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FLAAX vs. FARCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLAAX vs. FARCX - Performance Comparison

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

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FLAAX vs. FARCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

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


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLAAX vs. FARCX - Expense Ratio Comparison

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


Return for Risk

FLAAX vs. FARCX — Risk / Return Rank

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

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

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
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.

FLAAX vs. FARCX - Risk-Adjusted Trends Comparison

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


FLAAXFARCXDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.30

+0.27

Sortino ratio

Return per unit of downside risk

0.77

0.52

+0.25

Omega ratio

Gain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratio

Return relative to maximum drawdown

0.56

0.36

+0.20

Martin ratio

Return relative to average drawdown

1.61

1.51

+0.10

FLAAX vs. FARCX - Sharpe Ratio Comparison

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


FLAAXFARCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.30

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.24

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.24

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.40

+0.52

Correlation

The correlation between FLAAX and FARCX 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

FLAAX vs. FARCX - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

FLAAX vs. FARCX - Drawdown Comparison

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


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Drawdown Indicators


FLAAXFARCXDifference

Max Drawdown

Largest peak-to-trough decline

-21.01%

-70.62%

+49.61%

Max Drawdown (1Y)

Largest decline over 1 year

-4.96%

-12.35%

+7.39%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-31.77%

+10.76%

Max Drawdown (10Y)

Largest decline over 10 years

-21.01%

-41.05%

+20.04%

Current Drawdown

Current decline from peak

-7.12%

-7.58%

+0.46%

Average Drawdown

Average peak-to-trough decline

-2.73%

-10.51%

+7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

2.93%

-1.20%

Volatility

FLAAX vs. FARCX - Volatility Comparison

The current volatility for Nuveen All-American Municipal Bond Fund (FLAAX) is 1.17%, while Nuveen Real Estate Securities Fund (FARCX) has a volatility of 4.11%. This indicates that FLAAX experiences smaller price fluctuations and is considered to be less risky than FARCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLAAXFARCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

4.11%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

9.04%

-7.20%

Volatility (1Y)

Calculated over the trailing 1-year period

4.99%

16.15%

-11.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.52%

18.36%

-13.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

20.16%

-15.52%