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FARCX vs. FLAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FARCX vs. FLAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Real Estate Securities Fund (FARCX) and Nuveen All-American Municipal Bond Fund (FLAAX). The values are adjusted to include any dividend payments, if applicable.

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FARCX vs. FLAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FARCX
Nuveen Real Estate Securities Fund
2.69%2.56%6.04%11.55%-24.57%41.57%-6.14%25.63%-5.57%5.67%
FLAAX
Nuveen All-American Municipal Bond Fund
-0.81%2.78%2.58%6.52%-16.29%3.89%5.64%9.03%0.50%8.03%

Returns By Period

In the year-to-date period, FARCX achieves a 2.69% return, which is significantly higher than FLAAX's -0.81% return. Over the past 10 years, FARCX has outperformed FLAAX with an annualized return of 4.78%, while FLAAX has yielded a comparatively lower 1.77% annualized return.


FARCX

1D
0.27%
1M
-7.18%
YTD
2.69%
6M
2.07%
1Y
3.76%
3Y*
6.66%
5Y*
4.44%
10Y*
4.78%

FLAAX

1D
0.20%
1M
-2.87%
YTD
-0.81%
6M
0.56%
1Y
2.33%
3Y*
2.78%
5Y*
-0.65%
10Y*
1.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FARCX vs. FLAAX - Expense Ratio Comparison

FARCX has a 0.97% expense ratio, which is higher than FLAAX's 0.66% expense ratio.


Return for Risk

FARCX vs. FLAAX — Risk / Return Rank

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

FARCX
FARCX Risk / Return Rank: 1313
Overall Rank
FARCX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FARCX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FARCX Omega Ratio Rank: 1111
Omega Ratio Rank
FARCX Calmar Ratio Rank: 1313
Calmar Ratio Rank
FARCX Martin Ratio Rank: 1616
Martin Ratio Rank

FLAAX
FLAAX Risk / Return Rank: 2020
Overall Rank
FLAAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FLAAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FLAAX Omega Ratio Rank: 2929
Omega Ratio Rank
FLAAX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FLAAX Martin Ratio Rank: 1616
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.

FARCX vs. FLAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Securities Fund (FARCX) and Nuveen All-American Municipal Bond Fund (FLAAX). 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.


FARCXFLAAXDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.56

-0.27

Sortino ratio

Return per unit of downside risk

0.52

0.77

-0.25

Omega ratio

Gain probability vs. loss probability

1.07

1.15

-0.08

Calmar ratio

Return relative to maximum drawdown

0.36

0.56

-0.20

Martin ratio

Return relative to average drawdown

1.51

1.61

-0.10

FARCX vs. FLAAX - Sharpe Ratio Comparison

The current FARCX Sharpe Ratio is 0.30, which is lower than the FLAAX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FARCX and FLAAX, 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


FARCXFLAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.56

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.14

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.38

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.92

-0.52

Correlation

The correlation between FARCX and FLAAX is 0.05, 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

FARCX vs. FLAAX - Dividend Comparison

FARCX's dividend yield for the trailing twelve months is around 4.91%, more than FLAAX's 3.94% yield.


TTM20252024202320222021202020192018201720162015
FARCX
Nuveen Real Estate Securities Fund
4.91%5.77%9.34%3.30%20.25%15.12%2.89%11.46%6.19%13.43%10.99%8.24%
FLAAX
Nuveen All-American Municipal Bond Fund
3.94%4.21%3.85%3.55%3.39%2.83%3.07%3.69%3.72%3.65%3.79%3.84%

Drawdowns

FARCX vs. FLAAX - Drawdown Comparison

The maximum FARCX drawdown since its inception was -70.62%, which is greater than FLAAX's maximum drawdown of -21.01%. Use the drawdown chart below to compare losses from any high point for FARCX and FLAAX.


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Drawdown Indicators


FARCXFLAAXDifference

Max Drawdown

Largest peak-to-trough decline

-70.62%

-21.01%

-49.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-4.96%

-7.39%

Max Drawdown (5Y)

Largest decline over 5 years

-31.77%

-21.01%

-10.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.05%

-21.01%

-20.04%

Current Drawdown

Current decline from peak

-7.58%

-7.12%

-0.46%

Average Drawdown

Average peak-to-trough decline

-10.51%

-2.73%

-7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

1.73%

+1.20%

Volatility

FARCX vs. FLAAX - Volatility Comparison

Nuveen Real Estate Securities Fund (FARCX) has a higher volatility of 4.11% compared to Nuveen All-American Municipal Bond Fund (FLAAX) at 1.17%. This indicates that FARCX's price experiences larger fluctuations and is considered to be riskier than FLAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FARCXFLAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

1.17%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

1.84%

+7.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.15%

4.99%

+11.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.36%

4.52%

+13.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

4.64%

+15.52%