBX drawdown since its inception was -27.66%, which is greater than NVHIX's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for DHMBX and NVHIX.


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Drawdown Indicators


DHMBXNVHIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.66%

-13.54%

-14.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-3.63%

-3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-22.90%

-10.54%

-12.36%

Max Drawdown (10Y)

Largest decline over 10 years

-22.90%

-13.54%

-9.36%

Current Drawdown

Current decline from peak

-6.30%

-1.79%

-4.51%

Average Drawdown

Average peak-to-trough decline

-4.88%

-2.06%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

1.25%

+1.65%

Volatility

DHMBX vs. NVHIX - Volatility Comparison

BNY Mellon High Yield Municipal Bond Fund (DHMBX) has a higher volatility of 1.39% compared to Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX) at 0.63%. This indicates that DHMBX's price experiences larger fluctuations and is considered to be riskier than NVHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHMBXNVHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

0.63%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

1.43%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

7.88%

3.77%

+4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.11%

3.32%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.04%

3.47%

+2.57%