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EXDVX vs. NRK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXDVX vs. NRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manning & Napier Divrs Tax Exempt Series Fund (EXDVX) and Nuveen New York AMT Free Quality Municipal Income (NRK). The values are adjusted to include any dividend payments, if applicable.

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EXDVX vs. NRK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXDVX
Manning & Napier Divrs Tax Exempt Series Fund
-0.59%4.30%0.41%4.10%-5.83%0.16%5.73%5.10%0.65%2.37%
NRK
Nuveen New York AMT Free Quality Municipal Income
4.26%4.74%5.93%7.03%-21.84%6.24%4.08%21.43%-5.98%6.16%

Returns By Period

In the year-to-date period, EXDVX achieves a -0.59% return, which is significantly lower than NRK's 4.26% return. Over the past 10 years, EXDVX has underperformed NRK with an annualized return of 1.41%, while NRK has yielded a comparatively higher 2.54% annualized return.


EXDVX

1D
0.10%
1M
-1.97%
YTD
-0.59%
6M
0.60%
1Y
3.39%
3Y*
2.13%
5Y*
0.57%
10Y*
1.41%

NRK

1D
0.98%
1M
-2.09%
YTD
4.26%
6M
4.75%
1Y
8.11%
3Y*
5.97%
5Y*
0.06%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EXDVX vs. NRK - Expense Ratio Comparison

EXDVX has a 0.63% expense ratio, which is lower than NRK's 2.16% expense ratio.


Return for Risk

EXDVX vs. NRK — Risk / Return Rank

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

EXDVX
EXDVX Risk / Return Rank: 4444
Overall Rank
EXDVX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EXDVX Sortino Ratio Rank: 3636
Sortino Ratio Rank
EXDVX Omega Ratio Rank: 7878
Omega Ratio Rank
EXDVX Calmar Ratio Rank: 3131
Calmar Ratio Rank
EXDVX Martin Ratio Rank: 3535
Martin Ratio Rank

NRK
NRK Risk / Return Rank: 3333
Overall Rank
NRK Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
NRK Sortino Ratio Rank: 4444
Sortino Ratio Rank
NRK Omega Ratio Rank: 3232
Omega Ratio Rank
NRK Calmar Ratio Rank: 3131
Calmar Ratio Rank
NRK Martin Ratio Rank: 1818
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.

EXDVX vs. NRK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Divrs Tax Exempt Series Fund (EXDVX) and Nuveen New York AMT Free Quality Municipal Income (NRK). 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.


EXDVXNRKDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.96

+0.01

Sortino ratio

Return per unit of downside risk

1.31

1.49

-0.19

Omega ratio

Gain probability vs. loss probability

1.32

1.19

+0.14

Calmar ratio

Return relative to maximum drawdown

1.07

1.16

-0.09

Martin ratio

Return relative to average drawdown

4.48

2.62

+1.86

EXDVX vs. NRK - Sharpe Ratio Comparison

The current EXDVX Sharpe Ratio is 0.96, which is comparable to the NRK Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of EXDVX and NRK, 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


EXDVXNRKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.96

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.01

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.25

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.29

+0.26

Correlation

The correlation between EXDVX and NRK is 0.24, 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

EXDVX vs. NRK - Dividend Comparison

EXDVX's dividend yield for the trailing twelve months is around 2.18%, less than NRK's 8.03% yield.


TTM20252024202320222021202020192018201720162015
EXDVX
Manning & Napier Divrs Tax Exempt Series Fund
2.18%2.26%1.87%1.67%0.61%6.02%1.69%2.81%1.38%1.25%1.10%0.86%
NRK
Nuveen New York AMT Free Quality Municipal Income
8.03%8.21%6.74%4.06%5.41%4.18%4.15%3.98%4.68%4.85%5.37%5.44%

Drawdowns

EXDVX vs. NRK - Drawdown Comparison

The maximum EXDVX drawdown since its inception was -12.74%, smaller than the maximum NRK drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for EXDVX and NRK.


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Drawdown Indicators


EXDVXNRKDifference

Max Drawdown

Largest peak-to-trough decline

-12.74%

-40.18%

+27.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-7.55%

+4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-9.29%

-31.06%

+21.77%

Max Drawdown (10Y)

Largest decline over 10 years

-9.29%

-31.06%

+21.77%

Current Drawdown

Current decline from peak

-2.16%

-5.91%

+3.75%

Average Drawdown

Average peak-to-trough decline

-2.19%

-8.22%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

3.33%

-2.48%

Volatility

EXDVX vs. NRK - Volatility Comparison

The current volatility for Manning & Napier Divrs Tax Exempt Series Fund (EXDVX) is 0.81%, while Nuveen New York AMT Free Quality Municipal Income (NRK) has a volatility of 3.50%. This indicates that EXDVX experiences smaller price fluctuations and is considered to be less risky than NRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXDVXNRKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

3.50%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

5.50%

-4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

8.54%

-4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

9.76%

-7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.96%

10.28%

-7.32%